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Kouwenberg, Roy


 SSRN Author Rank: 2,846 by Downloads
 

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)


 P.O. Box 1738
 3000 DR Rotterdam, NL 3062 PA
 Netherlands
 HOME PAGE: http://people.few.eur.nl/kouwenberg
 email address
 

Mahidol University - College of Management


 69 Vipawadee Rangsit Road
 Bangkok, 10400
 Thailand
 HOME PAGE: http://www.cmmu.mahidol.ac.th/main/faculty/aroy.asp
 email address

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. Kouwenberg, Roy's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,791
Total
Citations
127
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department
Kouwenberg, Roy
Mahidol University - College of Management
Post, Thierry
Koc University - Graduate School of Business
Posted:
29 Mar 00
Last Revised:
30 Jan 12
1,513
(5,794)
57

2.   Incl. Electronic Paper
Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department
Cumperayot, Phomchanok
Chulalongkorn University
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
15 Apr 01
Last Revised:
29 Feb 04
1,190
(8,622)
2

3.  
Dynamic Asset Allocation and Downside-Risk Aversion | Show Abstract | Download |
Econometric Institute Report No. EI 2000-12/A
Working Paper Series
Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
25 May 00
1,087
(10,018)
3

4.  
Kouwenberg, Roy
Mahidol University - College of Management
Zwinkels, Remco C. J.
Mahidol University - College of Management
Posted:
20 Jan 10
Last Revised:
02 Mar 11
859
(14,361)
3

5.   Incl. Electronic Paper
Kouwenberg, Roy
Mahidol University - College of Management
Ziemba, William T.
University of British Columbia (UBC) - Sauder School of Business
Posted:
10 Aug 04
Last Revised:
16 Nov 07
661
(21,085)
21

6.   Incl. Electronic Paper
Dimmock, Stephen G.
Nanyang Technological University - Division of Finance
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
19 Mar 08
Last Revised:
05 May 11
633
(22,381)
16

7.  
From Boom 'til Bust: How Loss Aversion Affects Asset Prices | Show Abstract | Download |
Journal of Banking and Finance, Vol. 33, pp. 1005-1013, 2009
Accepted Paper Series
Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
30 Jun 00
Last Revised:
01 Apr 09
451
(35,328)
9

8.  
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
22 Jan 07
348
(48,548)
1

9.  
Kouwenberg, Roy
Mahidol University - College of Management
Salomons, Roelof
University of Groningen
Thontirawong, Pipat
Mahidol University - College of Management
Posted:
18 Apr 12
Last Revised:
15 Nov 12
243
(73,021)
 

10.   Incl. Electronic Paper
Ananchotikul, Nasha
University of California, Berkeley
Kouwenberg, Roy
Mahidol University - College of Management
Phunnarungsi, Visit
Mahidol University - College of Management
Posted:
16 Jan 08
Last Revised:
27 Oct 10
176
(100,690)
1

11.  
Investing in A Real World with Mean-Reverting Inflation | Show Abstract | Download |
Econometric Institute Report No. EI-9960/A
Working Paper Series
Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
26 Apr 00
157
(112,394)
 

12.  
Kouwenberg, Roy
Mahidol University - College of Management
Markiewicz, Agnieszka
Erasmus University Rotterdam (EUR)
Verhoeks, Ralph
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
09 Jul 13
Last Revised:
21 Nov 13
126
(134,422)
1

13.  
Ambiguity Attitudes in a Large Representative Sample | Show Abstract | Download |
Netspar Discussion Paper No. 06/2011-054
Working Paper Series
Dimmock, Stephen G.
Nanyang Technological University - Division of Finance
Kouwenberg, Roy
Mahidol University - College of Management
Wakker, Peter P.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
01 Jul 11
Last Revised:
16 Sep 14
120
(139,529)
1

14.  
Cumperayot, Phomchanok
Chulalongkorn University
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
14 Feb 11
Last Revised:
17 Aug 12
115
(144,147)
 

15.   Incl. Electronic Paper
Dimmock, Stephen G.
Nanyang Technological University - Division of Finance
Kouwenberg, Roy
Mahidol University - College of Management
Mitchell, Olivia S.
University of Pennsylvania - The Wharton School
Peijnenburg, Kim
Bocconi University - Department of Finance
Posted:
11 Oct 12
Last Revised:
13 May 14
112
(147,025)
12

16.  
A Liability-Relative Drawdown Approach to Pension Asset Liability Management | Show Abstract |
Journal of Asset Management, Vol. 11, pp. 194-217, 2010
Accepted Paper Series
Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
13 Apr 11
 

17.  
Do Hedge Funds Add Value to a Passive Portfolio? Correcting for Non-Normal Returns and Disappearing Funds | Show Abstract |
Journal of Asset Management, Vol. 3, No. 4, pp. 361-382, March 2003
Accepted Paper Series
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
21 Nov 06
 

18.  
Linkages between Extreme Stock Market and Currency Returns | Show Abstract |
Journal of International Money and Finance, Vol. 25, pp. 528-550, 2006
Accepted Paper Series
Cumperayot, Phornchanok
Chulalongkorn University, Faculty of Economics
Keijzer, Tjeert
affiliation not provided to SSRN
Kouwenberg, Roy
Mahidol University - College of Management
Posted:
21 Nov 06
 

19.  
Hedging Options under Transaction Costs and Stochastic Volatility | Show Abstract |
Journal of Economic Dynamics & Control, Vol. 27, No. 6, February 2003
Accepted Paper Series
Kouwenberg, Roy
Mahidol University - College of Management
Gondzio, Jacek
University of Edinburgh - School of Mathematics
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
23 May 03
 

20.  
Retirement Saving with Contribution Payments and Labor Income as a Benchmark for Investments | Show Abstract |
Journal of Economic Dynamics & Control, Vol. 27, No. 6, February 2003
Accepted Paper Series
Kouwenberg, Roy
Mahidol University - College of Management
Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department
Posted:
05 May 03
 

21.  
Donders, Monique W.M.
MeesPierson Investment Bank
Kouwenberg, Roy
Mahidol University - College of Management
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
17 Jun 00
 


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