Kim Peijnenburg

Netspar

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

Centre for Economic Policy Research (CEPR)

London

United Kingdom

EDHEC Business School - Department of Economics & Finance

France

SCHOLARLY PAPERS

14

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Top 4,690

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228

CROSSREF CITATIONS

62

Scholarly Papers (14)

Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families

Journal of Financial Economics (JFE), Forthcoming, Swiss Finance Institute Research Paper No. 13-19
Number of pages: 63 Posted: 18 Mar 2012 Last Revised: 27 Feb 2019
University of Lugano, Université Paris Dauphine - PSL, EDHEC Business School and CEPR and Netspar
Downloads 616 (55,281)
Citation 6

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Mutual fund families, Cross-trades, Performance-shifting, Monitoring, Opaque trading

Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel

Forthcoming Review of Financial Studies
Number of pages: 48 Posted: 28 Feb 2017 Last Revised: 07 Oct 2018
Gianpaolo Parise and Kim Peijnenburg
EDHEC Business School and CEPR and Netspar
Downloads 248 (157,625)
Citation 6

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Noncognitive abilities, financial distress, financial choices, behavioral finance, psychology and economics

Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities

BIS Working Paper No. 640
Number of pages: 57 Posted: 07 Jun 2017
Gianpaolo Parise and Kim Peijnenburg
EDHEC Business School and CEPR and Netspar
Downloads 117 (301,510)

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Noncognitive abilities, financial distress, financial choices, saving, unsecured debt, behavioral finance, psychology and economics

Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities

Number of pages: 57 Posted: 16 Mar 2017
Gianpaolo Parise and Kim Peijnenburg
EDHEC Business School and CEPR and Netspar
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Citation 1
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behavioral finance, financial choices, financial distress, Noncognitive abilities, psychology and economics, Saving, unsecured debt

3.
Downloads 344 (112,290)
Citation 18

The Annuity Puzzle Remains a Puzzle

Number of pages: 32 Posted: 19 Feb 2009 Last Revised: 09 Mar 2016
Kim Peijnenburg, Theo Nijman and Bas J. M. Werker
Netspar, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Downloads 201 (192,896)
Citation 2

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Asset allocation, retirement, life-cycle portfolio choice, annuity, savings

The Annuity Puzzle Remains a Puzzle

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 33 Posted: 30 Mar 2010 Last Revised: 27 Jul 2016
Kim Peijnenburg, Theo Nijman and Bas J. M. Werker
Netspar, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Downloads 143 (258,801)
Citation 17

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Asset allocation, retirement, life-cycle portfolio choice, annuity, savings

Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

Netspar Discussion Paper No. 09/2012-035 - revised version May 2015
Number of pages: 66 Posted: 16 Oct 2012 Last Revised: 05 Jan 2016
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 188 (204,882)
Citation 17

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ambiguity aversion, stock market participation, household portfolio puzzles, homebias, own-company stock puzzle, portfolio under-diversification, household finance

Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

Pension Research Council WP 2012-20
Number of pages: 65 Posted: 11 Oct 2012 Last Revised: 18 Feb 2020
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 91 (357,689)
Citation 40

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ambiguity aversion, stock market participation, household portfolio puzzles, homebias, own-company stock puzzle, portfolio under-diversification, household finance

Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence

Number of pages: 59 Posted: 26 Jan 2013 Last Revised: 19 Sep 2021
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 41 (536,819)
Citation 1

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Life-Cycle Asset Allocation with Ambiguity Aversion and Learning

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 56 Posted: 16 Mar 2011 Last Revised: 27 Jul 2016
Kim Peijnenburg
Netspar
Downloads 312 (124,809)
Citation 6

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Life-cycle portfolio choice, ambiguity aversion, learning, underdiversification

6.

Health Cost Risk: A Potential Solution to the Annuity Puzzle

Forthcoming The Economic Journal
Number of pages: 41 Posted: 19 Feb 2010 Last Revised: 21 Feb 2019
Kim Peijnenburg, Theo Nijman and Bas J. M. Werker
Netspar, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Downloads 185 (207,953)
Citation 7

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Life-cycle portfolio choice, retirement, post-retirement investment

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Wharton Pension Research Council Working Paper No. 2018-09
Number of pages: 60 Posted: 20 Aug 2018 Last Revised: 02 Sep 2020
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 154 (243,486)
Citation 1

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household finance, behavioral economics, probability weighting, rank dependent utility, cumulative prospect theory, salience theory, portfolio underdiversification, household portfolio puzzles

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Number of pages: 53 Posted: 22 Aug 2018 Last Revised: 12 Nov 2021
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 9 (763,180)
Citation 1

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Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Number of pages: 55 Posted: 21 Aug 2018
National University of Singapore, Mahidol University, University of Pennsylvania - The Wharton School and Netspar
Downloads 2 (825,463)
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cumulative prospect theory, household finance, household portfolio puzzles, portfolio underdiversification, probability weighting, rank dependent utility, Stock Market Participation

How Much Do Means-Tested Benefits Reduce the Demand for Annuities?

Netspar Discussion Paper No. 06/2011-52
Number of pages: 47 Posted: 01 Jul 2011 Last Revised: 18 Aug 2011
Monika Butler, Kim Peijnenburg and Stefan Staubli
University of St. Gallen, Netspar and University of Calgary
Downloads 74 (405,424)
Citation 9

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Means-tested benefits, occupational pension, annuity, life-cycle model

How Much Do Means-Tested Benefits Reduce the Demand for Annuities?

Number of pages: 47 Posted: 29 Jun 2011
Monika Butler, Kim Peijnenburg and Stefan Staubli
University of St. Gallen, Netspar and University of Calgary
Downloads 68 (425,045)
Citation 1

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means-tested benefits, occupational pension, annuity, life-cycle model

9.

Online Appendix for 'Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence'

Journal of Financial Economics, 2016, 119(3), 559-577
Number of pages: 13 Posted: 25 May 2017 Last Revised: 12 Oct 2017
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 96 (342,932)
Citation 1

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Estimating Ambiguity Preferences and Perceptions in Multiple Prior Models: Evidence from the Field

Journal of Risk and Uncertainty, vol. 51(3), December 2015
Number of pages: 43 Posted: 05 Jun 2015 Last Revised: 04 Jan 2016
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 87 (364,772)
Citation 7

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ambiguity, decision-making under uncertainty, multiple prior models, alpha-maxmin model

Breaking Bad: How Health Shocks Prompt Crime

Number of pages: 41 Posted: 09 Mar 2021
Gianpaolo Parise, Kim Peijnenburg and Steffen Andersen
EDHEC Business School and CEPR, Netspar and Copenhagen Business School - Department of Finance
Downloads 68 (425,045)

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economics of crime, health shocks, human capital, event study

Breaking Bad: How Health Shocks Prompt Crime

Number of pages: 44 Posted: 15 Mar 2021
Steffen Andersen, Gianpaolo Parise and Kim Peijnenburg
Copenhagen Business School - Department of Finance, EDHEC Business School and CEPR and Netspar
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Ambiguity Attitudes About Investments: Evidence From the Field

Wharton Pension Research Council Working Paper No. 2019-02
Number of pages: 45 Posted: 06 Mar 2019
Mahidol University, College of Management, Students, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 41 (536,819)

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ambiguity, decision-making under uncertainty, investment, preferences, financial literacy

Ambiguity Attitudes About Investments: Evidence from the Field

Number of pages: 64 Posted: 19 Feb 2019 Last Revised: 05 Nov 2021
Mahidol University, College of Management, Students, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, University of Pennsylvania - The Wharton School and Netspar
Downloads 7 (780,402)

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Ambiguity Attitudes About Investments: Evidence from the Field

Number of pages: 47 Posted: 19 Feb 2019 Last Revised: 06 Mar 2019
Mahidol University, College of Management, Students, Mahidol University, University of Pennsylvania - The Wharton School and Netspar
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Ambiguity, decision-making under uncertainty, financial literacy, investment, preferences

13.

Online Appendix for Ambiguity Attitudes About Investments: Evidence from the Field

Number of pages: 19 Posted: 06 Mar 2019
Mahidol University, College of Management, Students, Mahidol University, University of Pennsylvania - The Wharton School and Netspar
Downloads 20 (650,403)

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14.

Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families

Number of pages: 60 Posted: 21 Aug 2017
Tamara Nefedova, Gianpaolo Parise and Kim Peijnenburg
Université Paris Dauphine - PSL, EDHEC Business School and CEPR and Netspar
Downloads 0 (819,352)
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Cross-trades, Monitoring, Mutual fund families, Opaque trading, Performance-shifting