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

13

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Scholarly Papers (13)

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, EDHEC and Netspar
Downloads 497 (55,147)
Citation 1

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

2.
Downloads 309 ( 97,637)
Citation 5

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 - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)
Downloads 176 (170,646)
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 - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)
Downloads 133 (216,199)
Citation 6

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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
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 180 (167,189)
Citation 18

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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: 04 Jun 2015
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 72 (327,889)
Citation 2

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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

NBER Working Paper No. w18743
Number of pages: 59 Posted: 26 Jan 2013
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 29 (485,338)

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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 and Netspar
Downloads 197 (153,840)

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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 and Netspar
Downloads 80 (308,056)

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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

CEPR Discussion Paper No. DP11900
Number of pages: 57 Posted: 16 Mar 2017
Gianpaolo Parise and Kim Peijnenburg
EDHEC and Netspar
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behavioral finance, financial choices, financial distress, Noncognitive abilities, psychology and economics, Saving, unsecured debt

5.

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 275 (110,736)
Citation 4

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

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 - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)
Downloads 181 (166,397)
Citation 5

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

Health Cost Risk: A Potential Solution to the Annuity Puzzle

The Economic Journal, Vol. 127, Issue 603, pp. 1598-1625, 2017
Number of pages: 28 Posted: 11 Aug 2017
Kim Peijnenburg, Theo Nijman and Bas J. M. Werker
Netspar, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)
Downloads 1 (684,913)
Citation 1
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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 Zurich
Downloads 67 (341,372)
Citation 7

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

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

CESifo Working Paper Series No. 3493
Number of pages: 47 Posted: 29 Jun 2011
Monika Butler, Kim Peijnenburg and Stefan Staubli
University of St. Gallen, Netspar and University of Zurich
Downloads 65 (347,005)

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

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Number of pages: 47 Posted: 20 Aug 2018 Last Revised: 19 Jun 2019
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 76 (317,841)

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

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

NBER Working Paper No. w24928
Number of pages: 53 Posted: 22 Aug 2018
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 4 (650,796)
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Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

CEPR Discussion Paper No. DP13109
Number of pages: 55 Posted: 21 Aug 2018
Nanyang Technological University - Division of Finance, Mahidol University, University of Pennsylvania - The Wharton School and Netspar
Downloads 2 (670,676)
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cumulative prospect theory, household finance, household portfolio puzzles, portfolio underdiversification, probability weighting, rank dependent utility, Stock Market Participation

9.

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
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 77 (312,157)

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

10.

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
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 48 (395,332)

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Ambiguity Attitudes About Investments: Evidence From the Field

Number of pages: 45 Posted: 06 Mar 2019
Mahidol University, College of Management, Students, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 21 (533,838)

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

Ambiguity Attitudes About Investments: Evidence from the Field

NBER Working Paper No. w25561
Number of pages: 64 Posted: 19 Feb 2019 Last Revised: 06 Mar 2019
Mahidol University, College of Management, Students, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Downloads 4 (650,796)
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Ambiguity Attitudes About Investments: Evidence from the Field

CEPR Discussion Paper No. DP13518
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

12.

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 12 (570,264)

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13.

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

CEPR Discussion Paper No. DP12225
Number of pages: 60 Posted: 21 Aug 2017
Tamara Nefedova, Gianpaolo Parise and Kim Peijnenburg
Université Paris-Dauphine, EDHEC and Netspar
Downloads 0 (670,106)
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Cross-trades, Monitoring, Mutual fund families, Opaque trading, Performance-shifting