Kim Peijnenburg

Tilburg University

P.O. Box 90153

Tilburg, DC Noord-Brabant 5000 LE

Netherlands

Centre for Economic Policy Research (CEPR)

London

United Kingdom

Netspar

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

  • Tilburg University

  • Centre for Economic Policy Research (CEPR)

  • Netspar

SCHOLARLY PAPERS

15

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3,767

SSRN CITATIONS
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Top 2,791

in Total Papers Citations

608

CROSSREF CITATIONS

54

Scholarly Papers (15)

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1.

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

Downloads 722 (53,531)
Citation 23

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
Alexander Eisele, Tamara Nefedova, Gianpaolo Parise and Kim Peijnenburg
University of Lugano, Université Paris Dauphine - PSL, Tilburg University and Tilburg University
Downloads 722 (68,692)
Citation 6

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

2.

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

Downloads 498 (111,445)
Citation 22

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
Tilburg University and Tilburg University
Downloads 319 (183,332)
Citation 24

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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
Tilburg University and Tilburg University
Downloads 179 (322,155)

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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
Tilburg University and Tilburg University
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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.

Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

Downloads 441 (128,342)
Citation 117

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
Stephen G. Dimmock, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 229 (256,332)
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
Stephen G. Dimmock, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 122 (442,684)
Citation 104

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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 Last Revised: 20 Mar 2022
Stephen G. Dimmock, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 90 (551,151)
Citation 2

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4.

The Annuity Puzzle Remains a Puzzle

Downloads 400 (143,765)
Citation 24

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
Tilburg University, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Downloads 228 (257,458)
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
Tilburg University, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Downloads 172 (333,906)
Citation 25

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

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
Tilburg University
Downloads 356 (163,640)
Citation 18

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

6.

Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field

Downloads 330 (177,555)
Citation 24

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
Stephen G. Dimmock, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 281 (208,842)
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

NBER Working Paper No. w24928
Number of pages: 53 Posted: 22 Aug 2018 Last Revised: 11 Feb 2023
Stephen G. Dimmock, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 47 (776,811)
Citation 10

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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
Stephen G. Dimmock, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
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cumulative prospect theory, household finance, household portfolio puzzles, portfolio underdiversification, probability weighting, rank dependent utility, Stock Market Participation

7.

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
Tilburg University, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Downloads 215 (273,036)
Citation 7

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

8.

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

Downloads 195 (298,679)
Citation 15

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, Tilburg University and University of Calgary
Downloads 98 (520,777)
Citation 6

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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, Tilburg University and University of Calgary
Downloads 97 (524,387)
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
Stephen G. Dimmock, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 166 (344,663)
Citation 1

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10.

Ambiguity Attitudes for Real-World Sources: Field Evidence from a Large Sample of Investors

Downloads 130 (419,936)

Ambiguity Attitudes for Real-World Sources: Field Evidence from a Large Sample of Investors

Wharton Pension Research Council Working Paper No. 2019-02
Number of pages: 40 Posted: 06 Mar 2019 Last Revised: 08 Feb 2024
Kanin Anantanasuwong, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
Mahidol University, College of Management, Students, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 92 (543,231)

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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 May 2023
Kanin Anantanasuwong, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
Mahidol University, College of Management, Students, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 38 (845,219)

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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
Kanin Anantanasuwong, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
Mahidol University, College of Management, Students, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
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Ambiguity, decision-making under uncertainty, financial literacy, investment, preferences

11.

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
Stephen G. Dimmock, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
National University of Singapore, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 128 (424,879)
Citation 28

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

12.

Extrapolators and Contrarians: Forecast Bias and Individual Investor Stock Trading

Number of pages: 65 Posted: 18 Feb 2024
Steffen Andersen, Stephen G. Dimmock, Kasper Meisner Nielsen and Kim Peijnenburg
Copenhagen Business School - Department of Finance, National University of Singapore, Copenhagen Business School - Department of Finance and Tilburg University
Downloads 98 (516,383)

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G5, G11, G41, D84, D81 Extrapolation, Contrarian bias, Forecast bias, Expectations, Household finance, Experimental finance, Individual investors, Individual investor trading

13.

Online Appendix for Ambiguity Attitudes for Real-World Sources: Field Evidence from a Large Sample of Investors

Number of pages: 46 Posted: 06 Mar 2019 Last Revised: 09 Feb 2024
Kanin Anantanasuwong, Roy Kouwenberg, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
Mahidol University, College of Management, Students, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, and Tilburg University
Downloads 84 (568,927)

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Ambiguity, decision-making under uncertainty, investments, preferences, financial literacy

14.

Breaking Bad: How Health Shocks Prompt Crime

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Breaking Bad: How Health Shocks Prompt Crime

Number of pages: 40 Posted: 02 Oct 2024
Kim Peijnenburg, Steffen Andersen, Gianpaolo Parise and Elin Colmsjö
Tilburg University, Copenhagen Business School - Department of Finance, Tilburg University and University of Copenhagen - Copenhagen University
Downloads 4 (1,207,582)

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

Breaking Bad: How Health Shocks Prompt Crime

CEPR Discussion Paper No. DP15899
Number of pages: 44 Posted: 15 Mar 2021
Steffen Andersen, Gianpaolo Parise and Kim Peijnenburg
Copenhagen Business School - Department of Finance, Tilburg University and Tilburg University
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15.

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 - PSL, Tilburg University and Tilburg University
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Cross-trades, Monitoring, Mutual fund families, Opaque trading, Performance-shifting