Rachel A.J. Pownall

Tilburg University - Department of Finance

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

Maastricht University - Department of Finance

Maastricht, 6200 MD

Netherlands

  • Tilburg University - Department of Finance

  • Maastricht University - Department of Finance

SCHOLARLY PAPERS

31

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11

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13

Scholarly Papers (31)

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1.

Art as a Financial Investment

Number of pages: 50 Posted: 26 Feb 2020
Rachel A.J. Pownall
Tilburg University - Department of Finance
Downloads 3,613 (2,996)
Citation 1

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Alternative Investments, Portfolio Allocation, Risk management

2.

Asset Allocation in a Value-at-Risk Framework

Number of pages: 26 Posted: 03 Aug 1999
Ronald Huisman, Kees C. G. Koedijk and Rachel A.J. Pownall
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance and Tilburg University - Department of Finance
Downloads 2,488 (5,641)
Citation 8

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3.

Art as an Alternative Asset Class

Maastricht University - LIFE Research Paper No. WP05-001
Number of pages: 34 Posted: 28 Feb 2005
Rachel A.J. Pownall
Tilburg University - Department of Finance
Downloads 1,231 (17,624)

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Alternative Asset Class, Art Investment, Portfolio Management, Risk Management, Conditional Correlation

4.

Emotional Assets and Investment Behavior

Number of pages: 27 Posted: 19 Feb 2009
Rachel A.J. Pownall, Kees C. G. Koedijk and Frans de Roon
Tilburg University - Department of Finance, Tilburg University - Department of Finance and Tilburg University - Department of Finance
Downloads 883 (28,737)
Citation 1

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Portfolio Management, Asset pricing, Consumption and Investment decisions

5.

Glass Ceilings in the Art Market

Number of pages: 61 Posted: 16 Feb 2020
Fabian Bocart, Marina Gertsberg and Rachel A.J. Pownall
Artnet Worldwide Corporation, Maastricht University and Tilburg University - Department of Finance
Downloads 865 (29,596)
Citation 1

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Art market, Auctions, Gender economics, Labour economics

6.

Art-Backed Lending: Implied Spreads and Art Risk Management

Number of pages: 37 Posted: 26 Feb 2020
Rachel A.J. Pownall and Christian Wiehenkamp
Tilburg University - Department of Finance and affiliation not provided to SSRN
Downloads 648 (43,903)
Citation 1

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Art Market, Credit Default Swaps, Risk Management

7.

Measuring Credit Spread Risk: Incorporating the Tails

Number of pages: 24 Posted: 20 Jan 2003
Rachel A.J. Pownall and Ronald Huisman
Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 495 (61,991)

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Market risk, value-at-risk, extreme value theory, parametric distributions, backtesting

8.

Measuring Credit Spread Risk

ERIM Report Series Reference No. ERS-2002-95-F&A
Number of pages: 24 Posted: 26 Feb 2008
Rachel A.J. Pownall and Ronald Huisman
Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 389 (82,776)

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Market Risk, value-at-risk, extreme Value theory, parametric distributions, backtesting

9.

Revisiting the Home Bias Puzzle: Downside Equity Risk

Journal of International Money and Finance, Vol. 26, No. 7, 2007
Number of pages: 37 Posted: 22 Sep 2005 Last Revised: 07 Apr 2011
Rachel A.J. Pownall and Roman Kräussl
Tilburg University - Department of Finance and Luxembourg School of Finance
Downloads 261 (128,522)

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Asset Pricing, Home Bias, Downside Risk, Prospect Theory

10.

Diversification Meltdown or Just Fat Tails?

EFA 2006 Zurich Meetings
Number of pages: 38 Posted: 14 Jun 2006
Rachel A.J. Pownall, Catherine S. Forbes, Kees C. G. Koedijk and Paul Kofman
Tilburg University - Department of Finance, Monash University - Department of Econometrics & Business Statistics, Tilburg University - Department of Finance and The University of Melbourne
Downloads 244 (137,565)

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Exceedance correlation, Truncated correlation, Bivariate Student-t correlation

11.

Aspirations, Well-Being, Risk-Aversion and Loss-Aversion

Number of pages: 30 Posted: 14 Mar 2012
Rachel A.J. Pownall, Kees C. G. Koedijk and Meir Statman
Tilburg University - Department of Finance, Tilburg University - Department of Finance and Santa Clara University - Department of Finance
Downloads 230 (145,726)
Citation 1

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subjective well-being, risk taking, loss-aversion, prospect theory, behavioral portfolio theory

12.

Going Green: Does it Depend on Education, Gender, or Income?

Number of pages: 28 Posted: 06 Feb 2012
Dakshina G. De Silva and Rachel A.J. Pownall
Department of Economics, Lancaster University Management School and Tilburg University - Department of Finance
Downloads 146 (218,427)
Citation 4

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13.

Irving Fisher, Expectational Errors and the Uip Puzzle

Downloads 131 (238,089)

Irving Fisher, Expectational Errors and the Uip Puzzle

Number of pages: 33 Posted: 17 Mar 2007
Rachel A.J. Pownall, Kees C. G. Koedijk, James R. Lothian and Ronald Mahieu
Tilburg University - Department of Finance, Tilburg University - Department of Finance, Gabelli School of Business, Fordahm University and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 126 (246,132)

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UIP, Irving Fisher, Expectations formation, Dynamic Latent Factor Model, Small-sample problems

Irving Fisher, Expectational Errors, and the UIP Puzzle

CEPR Discussion Paper No. DP6294
Number of pages: 46 Posted: 22 May 2008
Rachel A.J. Pownall, Kees C. G. Koedijk, James R. Lothian and Ronald Mahieu
Tilburg University - Department of Finance, Tilburg University - Department of Finance, Gabelli School of Business, Fordahm University and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 5 (699,990)
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Expectations formation, Irving Fisher, small-sample problems, UIP

14.

Market Evolution of Art Dealers

Number of pages: 51 Posted: 26 Feb 2020
Dakshina G. De Silva, Marina Gertsberg and Rachel A.J. Pownall
Department of Economics, Lancaster University Management School, Maastricht University and Tilburg University - Department of Finance
Downloads 125 (246,710)

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Auctions, Art Dealers, Market Evolution, Reputation, Experts

15.

Irving Fisher, the UIP Puzzle and the 'Peso Problem'

Number of pages: 34 Posted: 05 Mar 2007
Rachel A.J. Pownall, Kees C. G. Koedijk, James R. Lothian and Ronald Mahieu
Tilburg University - Department of Finance, Tilburg University - Department of Finance, Gabelli School of Business, Fordahm University and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 100 (289,097)

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UIP, Irving Fisher, Expectations formation, small-sample problems

16.

Dealer Networks in the World of Art

Number of pages: 59 Posted: 26 Feb 2020
Dakshina G. De Silva, Marina Gertsberg, Georgia Kosmopoulou and Rachel A.J. Pownall
Department of Economics, Lancaster University Management School, Maastricht University, University of Oklahoma - Department of Economics and Tilburg University - Department of Finance
Downloads 91 (307,120)
Citation 1

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Auctions, Art Dealers, Networks

17.

Irving Fisher and the Uip Puzzle: Meeting the Expectations a Century Later

ERIM Report Series Reference No. ERS-2007-088-F&A
Number of pages: 48 Posted: 29 Jan 2008
Rachel A.J. Pownall, Kees C. G. Koedijk, James R. Lothian and Ronald Mahieu
Tilburg University - Department of Finance, Tilburg University - Department of Finance, Gabelli School of Business, Fordahm University and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 89 (311,450)

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Irving Fisher, UIP, PPP, inflation, interest rates, exchange rates

18.

Exposure to Bankers: Networks and Stock Market Participation

Downloads 86 (318,225)
Citation 2

Exposure to Bankers: Networks and Stock Market Participation

Number of pages: 31 Posted: 01 Nov 2015
Arian Borgers, Rachel A.J. Pownall and Louis Raes
Maastricht University, Tilburg University - Department of Finance and Tilburg University
Downloads 55 (411,166)

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Stock market participation, Networks, Household finance

Exposure to Bankers: Networks and Stock Market Participation

Number of pages: 31 Posted: 23 May 2016
Arian Borgers, Rachel A.J. Pownall and Louis Raes
Maastricht University, Tilburg University - Department of Finance and Tilburg University
Downloads 31 (516,142)
Citation 1

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Social Networks, Household Finance, Stock market Participation, Retirement Planning

19.

Increased Correlation in Bear Markets: A Downside Risk Perspective

Number of pages: 26 Posted: 14 Feb 2002
Rachel A.J. Pownall, Kees C. G. Koedijk and Paul Kofman
Tilburg University - Department of Finance, Tilburg University - Department of Finance and The University of Melbourne
Downloads 58 (394,706)
Citation 1
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International equity markets, correlation, extreme returns, downside risk

20.

Pensions and Investments: Social and Environmental Preferences of Beneficiaries, and Financial Illiteracy

Number of pages: 36 Posted: 04 Dec 2013
Arian Borgers and Rachel A.J. Pownall
Maastricht University and Tilburg University - Department of Finance
Downloads 49 (426,086)

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Social values, Fiduciary duty, Financial literacy, Pension funds

21.

Aspirations, Well-Being, Risk-Aversion and Loss-Aversion

CEPR Discussion Paper No. DP8904
Number of pages: 33 Posted: 04 Apr 2012
Kees C. G. Koedijk, Rachel A.J. Pownall and Meir Statman
Tilburg University - Department of Finance, Tilburg University - Department of Finance and Santa Clara University - Department of Finance
Downloads 4 (678,244)
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behavioural portfolio theory, loss-aversion, prospect theory, risk-taking, subjective well-being

22.

Repeat‐Sales Indexes: Estimation Without Assuming that Errors in Asset Returns are Independently Distributed

Real Estate Economics, Vol. 40, Issue 1, pp. 131-166, 2012
Posted: 21 Feb 2012
Kathryn Graddy, Jonathan H. Hamilton and Rachel A.J. Pownall
Brandeis University - Department of Economics, University of Florida - Warrington College of Business Administration - Department of Economics and Tilburg University - Department of Finance
Downloads 3 (686,484)
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23.

Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns are Independently Distributed

CEPR Discussion Paper No. DP7344
Number of pages: 40 Posted: 26 Aug 2009
Rachel A.J. Pownall, Kathryn Graddy and Jonathan H. Hamilton
Tilburg University - Department of Finance, Brandeis University - Department of Economics and University of Florida - Warrington College of Business Administration - Department of Economics
Downloads 3 (686,484)
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art, index, real estate, repeat sales

24.

Household Financial Planning and Savings Behavior

CEPR Discussion Paper No. DP11033
Number of pages: 25 Posted: 12 Jan 2016
Dirk Brounen, Kees C. G. Koedijk and Rachel A.J. Pownall
Erasmus University Rotterdam (EUR) - Department of Financial Management, Tilburg University - Department of Finance and Tilburg University - Department of Finance
Downloads 0 (726,980)
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consumption, intertemporal household choice, life cycle models and saving, wealth

25.

Reference Point Formation

CEPR Discussion Paper No. DP10823
Number of pages: 28 Posted: 16 Sep 2015
Kees C. G. Koedijk, Charles N. Noussair, Rachel A.J. Pownall and Ayse Terzi
Tilburg University - Department of Finance, Tilburg University, Tilburg University - Department of Finance and Tilburg University
Downloads 0 (726,980)
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experiment, reference point

26.

Anchoring or Loss Aversion? Empirical Evidence from Art Auctions

CEPR Discussion Paper No. DP10048
Number of pages: 39 Posted: 25 Sep 2014
Kathryn Graddy, Lara Loewenstein, Jianping Mei, Michael Moses and Rachel A.J. Pownall
Brandeis University - Department of Economics, Federal Reserve Bank of Boston, New York University (NYU) - Department of Finance, ART MARKET CONSULTANCY and Tilburg University - Department of Finance
Downloads 0 (726,980)
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anchoring, art auctions, endowment effect, loss aversion

27.

Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns are Independently Distributed

Real Estate Economics, 2011
Posted: 05 Oct 2010
Jonathan H. Hamilton, Rachel A.J. Pownall and Kathryn Graddy
University of Florida - Warrington College of Business Administration - Department of Economics, Tilburg University - Department of Finance and Brandeis University - Department of Economics

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repeat sales, heteroskedasticity, serial correlation

28.

Increased Correlation in Bear Markets

Posted: 22 Mar 2002
Kees C. G. Koedijk, Rachel A.J. Pownall and Paul Kofman
Tilburg University - Department of Finance, Tilburg University - Department of Finance and The University of Melbourne

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29.

Covariance and Correlation in International Equity Returns: A Value-at-Risk Approach

Erasmus University Rotterdam Working Paper No. 004
Posted: 16 Nov 2000
Rachel A.J. Pownall, Kees C. G. Koedijk and Paul Kofman
Tilburg University - Department of Finance, Tilburg University - Department of Finance and The University of Melbourne

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30.

Capturing Downside Risk in Financial Markets: The Case of the Asian Crisis

Working Paper No. 2
Posted: 04 Jan 2000
Rachel A.J. Pownall and Kees C. G. Koedijk
Tilburg University - Department of Finance and Tilburg University - Department of Finance

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31.

VAR Plus: Fat Tails in Financial Risk Management

Working Paper No. 98/51
Posted: 06 Oct 1998
Rachel A.J. Pownall, Kees C. G. Koedijk and Ronald Huisman
Tilburg University - Department of Finance, Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

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Other Papers (2)

Total Downloads: 1,089
Actions:
Email selected abstracts
1.

Art as an Alternative Asset Class

Number of pages: 34 Posted: 23 Mar 2005
Rachel A.J. Pownall
Tilburg University - Department of Finance
Downloads 888

Abstract:

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Alternative Asset Class, Art Investment, Portfolio Management, Risk Management, Conditional Correlation

2.

Emotional Assets

Number of pages: 35 Posted: 05 Mar 2008 Last Revised: 27 Oct 2012
Frans de Roon, Kees C. G. Koedijk and Rachel A.J. Pownall
Tilburg University - Department of Finance, Tilburg University - Department of Finance and Tilburg University - Department of Finance
Downloads 201

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Philanthropy, Asset allocation, art, wine, luxary goods markets