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

32

DOWNLOADS
Rank 3,840

SSRN RANKINGS

Top 3,840

in Total Papers Downloads

12,960

SSRN CITATIONS
Rank 30,293

SSRN RANKINGS

Top 30,293

in Total Papers Citations

15

CROSSREF CITATIONS

14

Scholarly Papers (32)

Actions:
Email selected abstracts
1.

Art as a Financial Investment

Number of pages: 50 Posted: 26 Feb 2020
Rachel A.J. Pownall
Tilburg University - Department of Finance
Downloads 3,830 (3,339)
Citation 1

Abstract:

Loading...

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 2,521 (6,762)
Citation 9

Abstract:

Loading...

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 1,245 (20,629)

Abstract:

Loading...

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

4.

An empirical analysis of price differences for male and female artists in the global art market

Bocart, F.Y.R.P., Gertsberg, M. & Pownall, R.A.J. An empirical analysis of price differences for male and female artists in the global art market. J Cult Econ (2021). https://doi.org/10.1007/s10824-020-09403-2
Number of pages: 23 Posted: 16 Feb 2020 Last Revised: 20 May 2021
Fabian Bocart, Marina Gertsberg and Rachel A.J. Pownall
Artnet Worldwide Corporation, Monash University and Tilburg University - Department of Finance
Downloads 1,104 (24,633)
Citation 4

Abstract:

Loading...

Art market, Auctions, Gender economics, Labour economics

5.

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 931 (31,464)
Citation 2

Abstract:

Loading...

Portfolio Management, Asset pricing, Consumption and Investment decisions

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 676 (48,724)
Citation 1

Abstract:

Loading...

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 502 (71,079)

Abstract:

Loading...

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 409 (90,687)

Abstract:

Loading...

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 Universite du Luxembourg - Department of Finance
Downloads 268 (143,960)

Abstract:

Loading...

Asset Pricing, Home Bias, Downside Risk, Prospect Theory

10.

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 250 (154,305)
Citation 2

Abstract:

Loading...

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

11.

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 250 (154,305)

Abstract:

Loading...

Exceedance correlation, Truncated correlation, Bivariate Student-t correlation

12.

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, Monash University and Tilburg University - Department of Finance
Downloads 153 (240,371)

Abstract:

Loading...

Auctions, Art Dealers, Market Evolution, Reputation, Experts

13.

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 152 (241,722)
Citation 6

Abstract:

Loading...

14.

Irving Fisher, Expectational Errors and the Uip Puzzle

Downloads 135 (265,661)

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 130 (274,367)

Abstract:

Loading...

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 (787,589)
  • Add to Cart

Abstract:

Loading...

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

15.

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, Monash University, University of Oklahoma - Department of Economics and Tilburg University - Department of Finance
Downloads 115 (298,838)
Citation 2

Abstract:

Loading...

Auctions, Art Dealers, Networks

16.

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 104 (320,477)

Abstract:

Loading...

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

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 91 (349,181)

Abstract:

Loading...

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

18.

Exposure to Bankers: Networks and Stock Market Participation

Downloads 88 (356,534)
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 (466,234)
Citation 1

Abstract:

Loading...

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 33 (572,520)
Citation 2

Abstract:

Loading...

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 (447,805)
Citation 1
  • Add to Cart

Abstract:

Loading...

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 57 (451,522)

Abstract:

Loading...

Social values, Fiduciary duty, Financial literacy, Pension funds

21.

Millionaire Investors: Financial Advisors, Attribution Theory and Gender Differences

Number of pages: 44 Posted: 02 Sep 2021
Ylva Baeckström, Jo Silvester and Rachel A.J. Pownall
King's Business School, King's College London, City University London - Sir John Cass Business School and Tilburg University - Department of Finance
Downloads 11 (708,755)

Abstract:

Loading...

Portfolio choice, investment decisions, financial advice, risk-taking, gender

22.

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 (763,726)
  • Add to Cart

Abstract:

Loading...

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

23.

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 (771,600)
Citation 1
  • Add to Cart

Abstract:

Loading...

24.

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 (771,600)
  • Add to Cart

Abstract:

Loading...

art, index, real estate, repeat sales

25.

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 (809,212)
  • Add to Cart

Abstract:

Loading...

consumption, intertemporal household choice, life cycle models and saving, wealth

26.

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 (809,212)
  • Add to Cart

Abstract:

Loading...

experiment, reference point

27.

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, Lara Loewenstein, Jianping Mei, Michael Moses and Rachel A.J. Pownall
Brandeis University - Department of Economics, Federal Reserve Bank of BostonFederal Reserve Bank of Cleveland , New York University (NYU) - Department of Finance, ART MARKET CONSULTANCY and Tilburg University - Department of Finance
Downloads 0 (809,212)
  • Add to Cart

Abstract:

Loading...

anchoring, art auctions, endowment effect, loss aversion

28.

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

Abstract:

Loading...

repeat sales, heteroskedasticity, serial correlation

29.

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

Abstract:

Loading...

30.

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

Abstract:

Loading...

31.

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

Abstract:

Loading...

32.

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)

Abstract:

Loading...

Other Papers (2)

Total Downloads: 1,112
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 903

Abstract:

Loading...

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 209

Abstract:

Loading...

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