Roy Kouwenberg
Roy Kouwenberg
Professor of Finance at Mahidol University
Email verificata su mahidol.ac.th - Home page
TitoloCitata daAnno
Optimal portfolio choice under loss aversion
AB Berkelaar, R Kouwenberg, T Post
Review of Economics and Statistics 86 (4), 973-987, 2004
392*2004
Scenario generation and stochastic programming models for asset liability management
R Kouwenberg
European Journal of Operational Research 134 (2), 279-292, 2001
3132001
Ambiguity aversion and household portfolio choice puzzles: Empirical evidence
SG Dimmock, R Kouwenberg, OS Mitchell, K Peijnenburg
Journal of Financial Economics 119 (3), 559-577, 2016
180*2016
Incentives and risk taking in hedge funds
R Kouwenberg, WT Ziemba
Journal of Banking & Finance 31 (11), 3291-3310, 2007
1472007
High-performance computing for asset-liability management
J Gondzio, R Kouwenberg
Operations Research 49 (6), 879-891, 2001
1302001
Ambiguity attitudes in a large representative sample
SG Dimmock, R Kouwenberg, PP Wakker
Management Science 62 (5), 1363-1380, 2016
1202016
Loss-aversion and household portfolio choice
SG Dimmock, R Kouwenberg
Journal of Empirical Finance 17 (3), 441-459, 2010
1152010
Childhood roots of financial literacy
A Grohmann, R Kouwenberg, L Menkhoff
Journal of Economic Psychology 51, 114-133, 2015
1002015
Stochastic programming models for asset liability management
R Kouwenberg, SA Zenios
Handbook of asset and liability management, 253-303, 2008
962008
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity
MWM Donders, R Kouwenberg, TCF Vorst
European Financial Management 6 (2), 149-171, 2000
752000
From boom ‘til bust: how loss aversion affects asset prices
A Berkelaar, R Kouwenberg
Journal of Banking & Finance 33 (6), 1005-1013, 2009
602009
Forecasting the US housing market
R Kouwenberg, R Zwinkels
International Journal of Forecasting 30 (3), 415-425, 2014
582014
Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds
R Kouwenberg
Journal of Asset Management 3 (4), 361-382, 2003
582003
Hedging options under transaction costs and stochastic volatility
J Gondzio, R Kouwenberg, T Vorst
Journal of Economic Dynamics and Control 27 (6), 1045-1068, 2003
532003
Endogenous price bubbles in a multi-agent system of the housing market
R Kouwenberg, RCJ Zwinkels
PloS one 10 (6), 2015
50*2015
Linkages between extreme stock market and currency returns
P Cumperayot, T Keijzer, R Kouwenberg
Journal of International Money and Finance 25 (3), 528-550, 2006
482006
Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field
SG Dimmock, R Kouwenberg, OS Mitchell, K Peijnenburg
Journal of Risk and Uncertainty 51 (3), 219-244, 2015
442015
Does voluntary corporate governance code adoption increase firm value in emerging markets? Evidence from Thailand
R Kouwenberg
Evidence from Thailand (November 30, 2006), 2006
392006
The effect of VaR based risk management on asset prices and the volatility smile
A Berkelaar, P Cumperayot, R Kouwenberg
European Financial Management 8 (2), 139-164, 2002
372002
A primal-dual decomposition algorithm for multistage stochastic convex programming
A Berkelaar, JAS Gromicho, R Kouwenberg, S Zhang
Mathematical programming 104 (1), 153-177, 2005
362005
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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