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Roy Kouwenberg

Personal Details

First Name:Roy
Middle Name:
Last Name:Kouwenberg
Suffix:
RePEc Short-ID:pko16
[This author has chosen not to make the email address public]
https://www.cm.mahidol.ac.th/web/faculty-and-research/faculty/full-time/roy-kouwenberg
Terminal Degree:2000 Tinbergen Instituut (from RePEc Genealogy)

Affiliation

(90%) College of Management
Mahidol University

Bangkok, Thailand
https://www.cm.mahidol.ac.th/web/
RePEc:edi:cmmahth (more details at EDIRC)

(10%) Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.few.eur.nl/few/
RePEc:edi:feeurnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Peijnenburg, Kim & Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S, 2019. "Ambiguity Attitudes about Investments: Evidence from the Field," CEPR Discussion Papers 13518, C.E.P.R. Discussion Papers.
  2. Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S, 2018. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers 13109, C.E.P.R. Discussion Papers.
  3. Phornchanok Cumperayot Kouwenberg & Roy Kouwenberg, 2016. "Currency Wars: Who Gains from the Battle?," PIER Discussion Papers 18, Puey Ungphakorn Institute for Economic Research.
  4. Antonia Grohmann & Olaf Hübler & Roy Kouwenberg & Lukas Menkhoff, 2016. "Financial Literacy: Thai Middle Class Women Do Not Lag behind," Discussion Papers of DIW Berlin 1615, DIW Berlin, German Institute for Economic Research.
  5. Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff, 2015. "Childhood Roots of Financial Literacy," Discussion Papers of DIW Berlin 1504, DIW Berlin, German Institute for Economic Research.
  6. Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014. "Roots of Financial Literacy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100550, Verein für Socialpolitik / German Economic Association.
  7. Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014. "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers 1943, Kiel Institute for the World Economy (IfW Kiel).
  8. Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014. "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers 1943, Kiel Institute for the World Economy (IfW Kiel).
  9. Menkhoff, Lukas & Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy, 2014. "Financial literacy and financial behavior: Do women lag behind?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100415, Verein für Socialpolitik / German Economic Association.
  10. Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2013. "Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence," NBER Working Papers 18743, National Bureau of Economic Research, Inc.
  11. Kouwenberg, Roy & Salomons, Roelof, 2003. "Value investing in emerging markets : local macroeconomic risk and extrapolation," Research Report 03E22, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  12. Berkelaar, A.B. & Kouwenberg, R.R.P., 2003. "Retirement saving with contribution payments and labor income as a benchmark for investments," Econometric Institute Research Papers EI 9946/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Berkelaar, A.B. & Kouwenberg, R.R.P., 2003. "Investing in a real world with mean-reverting inflation," Econometric Institute Research Papers EI 9960/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Berkelaar, A.B. & Kouwenberg, R.R.P., 2000. "Optimal portfolio choice under loss aversion," Econometric Institute Research Papers EI 2000-08/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Berkelaar, A.B. & Kouwenberg, R.R.P., 2000. "From boom til bust: how loss aversion affects asset prices," Econometric Institute Research Papers EI 2000-21/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Berkelaar, A.B. & Kouwenberg, R.R.P., 2000. "Dynamic asset allocation and downside-risk aversion," Econometric Institute Research Papers EI 2000-12/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Roy Kouwenberg & Jacek Gondzio & Ton Vorst, 1999. "Hedging Options under Transaction Costs and Stochastic Volatility," Computing in Economics and Finance 1999 911, Society for Computational Economics.

Articles

  1. Roy Kouwenberg & Chenglong Zheng, 2023. "A Review of the Global Climate Finance Literature," Sustainability, MDPI, vol. 15(2), pages 1-32, January.
  2. Atcha Kamolsareeratana & Roy Kouwenberg, 2023. "Compulsive Gambling in the Stock Market: Evidence from an Emerging Market," Economies, MDPI, vol. 11(1), pages 1-25, January.
  3. Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy & Menkhoff, Lukas, 2021. "Financial literacy: Thai middle-class women do not lag behind," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
  4. Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg, 2021. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4524-4563.
  5. Phornchanok Cumperayot & Roy Kouwenberg, 2021. "Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls," The World Economy, Wiley Blackwell, vol. 44(9), pages 2738-2757, September.
  6. Phornchanok Cumperayot & Roy Kouwenberg, 2021. "The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates," International Economics, CEPII research center, issue 166, pages 167-176.
  7. Cox, Ruben & Kamolsareeratana, Atcha & Kouwenberg, Roy, 2020. "Compulsive gambling in the financial markets: Evidence from two investor surveys," Journal of Banking & Finance, Elsevier, vol. 111(C).
  8. Chenglong Zheng & Roy Kouwenberg, 2019. "A Bibliometric Review of Global Research on Corporate Governance and Board Attributes," Sustainability, MDPI, vol. 11(12), pages 1-25, June.
  9. Roy Kouwenberg, 2018. "Strategic asset allocation for insurers under Solvency II," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 447-459, December.
  10. Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J., 2017. "Model Uncertainty and Exchange Rate Forecasting," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(1), pages 341-363, February.
  11. Roy Kouwenberg & Pipat Thontirawong, 2016. "Group affiliation and earnings management of Asian IPO issuers," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 897-917, November.
  12. Stephen G. Dimmock & Roy Kouwenberg & Peter P. Wakker, 2016. "Ambiguity Attitudes in a Large Representative Sample," Management Science, INFORMS, vol. 62(5), pages 1363-1380, May.
  13. Dimmock, Stephen G. & Kouwenberg, Roy & Mitchell, Olivia S. & Peijnenburg, Kim, 2016. "Ambiguity aversion and household portfolio choice puzzles: Empirical evidence," Journal of Financial Economics, Elsevier, vol. 119(3), pages 559-577.
  14. Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2015. "Childhood roots of financial literacy," Journal of Economic Psychology, Elsevier, vol. 51(C), pages 114-133.
  15. Roy Kouwenberg & Remco C J Zwinkels, 2015. "Endogenous Price Bubbles in a Multi-Agent System of the Housing Market," PLOS ONE, Public Library of Science, vol. 10(6), pages 1-10, June.
  16. Stephen Dimmock & Roy Kouwenberg & Olivia Mitchell & Kim Peijnenburg, 2015. "Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field," Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 219-244, December.
  17. Roy Kouwenberg & Roelof Salomons & Pipat Thontirawong, 2014. "Corporate governance and stock returns in Asia," Quantitative Finance, Taylor & Francis Journals, vol. 14(6), pages 965-976, June.
  18. Kouwenberg, Roy & Zwinkels, Remco, 2014. "Forecasting the US housing market," International Journal of Forecasting, Elsevier, vol. 30(3), pages 415-425.
  19. Cumperayot, Phornchanok & Kouwenberg, Roy, 2013. "Early warning systems for currency crises: A multivariate extreme value approach," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 151-171.
  20. Kouwenberg, Roy & Phunnarungsi, Visit, 2013. "Corporate governance, violations and market reactions," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 881-898.
  21. Arjan Berkelaar & Roy Kouwenberg, 2010. "A liability-relative drawdown approach to pension asset liability management," Journal of Asset Management, Palgrave Macmillan, vol. 11(2), pages 194-217, June.
  22. Dimmock, Stephen G. & Kouwenberg, Roy, 2010. "Loss-aversion and household portfolio choice," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 441-459, June.
  23. Nasha Ananchotikul & Roy Kouwenberg & Visit Phunnarungsi, 2010. "Do Firms Decouple Corporate Governance Policy and Practice?," European Financial Management, European Financial Management Association, vol. 16(5), pages 712-737, November.
  24. Berkelaar, Arjan & Kouwenberg, Roy, 2009. "From boom 'til bust: How loss aversion affects asset prices," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1005-1013, June.
  25. Kouwenberg, Roy & Ziemba, William T., 2007. "Incentives and risk taking in hedge funds," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3291-3310, November.
  26. Cumperayot, Phornchanok & Keijzer, Tjeert & Kouwenberg, Roy, 2006. "Linkages between extreme stock market and currency returns," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 528-550, April.
  27. Arjan B. Berkelaar & Roy Kouwenberg & Thierry Post, 2004. "Optimal Portfolio Choice under Loss Aversion," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 973-987, November.
  28. Berkelaar, Arjan & Kouwenberg, Roy, 2003. "Retirement saving with contribution payments and labor income as a benchmark for investments," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1069-1097, April.
  29. Roy Kouwenberg, 2003. "Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds," Journal of Asset Management, Palgrave Macmillan, vol. 3(4), pages 361-382, March.
  30. Gondzio, Jacek & Kouwenberg, Roy & Vorst, Ton, 2003. "Hedging options under transaction costs and stochastic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1045-1068, April.
  31. Arjan Berkelaar & Phornchanok Cumperayot & Roy Kouwenberg, 2002. "The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile," European Financial Management, European Financial Management Association, vol. 8(2), pages 139-164, June.
  32. Kouwenberg, Roy, 2001. "Scenario generation and stochastic programming models for asset liability management," European Journal of Operational Research, Elsevier, vol. 134(2), pages 279-292, October.
  33. Jacek Gondzio & Roy Kouwenberg, 2001. "High-Performance Computing for Asset-Liability Management," Operations Research, INFORMS, vol. 49(6), pages 879-891, December.
  34. Monique, W.M. Donders & Roy Kouwenberg & Ton, C. F. Vorst, 2000. "Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity," European Financial Management, European Financial Management Association, vol. 6(2), pages 149-171, June.

Chapters

  1. Arjan Berkelaar & Roy Kouwenberg, 2011. "A Liability-Relative Drawdown Approach to Pension Asset Liability Management," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 14, pages 352-382, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models and Prospect Theory (3) 2013-02-03 2018-09-24 2019-02-25
  2. NEP-EDU: Education (2) 2015-02-16 2016-10-30
  3. NEP-HME: Heterodox Microeconomics (2) 2015-02-16 2016-10-30
  4. NEP-SEA: South East Asia (2) 2015-02-16 2016-10-30
  5. NEP-DEM: Demographic Economics (1) 2016-10-30
  6. NEP-EVO: Evolutionary Economics (1) 2013-02-03
  7. NEP-GEN: Gender (1) 2016-10-30
  8. NEP-MFD: Microfinance (1) 2014-08-20

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