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Kim Peijnenburg

Personal Details

First Name:Kim
Middle Name:
Last Name:Peijnenburg
Suffix:
RePEc Short-ID:ppe917
[This author has chosen not to make the email address public]
http://www.kimpeijnenburg.com

Affiliation

(50%) Département Comptabilité, Droit, Finance et Économie
Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France
http://professoral.edhec.com/professeurs-chercheurs/comptabilite-droit-finance-et-economie/professeurs-et-chercheurs-comptabilite-droit-finance-et-economie--78892.kjsp

:


RePEc:edi:deedhfr (more details at EDIRC)

(50%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/

: +44 (0)20 7183 8801
+44 (0)20 7183 8820
3rd Floor, 77 Bastwick Street, London EC1V 3PZ
RePEc:edi:cebruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S & Peijnenburg, Kim, 2019. "Ambiguity Attitudes about Investments: Evidence from the Field," CEPR Discussion Papers 13518, C.E.P.R. Discussion Papers.
  2. Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2018. "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Post-Print hal-02279289, HAL.
  3. Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S & Peijnenburg, Kim, 2018. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers 13109, C.E.P.R. Discussion Papers.
  4. Peijnenburg, J.M.J. & Nijman, Theo & Werker, Bas, 2017. "Health cost risk : A potential solution to the annuity puzzle," Other publications TiSEM 257e76c9-54bb-4103-bd26-9, Tilburg University, School of Economics and Management.
  5. Parise, Gianpaolo & Peijnenburg, Kim, 2017. "Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities," CEPR Discussion Papers 11900, C.E.P.R. Discussion Papers.
  6. Peijnenburg, Kim & Parise, Gianpaolo, 2017. "Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel," HEC Research Papers Series 1193, HEC Paris, revised 07 Aug 2017.
  7. Peijnenburg, Kim & Nijman, Theo & Werker, Bas J. M., 2016. "The annuity puzzle remains a puzzle," Other publications TiSEM 011232cd-6c91-4c59-8bc6-6, Tilburg University, School of Economics and Management.
  8. Kim Peijnenburg, 2014. "Life-Cycle Asset Allocation with Ambiguity Aversion and Learning," 2014 Meeting Papers 967, Society for Economic Dynamics.
  9. Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2013. "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Swiss Finance Institute Research Paper Series 13-19, Swiss Finance Institute.
  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. Peijnenburg, J.M.J., 2011. "Consumption, savings, and investments over the life cycle," Other publications TiSEM 53507526-8619-428d-865f-d, Tilburg University, School of Economics and Management.
  12. Monika Bütler & Kim Peijnenburg & Stefan Staubli, 2011. "How Much Do Means-Tested Benefits Reduce the Demand for Annuities?," CESifo Working Paper Series 3493, CESifo Group Munich.
  13. Bütler, Monika & Peijnenburg, Kim & Staubli, Stefan, 2011. "How Much Do Means-Tested Benefits Reduce the Demand for Annuities?," Economics Working Paper Series 1124, University of St. Gallen, School of Economics and Political Science.
  14. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand," Discussion Paper 2010-14, Tilburg University, Center for Economic Research.
  15. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Discussion Paper 2010-11, Tilburg University, Center for Economic Research.

Articles

  1. Gianpaolo Parise & Kim Peijnenburg, 2019. "Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel," Review of Financial Studies, Society for Financial Studies, vol. 32(10), pages 3884-3919.
  2. Peijnenburg, Kim, 2018. "Life-Cycle Asset Allocation with Ambiguity Aversion and Learning," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(5), pages 1963-1994, October.
  3. Bãœtler, Monika & Peijnenburg, Kim & Staubli, Stefan, 2017. "How much do means-tested benefits reduce the demand for annuities?," Journal of Pension Economics and Finance, Cambridge University Press, vol. 16(4), pages 419-449, October.
  4. Kim Peijnenburg & Theo Nijman & Bas J.M. Werker, 2017. "Health Cost Risk: A Potential Solution To the Annuity Puzzle," Economic Journal, Royal Economic Society, vol. 127(603), pages 1598-1625.
  5. Kim Peijnenburg & Theo Nijman & Bas J.M. Werker, 2017. "Health Cost Risk: A Potential Solution to the Annuity Puzzle," Economic Journal, Royal Economic Society, vol. 127(603), pages 1598-1625, August.
  6. Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M., 2016. "The annuity puzzle remains a puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 18-35.
  7. 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.
  8. 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.
  9. Peijnenburg, Kim, 2011. "Evaluating the Financial Performance of Pension Funds. Richard Hinz, Heinz Rudolph, Pablo Antolin and Juan Yermo, eds. World Bank, 2010, ISBN 978-0-821-38159-5, 352 pages," Journal of Pension Economics and Finance, Cambridge University Press, vol. 10(1), pages 157-159, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Bütler, Monika & Peijnenburg, Kim & Staubli, Stefan, 2011. "How Much Do Means-Tested Benefits Reduce the Demand for Annuities?," Economics Working Paper Series 1124, University of St. Gallen, School of Economics and Political Science.

    Mentioned in:

    1. Barbezug des PK Vermögens? Teil 2
      by Monika Bütler in BATZ.ch on 2014-07-04 18:27:54

Working papers

  1. Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S & Peijnenburg, Kim, 2018. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers 13109, C.E.P.R. Discussion Papers.

    Cited by:

    1. Xue Dong He & Moris S. Strub & Thaleia Zariphopoulou, 2019. "Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion," Papers 1904.01745, arXiv.org.
    2. Thomas Epper & Helga Fehr-Duda, 2012. "The missing link: unifying risk taking and time discounting," ECON - Working Papers 096, Department of Economics - University of Zurich, revised Oct 2018.
    3. Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S & Peijnenburg, Kim, 2019. "Ambiguity Attitudes about Investments: Evidence from the Field," CEPR Discussion Papers 13518, C.E.P.R. Discussion Papers.

  2. Peijnenburg, J.M.J. & Nijman, Theo & Werker, Bas, 2017. "Health cost risk : A potential solution to the annuity puzzle," Other publications TiSEM 257e76c9-54bb-4103-bd26-9, Tilburg University, School of Economics and Management.

    Cited by:

    1. Wouterse, B.; & Hussem, A.; & Wong, A.;, 2018. "The effect of co-payments in Long Term Care on the distribution of payments,consumption, and risk," Health, Econometrics and Data Group (HEDG) Working Papers 18/24, HEDG, c/o Department of Economics, University of York.
    2. Kieren, Pascal & Weber, Martin, 2019. "When saving is not enough: The wealth decumulation decision in retirement," CFS Working Paper Series 634, Center for Financial Studies (CFS).
    3. Mariacristina De Nardi & Eric French & John Bailey Jones, 2016. "Savings After Retirement: A Survey," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 177-204, October.
    4. Brown, Jeffrey R. & Kapteyn, Arie & Luttmer, Erzo F.P. & Mitchell, Olivia S. & Samek, Anya, 2019. "Behavioral Impediments to Valuing Annuities: Complexity and Choice Bracketing," IZA Discussion Papers 12263, Institute of Labor Economics (IZA).
    5. Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2018. "Putting the pension back in 401(k) retirement plans: Optimal versus default longevity income annuities," CFS Working Paper Series 607, Center for Financial Studies (CFS).
    6. Jeffrey R. Brown & Arie Kapteyn & Erzo F.P. Luttmer & Olivia S. Mitchell & Anya Samek, 2017. "Behavioral Impediments to Valuing Annuities: Evidence on the Effects of Complexity and Choice Bracketing," NBER Working Papers 24101, National Bureau of Economic Research, Inc.

  3. Parise, Gianpaolo & Peijnenburg, Kim, 2017. "Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities," CEPR Discussion Papers 11900, C.E.P.R. Discussion Papers.

    Cited by:

    1. OKUBO Toshihiro & Alexander F. WAGNER & YAMADA Kazuo, 2017. "Does Foreign Ownership Explain Company Export and Innovation Decisions? Evidence from Japan," Discussion papers 17099, Research Institute of Economy, Trade and Industry (RIETI).

  4. Peijnenburg, Kim & Nijman, Theo & Werker, Bas J. M., 2016. "The annuity puzzle remains a puzzle," Other publications TiSEM 011232cd-6c91-4c59-8bc6-6, Tilburg University, School of Economics and Management.

    Cited by:

    1. Hippolyte d’Albis & Johanna Etner, 2013. "Illiquid Life Annuities," EconomiX Working Papers 2013-30, University of Paris Nanterre, EconomiX.
    2. D'Albis, Hippolyte & Thibault, Emmanuel, 2012. "Ambiguous Life Expectancy and the Demand for Annuities," IDEI Working Papers 731, Institut d'Économie Industrielle (IDEI), Toulouse.
    3. Monika Bütler & Kim Peijnenburg & Stefan Staubli, 2013. "How Much Do Means-Tested Benefits Reduce the Demand for Annuities?," NRN working papers 2013-11, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
    4. Agnieszka Konicz & David Pisinger & Alex Weissensteiner, 2015. "Optimal annuity portfolio under inflation risk," Computational Management Science, Springer, vol. 12(3), pages 461-488, July.
    5. Monika Bütler & Kim Peijnenburg & Stefan Staubli, 2011. "How Much Do Means-Tested Benefits Reduce the Demand for Annuities?," CESifo Working Paper Series 3493, CESifo Group Munich.
    6. Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2018. "Putting the pension back in 401(k) retirement plans: Optimal versus default longevity income annuities," CFS Working Paper Series 607, Center for Financial Studies (CFS).

  5. Kim Peijnenburg, 2014. "Life-Cycle Asset Allocation with Ambiguity Aversion and Learning," 2014 Meeting Papers 967, Society for Economic Dynamics.

    Cited by:

    1. Li, Wenhui & Wilde, Christian, 2019. "Belief formation and belief updating under ambiguity: Evidence from experiments," SAFE Working Paper Series 251, Leibniz Institute for Financial Research SAFE.
    2. D'Albis, Hippolyte & Thibault, Emmanuel, 2012. "Ambiguous Life Expectancy and the Demand for Annuities," IDEI Working Papers 731, Institut d'Économie Industrielle (IDEI), Toulouse.
    3. Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S & Peijnenburg, Kim, 2019. "Ambiguity Attitudes about Investments: Evidence from the Field," CEPR Discussion Papers 13518, C.E.P.R. Discussion Papers.
    4. Horváth, Ferenc, 2017. "Essays on robust asset pricing," Other publications TiSEM e54d7b33-1f27-4b0e-9f84-f, Tilburg University, School of Economics and Management.
    5. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
    6. Alpaslan Akay & Peter Martinsson & Haileselassie Medhin & Stefan Trautmann, 2012. "Attitudes toward uncertainty among the poor: an experiment in rural Ethiopia," Theory and Decision, Springer, vol. 73(3), pages 453-464, September.
    7. Hussinger, Katrin & Pacher, Sebastian, 2019. "Information ambiguity, patents and the market value of innovative assets," Research Policy, Elsevier, vol. 48(3), pages 665-675.

  6. Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2013. "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Swiss Finance Institute Research Paper Series 13-19, Swiss Finance Institute.

    Cited by:

    1. Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018. "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 143-167.
    2. Goncalves-Pinto, Luis & Sotes-Paladino, Juan & Xu, Jing, 2018. "The invisible hand of internal markets in mutual fund families," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 105-124.
    3. Tamara Nefedova & Giuseppe Pratobevera, 2018. "Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?," Post-Print hal-02108887, HAL.

  7. 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.

    Cited by:

    1. Michael Haliassos & Hector F. CALVO PARDO & Chryssi Giannitsarou & Luc Arrondel, 2016. "Informative Social Interactions," 2016 Meeting Papers 636, Society for Economic Dynamics.
    2. Jim Engle-Warnick & Diego Pulido & Marine de Montaignac, 2016. "Trust, ambiguity, and financial decision-making," CIRANO Working Papers 2016s-44, CIRANO.
    3. Dicks, David & Fulghieri, Paolo, 2016. "Innovation Waves, Investor Sentiment, and Mergers," CEPR Discussion Papers 11082, C.E.P.R. Discussion Papers.
    4. Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Documents de travail du Centre d'Economie de la Sorbonne 14064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    5. Carpenter, Jeffrey & Hans Matthews, Peter & Robbett, Andrea, 2017. "Compensating differentials in experimental labor markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 69(C), pages 50-60.
    6. Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert, 2015. "Windfall Gains and Stock Market Participation," Working Paper Series 1092, Research Institute of Industrial Economics.
    7. André Palma & Mohammed Abdellaoui & Giuseppe Attanasi & Moshe Ben-Akiva & Ido Erev & Helga Fehr-Duda & Dennis Fok & Craig Fox & Ralph Hertwig & Nathalie Picard & Peter Wakker & Joan Walker & Martin We, 2014. "Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty," Marketing Letters, Springer, vol. 25(3), pages 269-280, September.
    8. Hu, Jinyan & Jiang, Mingming & Zhang, Bo, 2015. "Social Network, Financial Market Participation and Asset Allocation: Evidence from China," RIEI Working Papers 2015-06, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
    9. Cecilia Boggio & Elsa Fornero & Henriette Prast & Jose Sanders, 2014. "Seven Ways to Knit Your Portfolio: Is Investor Communication Neutral?," CeRP Working Papers 140, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    10. Antoniou, Constantinos & Harris, Richard D.F. & Zhang, Ruogu, 2015. "Ambiguity aversion and stock market participation: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 57-70.
    11. 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.
    12. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
    13. Dicks, David & Fulghieri, Paolo, 2015. "Ambiguity, Disagreement, and Allocation of Control in Firms," CEPR Discussion Papers 10400, C.E.P.R. Discussion Papers.
    14. Zhong Chu & Zhengwei Wang & Jing Jian Xiao & Weiqiang Zhang, 2017. "Financial Literacy, Portfolio Choice and Financial Well-Being," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 132(2), pages 799-820, June.
    15. Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Post-Print halshs-01109639, HAL.
    16. Hussinger, Katrin & Pacher, Sebastian, 2019. "Information ambiguity, patents and the market value of innovative assets," Research Policy, Elsevier, vol. 48(3), pages 665-675.

  8. Monika Bütler & Kim Peijnenburg & Stefan Staubli, 2011. "How Much Do Means-Tested Benefits Reduce the Demand for Annuities?," CESifo Working Paper Series 3493, CESifo Group Munich.

    Cited by:

    1. Johannes Hagen, 2015. "The determinants of annuitization: evidence from Sweden," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(4), pages 549-578, August.
    2. Beshears, John Leonard & Choi, James J. & Laibson, David I. & Madrian, Brigitte & Zeldes, Stephen P., 2014. "What Makes Annuitization More Appealing?," Scholarly Articles 13382511, Harvard University Department of Economics.
    3. Fedor Iskhakov & Susan Thorp & Hazel Bateman, 2015. "Optimal Annuity Purchases for Australian Retirees," The Economic Record, The Economic Society of Australia, vol. 91(293), pages 139-154, June.
    4. Foellmi, Reto & Martinez, Isabel Z., 2016. "Volatile Top Income Shares in Switzerland? Reassessing the Evolution Between 1981 and 2010," Economics Working Paper Series 1612, University of St. Gallen, School of Economics and Political Science.
    5. Gasche, Martin & Lamla, Bettina, 2012. "Erwartete Altersarmut in Deutschland: Pessimismus und Fehleinschätzungen – Ergebnisse aus der SAVE-Studie," MEA discussion paper series 201213, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    6. Börsch-Supan, Axel & Härtl, Klaus & Leite, Duarte N., 2018. "Earnings test, non-actuarial adjustments and flexible retirement," Economics Letters, Elsevier, vol. 173(C), pages 78-83.
    7. Hagen, Johannes & Hallberg, Daniel & Sjögren Lindquist, Gabriella, 2018. "A nudge to quit? The effect of a change in pension information on annuitization, labor supply and retirement choices among older workers," GLO Discussion Paper Series 209, Global Labor Organization (GLO).

  9. Bütler, Monika & Peijnenburg, Kim & Staubli, Stefan, 2011. "How Much Do Means-Tested Benefits Reduce the Demand for Annuities?," Economics Working Paper Series 1124, University of St. Gallen, School of Economics and Political Science.

    Cited by:

    1. Olivia S. Mitchell, 2018. "Enhancing risk management for an aging world," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(2), pages 115-136, September.
    2. Johannes Hagen, 2015. "The determinants of annuitization: evidence from Sweden," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(4), pages 549-578, August.
    3. Beshears, John Leonard & Choi, James J. & Laibson, David I. & Madrian, Brigitte & Zeldes, Stephen P., 2014. "What Makes Annuitization More Appealing?," Scholarly Articles 13382511, Harvard University Department of Economics.
    4. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Discussion Paper 2010-11, Tilburg University, Center for Economic Research.
    5. Fedor Iskhakov & Susan Thorp & Hazel Bateman, 2015. "Optimal Annuity Purchases for Australian Retirees," The Economic Record, The Economic Society of Australia, vol. 91(293), pages 139-154, June.
    6. Monika Bütler & Stefan Staubli, 2010. "Payouts in Switzerland: Explaining Developments in Annuitization," University of St. Gallen Department of Economics working paper series 2010 2010-06, Department of Economics, University of St. Gallen.
    7. Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M., 2016. "The annuity puzzle remains a puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 18-35.
    8. Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009. "Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement," Research Paper Series 248, Quantitative Finance Research Centre, University of Technology, Sydney.
    9. Gasche, Martin & Lamla, Bettina, 2012. "Erwartete Altersarmut in Deutschland: Pessimismus und Fehleinschätzungen – Ergebnisse aus der SAVE-Studie," MEA discussion paper series 201213, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    10. Börsch-Supan, Axel & Härtl, Klaus & Leite, Duarte N., 2018. "Earnings test, non-actuarial adjustments and flexible retirement," Economics Letters, Elsevier, vol. 173(C), pages 78-83.
    11. Svetlana Pashchenko & Ponpoje Porapakkarm, 2019. "Accounting for Social Security Claiming Behavior," Working Papers 2019-068, Human Capital and Economic Opportunity Working Group.
    12. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand," Discussion Paper 2010-14, Tilburg University, Center for Economic Research.
    13. Siqi Tang & Sachi Purcal & Jinhui Zhang, 2018. "Life Insurance and Annuity Demand under Hyperbolic Discounting," Risks, MDPI, Open Access Journal, vol. 6(2), pages 1-10, April.
    14. Hagen, Johannes & Hallberg, Daniel & Sjögren Lindquist, Gabriella, 2018. "A nudge to quit? The effect of a change in pension information on annuitization, labor supply and retirement choices among older workers," GLO Discussion Paper Series 209, Global Labor Organization (GLO).

  10. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand," Discussion Paper 2010-14, Tilburg University, Center for Economic Research.

    Cited by:

    1. Mariacristina De Nardi & Eric French & John B. Jones, 2010. "Why Do the Elderly Save? The Role of Medical Expenses," Journal of Political Economy, University of Chicago Press, vol. 118(1), pages 39-75, February.
    2. James M. Poterba & Steven F. Venti & David A. Wise, 2011. "The Composition and Draw-down of Wealth in Retirement," NBER Working Papers 17536, National Bureau of Economic Research, Inc.
    3. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Discussion Paper 2010-11, Tilburg University, Center for Economic Research.
    4. Lee Lockwood, 2012. "Bequest Motives and the Annuity Puzzle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 226-243, April.
    5. Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M., 2016. "The annuity puzzle remains a puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 18-35.
    6. Jeffrey R. Brown & Arie Kapteyn & Erzo F.P. Luttmer & Olivia Mitchell, 2012. "Do Consumers Know How to Value Annuities? Complexity as a Barrier to Annuitization," Working Papers WR-924-SSA, RAND Corporation.
    7. Jeffrey R. Brown & Arie Kapteyn & Erzo F.P. Luttmer & Olivia S. Mitchell, 2013. "Cognitive Constraints on Valuing Annuities," NBER Working Papers 19168, National Bureau of Economic Research, Inc.

  11. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Discussion Paper 2010-11, Tilburg University, Center for Economic Research.

    Cited by:

    1. Jeffrey R. Brown & Arie Kapteyn & Erzo F.P. Luttmer & Olivia Mitchell, 2012. "Do Consumers Know How to Value Annuities? Complexity as a Barrier to Annuitization," Working Papers WR-924-SSA, RAND Corporation.
    2. Holzmann, Robert & Ayuso, Mercedes & Alaminos, Estefanía & Bravo, Jorge Miguel, 2019. "Life Cycle Saving and Dissaving Revisited across Three-Tiered Income Groups: Starting Hypotheses, Refinement through Literature Review, and Ideas for Empirical Testing," IZA Discussion Papers 12655, Institute of Labor Economics (IZA).
    3. Horneff, Vanya & Kaschãœtzke, Barbara & Maurer, Raimond & Rogalla, Ralph, 2014. "Welfare implications of product choice regulation during the payout phase of funded pensions," Journal of Pension Economics and Finance, Cambridge University Press, vol. 13(3), pages 272-296, July.
    4. Jeffrey R. Brown & Arie Kapteyn & Erzo F.P. Luttmer & Olivia S. Mitchell, 2013. "Cognitive Constraints on Valuing Annuities," NBER Working Papers 19168, National Bureau of Economic Research, Inc.
    5. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand," Discussion Paper 2010-14, Tilburg University, Center for Economic Research.

Articles

  1. Peijnenburg, Kim, 2018. "Life-Cycle Asset Allocation with Ambiguity Aversion and Learning," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(5), pages 1963-1994, October.
    See citations under working paper version above.
  2. Bãœtler, Monika & Peijnenburg, Kim & Staubli, Stefan, 2017. "How much do means-tested benefits reduce the demand for annuities?," Journal of Pension Economics and Finance, Cambridge University Press, vol. 16(4), pages 419-449, October.
    See citations under working paper version above.
  3. Kim Peijnenburg & Theo Nijman & Bas J.M. Werker, 2017. "Health Cost Risk: A Potential Solution to the Annuity Puzzle," Economic Journal, Royal Economic Society, vol. 127(603), pages 1598-1625, August.
    See citations under working paper version above.
  4. Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M., 2016. "The annuity puzzle remains a puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 18-35.
    See citations under working paper version above.
  5. 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.

    Cited by:

    1. Jim Engle-Warnick & Sonia Laszlo Author Email: sonia.laszlo@mcgill.ca, 2006. "Learning By Doing In An Ambiguous Environment," Departmental Working Papers 2006-29, McGill University, Department of Economics.
    2. Michael Haliassos & Hector F. CALVO PARDO & Chryssi Giannitsarou & Luc Arrondel, 2016. "Informative Social Interactions," 2016 Meeting Papers 636, Society for Economic Dynamics.
    3. Elisa Cavatorta & David Schröder, 2019. "Measuring ambiguity preferences: A new ambiguity preference survey module," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 71-100, February.
    4. Victor Stango & Joanne Yoong & Jonathan Zinman, 2018. "Quicksand or Bedrock for Behavioral Economics? Assessing Foundational Empirical Questions," Working Papers wp378, University of Michigan, Michigan Retirement Research Center.
    5. Kuhnen, Camelia M. & Miu, Andrei C., 2017. "Socioeconomic status and learning from financial information," Journal of Financial Economics, Elsevier, vol. 124(2), pages 349-372.
    6. Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers halshs-01898435, HAL.
    7. Dmitri Vinogradov & Yousef Makhlouf, 2017. "Signaling Probabilities in Ambiguity: on the impact of vague news," Working Papers 2017_12, Business School - Economics, University of Glasgow.
    8. Michelacci, Claudio & Paciello, Luigi, 2017. "Ambiguous Policy Announcements," CEPR Discussion Papers 11754, C.E.P.R. Discussion Papers.
    9. Friberg, Richard & Seiler, Thomas, 2017. "Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 608-631.
    10. Baker, Rachel & Bettinger, Eric & Jacob, Brian & Marinescu, Ioana, 2018. "The Effect of Labor Market Information on Community College Students’ Major Choice," Economics of Education Review, Elsevier, vol. 65(C), pages 18-30.
    11. Prast, Henriette & Sanders, José & Boggio, C., 2017. "Seven ways to knit your portfolio: Is the language of investor communication gender neutral?," Other publications TiSEM b477bb2d-f71c-4b9b-ab9e-b, Tilburg University, School of Economics and Management.
    12. Fairley, Kim & Weitzel, Utz, 2017. "Ambiguity and risk measures in the lab and students’ real-life borrowing behavior," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 67(C), pages 85-98.
    13. Paolo Vitale, 2017. "Ambiguity-aversion in a Single Auction Market," Economics Bulletin, AccessEcon, vol. 37(3), pages 1745-1752.
    14. Raman Uppal & Harjoat Bhamra, 2016. "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," 2016 Meeting Papers 1358, Society for Economic Dynamics.
    15. Mihm, Maximilian, 2016. "Reference dependent ambiguity," Journal of Economic Theory, Elsevier, vol. 163(C), pages 495-524.
    16. Sujoy Mukerji & Han Ozsoylev & Jean-Marc Tallon, 2018. "Trading ambiguity: a tale of two heterogeneities," Working Papers halshs-01935319, HAL.
    17. Evren, Özgür, 2019. "Recursive non-expected utility: Connecting ambiguity attitudes to risk preferences and the level of ambiguity," Games and Economic Behavior, Elsevier, vol. 114(C), pages 285-307.
    18. Brian Hill & Michalski Tomasz, 2014. "Risk Versus Ambiguity and International Security Design," Working Papers halshs-00950551, HAL.
    19. Christian A. Vossler & Dong Yan, 2019. "An Experimental Investigation of Updating under Ambiguity," Working Papers 2019-02, University of Tennessee, Department of Economics.
    20. Izhakian, Yehuda & Yermack, David, 2017. "Risk, ambiguity, and the exercise of employee stock options," Journal of Financial Economics, Elsevier, vol. 124(1), pages 65-85.
    21. Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S & Peijnenburg, Kim, 2019. "Ambiguity Attitudes about Investments: Evidence from the Field," CEPR Discussion Papers 13518, C.E.P.R. Discussion Papers.
    22. Zeng, Yan & Li, Danping & Chen, Zheng & Yang, Zhou, 2018. "Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 70-103.
    23. David Hirshleifer & Chong Huang & Siew Hong Teoh, 2017. "Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion," NBER Working Papers 24143, National Bureau of Economic Research, Inc.
    24. Vitale, Paolo, 2018. "Robust trading for ambiguity-averse insiders," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 113-130.
    25. Antoine Billot & Jean-Marc Tallon & Sujoy Mukerji, 2019. "Market Allocations under Ambiguity: A Survey," PSE Working Papers halshs-02173491, HAL.
    26. Edouard Djeutem & Shaofeng Xu, 2019. "Model Uncertainty and Wealth Distribution," Staff Working Papers 19-48, Bank of Canada.
    27. Aurélien Baillon & Han Bleichrodt & Zhenxing Huang & Rogier Potter van Loon, 2017. "Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population," Journal of Risk and Uncertainty, Springer, vol. 54(3), pages 269-281, June.
    28. Chen Li, 2017. "Are the poor worse at dealing with ambiguity?," Journal of Risk and Uncertainty, Springer, vol. 54(3), pages 239-268, June.
    29. Bassanin, Marzio & Faia, Ester & Patella, Valeria, 2019. "Ambiguity Attitudes, Leverage Cycle and Asset Prices," CEPR Discussion Papers 13875, C.E.P.R. Discussion Papers.
    30. Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S & Peijnenburg, Kim, 2018. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers 13109, C.E.P.R. Discussion Papers.
    31. Harjoat S. Bhamra & Raman Uppal, 2019. "Does Household Finance Matter? Small Financial Errors with Large Social Costs," American Economic Review, American Economic Association, vol. 109(3), pages 1116-1154, March.
    32. Marco Nieddu & Lorenzo Pandolfi, 2018. "Cutting Through the Fog: Financial Literacy and the Subjective Value of Financial Assets," CSEF Working Papers 497, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    33. Gábor-Tóth, Enikő & Georgarakos, Dimitris, 2018. "Economic policy uncertainty and stock market participation," CFS Working Paper Series 590, Center for Financial Studies (CFS).
    34. Salmon, Timothy C. & Shniderman, Adam, 2019. "Ambiguity in criminal punishment," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 361-376.
    35. Jean Paul Rabanal & Aleksei Chernulich & John Horowitz & Olga A. Rud & Manizha Sharifova, 2019. "Market timing under public and private information," Working Papers 151, Peruvian Economic Association.
    36. Barbara Alemanni & Pierpaolo Uberti, 2019. "What Are Investors Afraid of? Finding the Big Bad Wolf," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 7(3), pages 1-12, July.
    37. Brown, James R. & Cookson, J. Anthony & Heimer, Rawley Z., 2019. "Growing up without finance," Journal of Financial Economics, Elsevier, vol. 134(3), pages 591-616.
    38. Ibrahim Filiz & Thomas Nahmer & Markus Spiwoks & Kilian Bizer, 2018. "Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 167-205, May.
    39. Patrick Schmidt, 2019. "Elicitation of ambiguous beliefs with mixing bets," Papers 1902.07447, arXiv.org, revised Oct 2019.
    40. John Ameriks & Gábor Kézdi & Minjoon Lee & Matthew D. Shapiro, 2018. "Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle," NBER Working Papers 25269, National Bureau of Economic Research, Inc.
    41. Victor Stango & Joanne Yoong & Jonathan Zinman, 2017. "The Quest for Parsimony in Behavioral Economics: New Methods and Evidence on Three Fronts," NBER Working Papers 23057, National Bureau of Economic Research, Inc.
    42. Parise, Gianpaolo & Peijnenburg, Kim, 2017. "Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities," CEPR Discussion Papers 11900, C.E.P.R. Discussion Papers.
    43. 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.
    44. Chao Tang, 2017. "Ambiguity and Investment Decisions: An Empirical Analysis on Mutual Fund Investor Behaviour," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(3), pages 38-46, September.

  6. 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.

    Cited by:

    1. Peter, Richard, 2019. "Revisiting precautionary saving under ambiguity," Economics Letters, Elsevier, vol. 174(C), pages 123-127.
    2. Elisa Cavatorta & David Schröder, 2019. "Measuring ambiguity preferences: A new ambiguity preference survey module," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 71-100, February.
    3. Michael J. Weir & Thomas W. Sproul, 2019. "Identifying Drivers of Genetically Modified Seafood Demand: Evidence from a Choice Experiment," Sustainability, MDPI, Open Access Journal, vol. 11(14), pages 1-21, July.
    4. Robin Cubitt & Gijs Kuilen & Sujoy Mukerji, 2018. "The strength of sensitivity to ambiguity," Theory and Decision, Springer, vol. 85(3), pages 275-302, October.
    5. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Boolean Representations of Preferences under Ambiguity," Cowles Foundation Discussion Papers 2180, Cowles Foundation for Research in Economics, Yale University, revised Jul 2019.
    6. Loukas Balafoutas & Matthias Sutter, 2019. "How uncertainty and ambiguity in tournaments affect gender differences in competitive behavior," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2019_09, Max Planck Institute for Research on Collective Goods.
    7. Müller, Julia & Li, Zhihua & Wakker, Peter P. & Wang, Tong V., 2016. "The Rich Domain of Ambiguity Explored," Annual Conference 2016 (Augsburg): Demographic Change 145734, Verein für Socialpolitik / German Economic Association.
    8. Chen Li & Uyanga Turmunkh & Peter P. Wakker, 2019. "Trust as a decision under ambiguity," Experimental Economics, Springer;Economic Science Association, vol. 22(1), pages 51-75, March.
    9. Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S & Peijnenburg, Kim, 2019. "Ambiguity Attitudes about Investments: Evidence from the Field," CEPR Discussion Papers 13518, C.E.P.R. Discussion Papers.
    10. Aurélien Baillon & Han Bleichrodt & Zhenxing Huang & Rogier Potter van Loon, 2017. "Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population," Journal of Risk and Uncertainty, Springer, vol. 54(3), pages 269-281, June.
    11. Chen Li, 2017. "Are the poor worse at dealing with ambiguity?," Journal of Risk and Uncertainty, Springer, vol. 54(3), pages 239-268, June.
    12. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dispersed Behavior and Perceptions in Assortative Societies," Cowles Foundation Discussion Papers 2180, Cowles Foundation for Research in Economics, Yale University.
    13. Balafoutas, Loukas & Sutter, Matthias, 2019. "How uncertainty and ambiguity in tournaments affect gender differences in competitive behavior," European Economic Review, Elsevier, vol. 118(C), pages 1-13.
    14. Balafoutas, Loukas & Sutter, Matthias, 2019. "How Uncertainty and Ambiguity in Tournaments Affect Gender Differences in Competitive Behavior," IZA Discussion Papers 12348, Institute of Labor Economics (IZA).
    15. Zhihua Li & Kirsten I. M. Rohde & Peter P. Wakker, 2017. "Improving one’s choices by putting oneself in others’ shoes – An experimental analysis," Journal of Risk and Uncertainty, Springer, vol. 54(1), pages 1-13, February.
    16. Frick, Mira & Iijima, Ryota & Le Yaouanq, Yves, 2019. "Boolean Representations of Preferences under Ambiguity," Rationality and Competition Discussion Paper Series 173, CRC TRR 190 Rationality and Competition.
    17. Stefan Trautmann & Peter P. Wakker, 2018. "Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications," Journal of Risk and Uncertainty, Springer, vol. 56(1), pages 83-116, February.
    18. 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.

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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 12 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 & Prospect Theory (5) 2013-02-03 2015-02-16 2018-04-02 2018-09-24 2019-02-25. Author is listed
  2. NEP-AGE: Economics of Ageing (4) 2011-06-18 2011-10-22 2013-12-15 2018-04-02
  3. NEP-NEU: Neuroeconomics (3) 2017-04-02 2017-06-04 2018-04-16
  4. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  5. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  6. NEP-DGE: Dynamic General Equilibrium (1) 2015-02-16
  7. NEP-EVO: Evolutionary Economics (1) 2013-02-03
  8. NEP-HEA: Health Economics (1) 2018-04-02
  9. NEP-MST: Market Microstructure (1) 2017-08-27

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