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Roy Kouwenberg

Global rank #8317 90%

Institution: Mahidol University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.cm.mahidol.ac.th/web/faculty-and-research/faculty/full-time/roy-kouwenberg

First Publication: 2003

Most Recent: 2024

RePEc ID: pko16 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 0.00 0.00 2.01
Last 10 Years 0.00 1.51 1.17 0.00 4.19
All Time 0.00 2.18 8.04 0.00 12.40

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 10.27

Publications (14)

Year Article Journal Tier Authors
2024 Ambiguity attitudes for real-world sources: field evidence from a large sample of investors Experimental Economics A 4
2021 Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field The Review of Financial Studies A 4
2020 Compulsive gambling in the financial markets: Evidence from two investor surveys Journal of Banking & Finance B 3
2017 Model Uncertainty and Exchange Rate Forecasting Journal of Financial and Quantitative Analysis B 4
2016 Ambiguity aversion and household portfolio choice puzzles: Empirical evidence Journal of Financial Economics A 4
2015 Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field Journal of Risk and Uncertainty B 4
2014 Forecasting the US housing market International Journal of Forecasting B 2
2013 Early warning systems for currency crises: A multivariate extreme value approach Journal of International Money and Finance B 2
2009 From boom 'til bust: How loss aversion affects asset prices Journal of Banking & Finance B 2
2007 Incentives and risk taking in hedge funds Journal of Banking & Finance B 2
2006 Linkages between extreme stock market and currency returns Journal of International Money and Finance B 3
2004 Optimal Portfolio Choice under Loss Aversion Review of Economics and Statistics A 3
2003 Hedging options under transaction costs and stochastic volatility Journal of Economic Dynamics and Control B 3
2003 Retirement saving with contribution payments and labor income as a benchmark for investments Journal of Economic Dynamics and Control B 2