Biography
Roy Kouwenberg is a visiting researcher at the Department of Business Economics, at the Erasmus School of Economics (ESE). He is Associate Professor and Chair of the Ph.D. Program at Mahidol University in Bangkok.
His research focuses on portfolio choice in a behavioural framework, especially the impact of loss aversion and ambiguity aversion on stock market participation. He collaborates in this area with Peter Wakker (Erasmus, ESE), Steve Dimmock (Nanyang Technological University, Singapore), Kim Peijnenburg (Bocconi, Milan), Oliva Mitchell (Wharton School, U of Pennsylvania), Xuedong He (Columbia University), Xunyu Zhou (Oxford University) and Remco Zwinkels (VU University, Amsterdam).
Roy's work has been published in the Journal of Financial Economics, Management Science, the Journal of Financial and Quantitative Analysis and the Review of Economics & Statistics, among others.
Roy has work experience as a quantitative analyst at AEGON Asset Management and has done extensive research on risk management for financial institutions. He is a CFA charterholder (Chartered Financial Analyst). Roy received his Ph.D. from ÃÀÅ®¸£ÀûµçÓ°ÔºÎçÒ¹ in 2000.
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Work
- Phornchanok Cumperayot, Vishal Gulati & Roy Kouwenberg (2026) - - Journal of Economic Surveys, 40 (3), 1593-1614 - doi: -
- Phornchanok Cumperayot & Roy Kouwenberg (2021) - - International Economics, 166, 167-176 - doi: -
- Phornchanok Cumperayot & Roy Kouwenberg (2020) - - World Economy, 44 (9), 2738 - doi: -
- Ruben Cox, Atcha Kamolsareeratana & Roy Kouwenberg (2020) - - Journal of Banking and Finance, 111 - doi: -
- Roy Kouwenberg (2018) - - Journal of Asset Management, 19 (7), 447-459 - doi: -
- A Kamolsareeratana, Roy Kouwenberg & Ruben Cox (2018) - -
- Roy Kouwenberg, Agnieszka Markiewicz, R Verhoeks & Remco Zwinkels (2017) - - Journal of Financial and Quantitative Analysis, 52 (1), 341-363 - doi: -
- Xue Dong He, Roy Kouwenberg & Xun Yu Zhou (2017) - - SIAM Journal on Financial Mathematics, 8 (1), 214-239 - doi: -
- Stephen G Dimmock, Roy Kouwenberg & Peter Wakker (2016) - - Management Science, 62 (5), iv-vii, 1225-1531 - doi:
- SG Dimmock, Roy Kouwenberg, OS Mitchell & K Peijnenburg (2016) - - Journal of Financial Economics, 119 (3), 559-577 - doi: -
