Access Statistics for Roy Kouwenberg

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Dynamic asset allocation and downside-risk aversion	2	11	69	1,259	8	23	146	2,999
From boom til bust	0	0	3	125	2	2	14	645
Hedging Options under Transaction Costs and Stochastic Volatility	0	0	0	0	27	61	199	2,057
Investing in a Real World with Mean-Reverting Inflation	0	0	0	0	2	4	25	259
Investing in a real world with mean-reverting inflation	0	1	11	128	1	5	29	615
Optimal portfolio choice under loss aversion	1	15	58	1,055	12	39	114	2,106
Retirement Saving with Contribution Payments and Labor Income as a Benchmark for Investments	0	0	0	0	2	5	17	270
Retirement saving with contribution payments and labor income as a benchmark for investments	0	2	4	92	2	5	20	507
Value investing in emerging markets: local macroeconomic risk and extrapolation	1	1	13	106	5	10	42	289
Total Working Papers	4	30	158	2,765	61	154	606	9,747

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
From boom [`]til bust: How loss aversion affects asset prices	1	5	23	23	5	22	50	50
Hedging options under transaction costs and stochastic volatility	2	7	27	118	4	9	34	196
Incentives and risk taking in hedge funds	0	1	4	21	2	3	16	60
Linkages between extreme stock market and currency returns	0	1	5	17	2	6	16	57
Optimal Portfolio Choice under Loss Aversion	3	11	39	150	6	23	77	352
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity	3	3	9	9	7	7	17	17
Retirement saving with contribution payments and labor income as a benchmark for investments	0	0	1	6	1	1	9	47
Scenario generation and stochastic programming models for asset liability management	2	7	28	60	3	11	53	111
The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile	1	2	4	4	2	4	9	9
Total Journal Articles	12	37	140	408	32	86	281	899

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2009-11-04