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Kouwenberg, Roy
15
Berkelaar, Arjan
5
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3
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Berkelaar, Arjan B.
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1
The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile
Berkelaar, Arjan
;
Cumperayot, Phornchanok
;
Kouwenberg, Roy
- In:
European financial management : the journal of the …
8
(
2002
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10005942133
Saved in:
2
Options and Earnings Announcements: An Empirical Study of Volatility, Trading Volume, Open Interest and Liquidity
Donders, Monique W.M.
;
Kouwenberg, Roy
;
Vorst, Ton C.F.
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10005955584
Saved in:
3
Scenario generation and stochastic programming models for asset liability management
Kouwenberg, Roy
- In:
European journal of operational research : EJOR
134
(
2001
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10006658265
Saved in:
4
Do Firms Decouple Corporate Governance Policy and Practice?
Ananchotikul, Nasha
;
Kouwenberg, Roy
;
Phunnarungsi, Visit
- In:
European financial management : the journal of the …
16
(
2010
)
5
,
pp. 712-738
Persistent link: https://www.econbiz.de/10008715458
Saved in:
5
From boom ‘til bust: How loss aversion affects asset prices
Berkelaar, Arjan
;
Kouwenberg, Roy
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1005-1013
Persistent link: https://www.econbiz.de/10008235113
Saved in:
6
Incentives and risk taking in hedge funds
Kouwenberg, Roy
;
Ziemba, William T.
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3291-3310
Persistent link: https://www.econbiz.de/10007869925
Saved in:
7
Optimal Portfolio Choice Under Loss Aversion
Berkelaar, Arjan B.
;
Kouwenberg, Roy
;
Post, Thierry
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 973-987
Persistent link: https://www.econbiz.de/10006365207
Saved in:
8
Linkages between extreme stock market and currency returns
Cumperayot, Phornchanok
;
Keijzer, Tjeert
;
Kouwenberg, Roy
- In:
Journal of international money and finance
25
(
2006
)
3
,
pp. 528
Persistent link: https://www.econbiz.de/10007264575
Saved in:
9
Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan
;
Kouwenberg, Roy
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1069-1098
Persistent link: https://www.econbiz.de/10006764033
Saved in:
10
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1045-1068
Persistent link: https://www.econbiz.de/10006764034
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