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A stochastic programming model for asset liability management for pension funds
Kouwenberg, Roy - 1998
Persistent link: https://www.econbiz.de/10000988088
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Dynamic portfolio insurance : a stochastic programming approach
Kouwenberg, Roy - 1998
Persistent link: https://www.econbiz.de/10000988120
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Strategic asset allocation for insurers under Solvency II
Kouwenberg, Roy - In: The journal of asset management 19 (2018) 7, pp. 447-459
Persistent link: https://www.econbiz.de/10011958122
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Stochastic programming models for asset liability management
Kouwenberg, Roy; Zenios, Stauros Andrea - 2006
Persistent link: https://www.econbiz.de/10003356692
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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/10003577372
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Loss-aversion and household portfolio choice
Dimmock, Stephen G.; Kouwenberg, Roy - In: Journal of empirical finance 17 (2010) 3, pp. 441-459
Persistent link: https://www.econbiz.de/10009267289
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Ambiguity attitudes in a large representative sample
Dimmock, Stephen G.; Kouwenberg, Roy; Wakker, Peter P. - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1363-1380
Persistent link: https://www.econbiz.de/10011487488
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Advanced risk budgeting techniques
Berkelaar, Arjan B.; Kobor, Adam; Kouwenberg, Roy - In: Risk management : a modern perspective, (pp. 89-111). 2006
Persistent link: https://www.econbiz.de/10003271313
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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/10002536263
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Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.; Kouwenberg, Roy - 2000
Persistent link: https://www.econbiz.de/10001504924