Roy Kouwenberg
Biographic Data
| ID | 6221936 |
|---|---|
| NAME | Roy Kouwenberg |
| GIVEN NAMES | Roy |
| FAMILY NAME | Kouwenberg |
| SIGNATURE | KOUWENBERG R |
| AFFILIATIONS | Asian Institute of Technology |
| ORCID | 0000-0001-9312-4587 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 10 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2004 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 1 |
Cheaper currencies and long‐term growth
In this paper, we test whether weakening the domestic currency can help boost economic growth. To estimate this policy‐relevant but yet complex link, we apply a new mediation analysis to isolate the long‐term growth effects of currency undervaluation induced by active exchange rate management and capital control policies. Using a dataset of 182 countries in the post‐Bretton‐Woods period, we find that changes in undervaluation driven by exchange r…
Childhood roots of financial literacy
Optimal Portfolio Choice under Loss Aversion
This paper analyzes the optimal investment strategy for loss averse investors, assuming a complete market and general Ito processes for the asset prices. The loss-averse investor follows a partial portfolio insurance strategy. When the investor's planning horizon is short (less than 5 years), he or she considerably reduces the initial portfolio weight of stocks compared to an investor with smooth power utility. The empirical section of the paper …
Optimal Portfolio Choice under Loss Aversion
This paper analyzes the optimal investment strategy for loss averse investors, assuming a complete market and general Ito processes for the asset prices. The loss-averse investor follows a partial portfolio insurance strategy. When the investor's planning horizon is short (less than 5 years), he or she considerably reduces the initial portfolio weight of stocks compared to an investor with smooth power utility. The empirical section of the paper …
Childhood roots of financial literacy
Cheaper currencies and long‐term growth
In this paper, we test whether weakening the domestic currency can help boost economic growth. To estimate this policy‐relevant but yet complex link, we apply a new mediation analysis to isolate the long‐term growth effects of currency undervaluation induced by active exchange rate management and capital control policies. Using a dataset of 182 countries in the post‐Bretton‐Woods period, we find that changes in undervaluation driven by exchange r…
Economics (2 works) · Affect (linguistics (1 work) · Asset (computer security) (1 work) · Business (1 work) · Capital asset pricing model (1 work) · Capital control (1 work) · Capital flows (1 work) · Currency (1 work) · Developmental psychology (1 work) · Econometrics (1 work)