A stochastic programming model for asset liability management for pension funds / Roy KouwenbergDynamic portfolio insurance: a stochastic programming approach / Roy KouwenbergDynamic portfolio insurance: a stochastic programming approach / Roy KouwenbergDynamic asset liability management / Roy Robertus Petrus KouwenbergValue investing in emerging markets : local macroeconomic risk and extrapolation / R. Kouwenberg and R. SalomonsValue investing in emerging markets : local macroeconomic risk and extrapolation / Roy Kouwenberg and Roelof SalomonsDynamic asset liability management / Roy Robertus Petrus Kouwenberg
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Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity / Monique Donders, Roy Kouwenberg and Ton VorstHedging options under transaction costs and stochastic volatility / Jacek Gondzio, Roy Kouwenberg and Ton VorstRetirement saving with contribution payments and labor income as a benchmark for investments / Berkelaar A. & Kouwenberg RInvesting in a real world with mean-reverting inflation / Berkelaar A., & Kouwenberg RFrom boom til bust : how loss aversion affects asset prices / Arjan Berkelaar, Roy KouwenbergDynamic asset allocation and down-side risk aversion / Arjan Berkelaar and Roy KouwenbergRetirement saving with contribution payments and labor income as a benchmark for investments / Arjan Berkelaar and Roy KouwenbergOptimal portfolio choice under loss aversion / Berkelaar A., & Kouwenberg RDynamic asset allocation and downside-risk aversion / Berkelaar A., & Kouwenberg R.From boom til bust : how loss aversion affects asset prices / Berkelaar A., & Kouwenberg RFrom boom 'til bust : How loss aversion affects asset prices / A.B. Berkelaar, Roy KouwenbergRetirement saving with contribution payments and labor income as a benchmark for investments. / A.B. Berkelaar, Roy Kouwenberg