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Roy Kouwenberg, Ph.D., CFA Prof. Specializations: Investment, Asset pricing and international finance Dr. Roy Kouwenberg, CFA, received his doctorate in Finance from Erasmus University Rotterdam in the Netherlands in 2000. After completing his dissertation he worked at the University of British Columbia in Vancouver, Canada, for one year as a postdoctoral fellow. In 2001 he joined AEGON Asset Management in The Hague, the Netherlands, as a quantitative researcher in the equity department. In 2003 Dr. Roy continued his academic career at the Asian Institute of Technology in Bangkok, Thailand. Since July-2006, Dr. Kouwenberg is affiliated with Mahidol University, College of Management, as Chair of the Ph.D. Program. In addition, every year he visits Erasmus University Rotterdam to work on joint research projects.
Dr. Roy’s main area of academic research is in the area of investment, focusing on portfolio choice in a behavioral framework. Further, he has done extensive research on risk management for financial institutions, especially asset-liability management for pension funds and insurance firms. Since moving to Thailand, Dr. Roy has started a third line of research on corporate governance of firms in emerging markets, as this subject is especially relevant for the local market and of great interest to students. Dr. Kouwenberg has published his work in the Review of Economics & Statistics, the Journal of Banking and Finance, the Journal of Empirical Finance and Operations Research, amongst others. He has refereed articles for the Journal of Finance, Review of Financial Studies, Journal and Banking and Finance, and various other journals in the areas of finance and operations research. |
 Phone: 022062000 #2017 Location: MU Building 14th Floor |
Publications
- Cox, R., Kamolsareeratana, A. & Kouwenberg, R. (2020). Compulsive gambling in the financial markets: Evidence from two investor surveys. Journal of Banking and Finance, 111, 105709.[More]
- Zheng, C. & Kouwenberg, R. (2019). A Bibliometric Review of Global Research on Corporate Governance and Board Attributes. Sustainability (Switzerland), 11(12), Article number 3428.[More]
- Kouwenberg, R. (2018). Strategic asset allocation for insurers under Solvency II. Journal of Asset Management, 19(7), 447-459.[More]
- Kouwenberg, R. (2018). Inverse s-shaped probability weighting and its impact on investment. Mathematical Control and Related Fields, 8(3-4), 679-706.[More]
- Kouwenberg, R., Markiewicz, A., Verhoeks, R. & Zwinkels, R. C. (2017). Model Uncertainty and Exchange Rate Forecasting. Journal of Financial and Quantitative Analysis, 52(1), 341-363.[More]