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Publications by Kim Peijnenburg

Life-Cycle Asset Allocation With Ambiguity Aversion and Learning

Journal of Financial and Quantitative Analysis

English

Estimating Ambiguity Preferences and Perceptions in Multiple Prior Models: Evidence From the Field

Journal of Risk and Uncertainty

English

Related publications

Learning, Ambiguity and Life-Cycle Portfolio Allocation

Review of Economic Dynamics

English

Life-Cycle Asset Accumulation and Allocation in Canada

English

Generalized Disappointment Aversion, Learning, and Asset Prices

SSRN Electronic Journal

English

Using Hedge Funds to Enhance Asset Allocation in Life Cycle Pension Funds

Pensions: An International Journal

English

Ambiguity Aversion and Variance Premium

English

Ambiguity Aversion and Variance Premium

SSRN Electronic Journal

English

Ambiguity and Asset Markets

Annual Review of Financial Economics

English

Are Ambiguity Aversion and Ambiguity Intolerance Identical? A Neuroeconomics Investigation

Frontiers in Psychology

English

Asset Pricing With Horizon-Dependent Risk Aversion

SSRN Electronic Journal

English