Main publications
1. Household Portfolio Underdiversification and Probability Weighting: Empirical Evidence, Review of Financial Studies, 2021, with Steve Dimmock, Roy Kouwenberg, and Olivia Mitchell. Download paper. Download presentation. Download online appendix.
2. Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families, Journal of Financial Economics, 2020, with Alexander Eisele, Tamara Nefedova, and Gianpaolo Parise. Download paper. Online appendix.
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3. Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel,
Review of Financial Studies, 2019, with Gianpaolo Parise. Download Paper. Online appendix.
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4. Life-Cycle Asset Allocation with Ambiguity Aversion and Learning, Journal of Financial and Quantitative Economics, 2018. Download paper
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5. Health Cost Risk: A Potential Solution to the Annuity Puzzle, The Economic Journal, 2017, with Theo Nijman and Bas Werker. Download paper
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6. Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence, Journal of Financial Economics, 2016, with Steve Dimmock, Roy Kouwenberg, and Olivia Mitchell. Top 25 most cited articles in JFE since 2016 onwards. Download paper. Online Appendix.
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Other publications
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7. Ambiguity Attitudes for Real-World Sources: Field Evidence from a Large Sample of Investors. forthcoming Experimental Economics, 2024, with Kanin Anantanasuwong, Roy Kouwenberg, and Olivia Mitchell. Download paper.
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8. How Much Do Means Tested Benefits Reduce the Demand for Annuities? Journal of Pension Economics and Finance, 2017, with Monika Butler and Stefan Staubli. Download paper.
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10. Estimating Ambiguity Preferences and Perceptions in Multiple Prior Models: Evidence from the Field. Journal of Risk and Uncertainty, 2015, with Steve Dimmock, Roy Kouwenberg, and Olivia Mitchell. Download paper.
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