Assistant Professor
Department of Finance

Personal page

Courses a.y. 2016/2017

40217 FINANCE 4

Biographical note

I am an Assistant Professor in Finance at Bocconi University in Italy, and I hold a Ph.D. in Finance from Tilburg University in The Netherlands. My research focusses on optimal savings an investment decisions over the life cycle. Furhtermore, I conduct surveys where I explore the determinants of household decision making.

Academic CV

HEC Paris, Associate Professor in Finance, September 2016 - 

Bocconi University, Assistant Professor in Finance, September 2011 - August 2016

The University of Melbourne, visiting scholar, February - March 2013

The Wharton School of the University of Pennsylvania, visiting scholar, 2012

Research areas

Primary field: household finance.
Secondary fields: public economics, pension economics, and behavioral finance.

Selected publications

Peijnenburg, K. (2016) Life-Cycle Asset Allocation with Ambiguity Aversion and Learning, forthcoming Journal of Financial and Quantitative Analysis.

Dimmock, S., R. Kouwenberg, O. Mitchell, and K. Peijnenburg (2016) Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence. Journal of Financial Economics, 119(3), 559-577.

Peijnenburg, K., T. Nijman, and B. Werker (2016) Health Cost Risk: A Potential Solution to the Annuity Puzzle. forthcoming The Economic Journal.

Dimmock, S., R. Kouwenberg, O. Mitchell, and K. Peijnenburg (2015) Estimating Ambiguity Preferences and Perceptions in Multiple Prior Models: Evidence from the Field. Journal of Risk and Uncertainty, 51, 219-244.

Peijnenburg, K., T. Nijman, and B. Werker (2016) The Annuity Puzzle Remains a Puzzle. Journal of Economic Dynamics and Control. 70, 18-35.