Profile
My research focuses on Asset Pricing, Derivative Markets, Behavioral Finance and Macro-Finance. For more information regarding my research and for an overview of my working papers, please visit my website: https://sites.google.com/view/jorenkoeter/
Publications
Preprint (4)
Academic (4)
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Emery, L., & Koëter, J. (2023). The Size Premium in a Granular Economy. https://doi.org/10.2139/ssrn.4597933
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Koeter, J. (2021). Variance Discount Rates: What Drives Preferences Regarding Variance Risk? https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3728730
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Driessen, J., Ebert, S., & Koeter, J. (2020). Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3711478
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Driessen, J., Koeter, J., & Wilms, O. (2019). Horizon Effects in the Pricing Kernel: How Investors Price Short-term versus Long-term Risks. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3462415
