Peter Bossaerts

Q: What Schools Are Affiliated With Peter Bossaerts

Peter Bossaerts is affiliated with the following schools: University of Antwerp, California Institute of Technology, University of Melbourne, École Polytechnique Fédérale de Lausanne, University of Southern California, Bocconi University, University of California, Los Angeles, University of Zurich, University of Utah, University of Cambridge, University of Pennsylvania

Peter Bossaerts's AcademicInfluence.com Rankings

Peter Bossaerts

Economics

#2435

World Rank

#2782

Historical Rank

#886

USA Rank

economics Degrees

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Economics

Peter Bossaerts's Degrees

PhD Economics University of Pennsylvania
Masters Finance University of Pennsylvania
Bachelors Economics University of Antwerp

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Why Is Peter Bossaerts Influential?

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According to Wikipedia, Peter L. Bossaerts is a Belgian-American economist. He is considered one of the pioneers and leading researchers in neuroeconomics and experimental finance. Life Peter Bossaerts grew up in Belgium and studied at the Universitaire Faculteiten Sint-Ignatius Antwerpen from 1977 to 1982, where he obtained a Licenciate and Doctorandus in applied economics. After coursework towards a PhD in statistics at the Vrije Universiteit Brussel, he earned a Ph.D. at University of California in Financial Economics under the supervision of Richard Roll.

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Peter Bossaerts's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Human Insula Activation Reflects Risk Prediction Errors As Well As Risk (2008) (711)
Neural Differentiation of Expected Reward and Risk in Human Subcortical Structures (2006) (651)
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? (1999) (566)
The Role of the Ventromedial Prefrontal Cortex in Abstract State-Based Inference during Decision Making in Humans (2006) (498)
Neural correlates of mentalizing-related computations during strategic interactions in humans (2008) (468)
Neural Correlates of Value, Risk, and Risk Aversion Contributing to Decision Making under Risk (2009) (414)
Ambiguity in Asset Markets: Theory and Experiment (2010) (330)
Neural Antecedents of Financial Decisions (2007) (213)
Explicit neural signals reflecting reward uncertainty (2008) (211)
Encoding of Marginal Utility across Time in the Human Brain (2009) (198)
Risk, Unexpected Uncertainty, and Estimation Uncertainty: Bayesian Learning in Unstable Settings (2011) (198)
An optimal IPO mechanism (2002) (197)
The Neural Representation of Unexpected Uncertainty during Value-Based Decision Making (2013) (194)
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets (2000) (150)
Risk and risk prediction error signals in anterior insula (2010) (134)
Adding Prediction Risk to the Theory of Reward Learning (2007) (129)
Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information (2009) (129)
Common nonstationary components of asset prices (1988) (120)
Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments (2007) (119)
Exploring the Nature of 'Trader Intuition' (2010) (114)
Market microstructure effects of government intervention in the foreign exchange market (1991) (110)
Asset Prices and Trading Volume in a Beauty Contest (1998) (107)
In the Mind of the Market: Theory of Mind Biases Value Computation during Financial Bubbles (2013) (105)
MAOA-L carriers are better at making optimal financial decisions under risk (2011) (100)
The Paradox of Asset Pricing (2013) (86)
Neurobiological studies of risk assessment: A comparison of expected utility and mean-variance approaches (2008) (85)
Computational Complexity and Human Decision-Making (2017) (74)
What Decision Neuroscience Teaches Us About Financial Decision Making (2009) (74)
Chimpanzee choice rates in competitive games match equilibrium game theory predictions (2014) (74)
Evidence for Model-based Computations in the Human Amygdala during Pavlovian Conditioning (2013) (70)
Behavioral contagion during learning about another agent’s risk-preferences acts on the neural representation of decision-risk (2016) (69)
A General Equilibrium Model of Changing Risk Premia: Theory and Tests (1989) (67)
Excess demand and equilibration in multi-security financial markets: the empirical evidence (2003) (66)
Differentiable contributions of human amygdalar subregions in the computations underlying reward and avoidance learning (2011) (65)
Economic Choices Reveal Probability Distortion in Macaque Monkeys (2015) (65)
The Human Brain Encodes Event Frequencies While Forming Subjective Beliefs (2013) (63)
Neural Mechanisms Underlying Human Consensus Decision-Making (2015) (61)
The Speed of Information Revelation and Eventual Price Quality in Markets with Insiders: Comparing Two Theories (2012) (57)
A Behavioral and Neural Evaluation of Prospective Decision-Making under Risk (2010) (55)
The Affective Impact of Financial Skewness on Neural Activity and Choice (2011) (54)
Inducing liquidity in thin financial markets through combined-value trading mechanisms (2002) (52)
“Lucas” in the Laboratory (2013) (51)
“Lucas” in the Laboratory (2013) (51)
The CAPM in thin experimental financial markets (2002) (50)
Promoting Intellectual Discovery: Patents Versus Markets (2009) (48)
Equilibrium Asset Pricing Under Heterogeneous Information (2004) (42)
Positive Temporal Dependence of the Biological Clock Implies Hyperbolic Discounting (2011) (41)
From behavioural economics to neuroeconomics to decision neuroscience: the ascent of biology in research on human decision making (2015) (39)
Do not Bet on the Unknown Versus Try to Find Out More: Estimation Uncertainty and “Unexpected Uncertainty” Both Modulate Exploration (2012) (36)
The Neurobiological Foundations of Valuation in Human Decision Making Under Uncertainty (2009) (36)
Local parametric analysis of hedging in discrete time (1997) (36)
The human prefrontal cortex mediates integration of potential causes behind observed outcomes (2011) (36)
Expectations and learning in Iowa (2000) (36)
Hedging Your Bets by Learning Reward Correlations in the Human Brain (2011) (35)
Separate encoding of model-based and model-free valuations in the human brain (2011) (35)
Activity in Inferior Parietal and Medial Prefrontal Cortex Signals the Accumulation of Evidence in a Probability Learning Task (2013) (34)
Asset Pricing and Asymmetric Reasoning (2013) (34)
Foreign Exchange Rates Have Surprising Volatility (1996) (32)
Risk and Reward Preferences under Time Pressure (2014) (31)
The Econometrics of Learning in Financial Markets (1995) (31)
IPO Post-Issue Markets: Questionable Predilections But Diligent Learners? (2001) (31)
How Humans Solve Complex Problems: The Case of the Knapsack Problem (2016) (29)
Neural computations underlying inverse reinforcement learning in the human brain (2017) (28)
An Exploration of Neo‐Austrian Theory Applied to Financial Markets (2001) (26)
Prices and Portfolio Choices in Financial Markets: Theory and Experiment (2005) (25)
Ambiguity and Asset Prices : An Experimental Perspective (2005) (25)
Toward a Mechanistic Understanding of Human Decision Making (2008) (25)
Tax-Induced Intertemporal Restrictions on Security Returns (1991) (25)
Testing Theories of Investor Behavior Using Neural Data (2011) (24)
Neural Mechanisms Behind Identification of Leptokurtic Noise and Adaptive Behavioral Response (2016) (24)
Filtering returns for unspecified biases in priors when testing asset pricing theory (2004) (23)
Handbook of Experimental Economic Results, Volume 1 (2008) (23)
Uncertainty and computational complexity (2018) (22)
Investigating signal integration with canonical correlation analysis of fMRI brain activation data (2008) (22)
Learning About Unstable, Publicly Unobservable Payoffs (2014) (20)
Ambiguity in Asset Markets : Theory and Experiment 1 (2009) (20)
Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment (2006) (18)
The Impact of Disappointment in Decision Making: Inter-Individual Differences and Electrical Neuroimaging (2011) (18)
Has the Cross-Section of Average Returns Always Been the Same? Evidence from Germany, 1881-1913 (2000) (17)
Perception of intentionality in investor attitudes towards financial risks (2019) (17)
Separating Probability and Reversal Learning in a Novel Probabilistic Reversal Learning Task for Mice (2020) (16)
Experiments with Financial Markets: Implications for Asset Pricing Theory (2001) (15)
Markowitz in the brain (2008) (14)
Price Discovery in Financial Markets: The Case of the CAPM (1998) (14)
Modeling the Evolution of Beliefs Using an Attentional Focus Mechanism (2015) (13)
A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (1993) (13)
The Experimental Study of Asset Pricing Theory (2009) (13)
Decision Making: How the Brain Weighs the Evidence (2012) (13)
Local parametric analysis of derivatives pricing and hedging (2003) (13)
Competition in Portfolio Management: Theory and Experiment (2012) (12)
Prices And Allocations In Financial Markets: Theory and Evidence (2000) (12)
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series (1996) (11)
Experiments on Percolation of Information in Dark Markets (2017) (11)
Risk Aversion in Laboratory Asset Markets (2008) (11)
Martingale Restrictions on Equilibrium Prices of Arrow-Debreu Securities Under Rational Expectations and Consistent Beliefs (1996) (11)
From Market Jaws to the Newton Method: The Geometry of How a Market Can Solve Systems of Equations (2008) (11)
Lecture Notes in Corporate Finance (2001) (11)
LEARNING-INDUCED SECURITIES PRICE VOLATILITY (2000) (10)
Arbitrage-Based Pricing When Volatility is Stochastic (1996) (10)
TRANSACTION PRICES WHEN INSIDERS TRADE PORTFOLIOS (1993) (9)
Promoting Intellectual Discovery: Patents vs. Markets (2008) (9)
Lectures on Corporate Finance (2001) (9)
Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets (2009) (9)
Neurophysiological evidence on perception of reward and risk: Implications for trading under time pressure (2007) (9)
In the Mind of the Market: Theory of Mind Biases Value Computation during Financial Bubbles (2013) (8)
Humans in Charge of Trading Robots: The First Experiment (2020) (7)
Dynamically Complete Experimental Asset Markets (2007) (6)
Modelling Price Pressure in Financial Markets (2003) (6)
The chronometry of risk processing in the human cortex (2013) (6)
Formalizing the Function of Anterior Insula in Rapid Adaptation (2018) (6)
Decision Neuroscience: Why We Become More Cautious with Age (2016) (6)
How Neurobiology Elucidates the Role of Emotions in Financial Decision-Making (2021) (6)
Costly Information Acquisition in Decentralized Markets: An Experiment (2017) (6)
NEW FRONTIERS IN ECONOMICS (2004) (5)
Phase transition in the knapsack problem (2018) (5)
Excessive Volatility is Also a Feature of Individual Level Forecasts (2014) (5)
Experiments on Asset Pricing under Delegated Portfolio Management (2010) (5)
Where the really hard choices are: A general framework to quantify decision difficulty (2018) (5)
Experiments With The Lucas Asset Pricing Model (2012) (5)
Epilepsy and Ecstatic Experiences: The Role of the Insula (2021) (5)
Learning to Choose the Right Investment in an Unstable World (2012) (5)
The Dynamics Of Equity Prices In Fallible Markets (1997) (4)
Noisy Signalling in Financial Markets (1991) (4)
Generic properties of a computational task predict human effort and performance (2021) (4)
Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections (1995) (4)
Structural Econometric Tests Of General Equilibrium Theory On Data From Large-Scale Experimental Financial Markets (2001) (3)
Prices And Portfolio Choices In Financial Markets : Econometric Evidence (2002) (3)
The Impact of Ambiguity On Prices And Allocations In Competitive Financial Markets (2007) (3)
Asset Prices and Volume in a Beauty Contest (1993) (3)
Lectures on corporate finance, second edition (2006) (3)
Price Formation in Multiple, Simultaneous Continuous Double Auctions, with Implications for Asset Pricing (2020) (3)
Is Hardness Inherent in Computational Problems? Performance of Human and Electronic Computers on Random Instances of the 0-1 Knapsack Problem (2020) (3)
Asset Prices in a Speculative Market (1992) (2)
Predicting risk in a multiple stimulus-reward environment (2009) (2)
Arbitrage Opportunities: Anatomy and Remediation (2018) (2)
Emotional Engagement and Trading Performance (2020) (2)
Why Cognitive Biases May Not Always Be Relevant For Asset Prices (2007) (2)
'Lucas' In The Laboratory (forthcoming in Journal of Finance) (2015) (2)
Arbitrage Restrictions Across Financial Markets: Theory, Methodology and Tests (1991) (2)
Portfolio Correlation and the Power of Portfolio Efficiency Tests (2006) (2)
Price Discovery In Financial Markets : Analysis Of Two Systems Of Differential Equations ¶ (2000) (2)
The Pricing of Securities Risk in a Universal Banking System: Historical Evidence from Germany (2000) (2)
The Pricing of Sovereign Risk: An Application of Option Theory (1985) (2)
Exchange Rates Have Surprising Volatility (1996) (2)
Time Series Analysis of Inefficient Financial Markets (1994) (2)
What Decision Neuroscience Teaches Us About Human Decision Making Under Uncertainty (2008) (1)
Executing Complex Cognitive Tasks: Prizes vs. Markets (2006) (1)
Competitive Off-Equilibrium: Theory and Experiment (2016) (1)
Decision-Making in Financial Markets (2009) (1)
Computational Complexity and Asset Pricing (2020) (1)
Supplemental Information Neural Mechanisms Underlying Human Consensus Decision-Making (2015) (1)
Equilibration of Real Financial Markets: Theory and Experimental Evidence (Previously entitled “Testing CAPM in Real Markets: Implications from Experiments”) (2003) (1)
The Efficient Markets Hypothesis Does Not Hold When Securities Valuation Is Computationally Hard (2017) (1)
Modelling Asset Prices under Heterogeneous Beliefs (2020) (1)
Lower Bounds on Asset Return Comovement (1992) (1)
Universal Banking and the Pricing of Securities Risk: Historical Evidence from Germany (2000) (1)
How Information Structure Impacts Aggregation of Information in Markets (2020) (1)
Price Formation in Field Prediction Markets: The Wisdom in the Crowd (2022) (1)
Task-independent metrics of computational hardness predict human cognitive performance (2021) (1)
2007) “Prices and Portfolio Choices in Financial Markets: Theory (2007) (1)
Structural properties of individual instances predict human effort and performance on an NP-Hard problem (2018) (1)
The NYSE Opening Mechanism And Portfolio Trading (1999) (1)
Transferring cognitive talent across domains to reduce the disposition effect in investment (2021) (1)
Author response: Neural computations underlying inverse reinforcement learning in the human brain (2017) (1)
Computational cognitive requirements of random decision problems (2020) (1)
Asset Pricing In a World of Imperfect Foresight (2020) (1)
Rational Price Discovery in Experimental and Field Data (1995) (1)
Equilibration Under Competition in Smalls: Theory and Experimental Evidence (2006) (1)
Martingale-Based Hedge Error Control (1996) (1)
And What About Dividends (2001) (0)
On the Efficient Markets Hypothesis (2001) (0)
A Behavioral Model for Me hanism Design: IEL (2007) (0)
Multiple Periods in the Binomial Option Pricing Model (2001) (0)
On the Power of the Gibbons-Ross-Shanken Test of Optimality of a Portfolio (2007) (0)
Transferring Cognitive Talent Across Domains: The Case of Finance (2021) (0)
Where To Get State Price Probabilities (2001) (0)
Risk And Incentive Management (2001) (0)
Reconciling Competitive And Strategic Approaches To Price Discovery In Financial Markets : The Empirical Evidence ¶ (2001) (0)
Chapter 42 Asset Pricing (2008) (0)
An Application: Pricing Corporate Bonds (2001) (0)
Equilibrium of Real Financial Markets: Theory and Experimental Evidence (2004) (0)
Reviewer list for 2009 (2009) (0)
Axioms of modern corporate finance (2001) (0)
Valuation Under Uncertainty: The CAPM (2001) (0)
Martingale-based hedge error (1997) (0)
Dark markets: does private information make price formation less efficient? (2017) (0)
Psychophysical time and the anomalies in decision over time and under risk (2013) (0)
TATIONS AND LEARNING IN IOWA (2017) (0)
Three essays on spot and forward foreign exchange rates : the theory of their determination, the estimation of a Markovian model and an investigation of the effect of government intervention (1986) (0)
On Estimating the Expected Real Return on the Market in a General Equilibrium Framework (1985) (0)
"METHOD OF MOMENTS TESTS OF CONTINGENT CLAIMS ASSET PRICING MODELS" (2013) (0)
Debt rescheduling from an intertemporal choice theoretic point of view (1983) (0)
Appendix A Notation and Formulas (2001) (0)
Valuation Of Projects Financed Partly With Debt (2001) (0)
New Frontiers in Economics: Experiments with Financial Markets: Implications for Asset Pricing Theory (2004) (0)
Restrictions on Security Returns (1994) (0)
potential causes behind observed outcomes The human prefrontal cortex mediates integration of (2011) (0)
Surveying the Use of Pharmaceutical Cognitive Enhancers in the Australian Financial Services Industry (2020) (0)
Spatiotemporal Brain Signatures of Risk and Reward (2012) (0)
The Information Efficiency of Market Prices (1985) (0)
A new method of volatility estimation and applications to foreign exchange rate in series (1996) (0)
On Rationality In Financial Markets (1998) (0)
On Value Additivity (2001) (0)
4. The Experimental Evidence (2013) (0)
Wealth Distribution Across Nations and the Risk Premium in the Foreign Exchange Market (1985) (0)
1. Principles of Asset-Pricing Theory (2013) (0)
Neural Basis Of Expected Utility And Mean-Variance Models Of Risk (2009) (0)
In the mood for risk? an experiment on moods and risk preferences (2011) (0)
3. The Empirical Evidence in a Nutshell (2013) (0)
On Tests of the Existence of Time Variable Risk Premia in the Forward Foreign Exchange Market (1985) (0)
The Efficient Markets Hypothesis Does Not Hold When Securities Valuation is Computationally Intractable (2017) (0)
A neuroexperimental design on the influence of experienced gains and losses on risk-taking behavior (2011) (0)
Introduction to Derivatives (2001) (0)
Is Academic Finance Really that Wrong? (2017) (0)
The Dynamic Hedge Argument (2001) (0)
The neural dynamics associated with computational complexity (2022) (0)
Foreign Exchange Rates Have Surprising VolatilityPeter (1996) (0)
Acknowledgment (2009) (0)
A neuroeconomic perspective on strategic decision-making (2009) (0)
The Role of Financial Markets in Mitigating Credit Market Bubbles (2022) (0)
Speculative Behavior and the Functioning of Financial Markets: Discussion (1995) (0)
A Comment on 'The Equity Premium. A Puzzle' (1985) (0)
Neural Computations Supporting Cognition: Rumelhart Prize Symposium in Honor of Peter Dayan (2012) (0)
Equilibrium Asset Pricing under Heterogeneous Information Equilibrium Asset Pricing under Heterogeneous Information (2002) (0)
&Apos;Lucas&Apos; in the Laboratory (2013) (0)
'Preface to' Lectures on Corporate Finance (Second Edition) (2006) (0)
Maybe capital structure affects firm value after all (2001) (0)
Functionally and temporally dissociable neural processes underlying social decision-making on faces (2007) (0)
2. Empirical Methodology (2013) (0)
5 .From EMH to Merely Efficient Learning (2013) (0)
Python Client and Server Software for Algorithmic Traders interfacing with Flex-E-Markets (2020) (0)
Human imagination in financial markets with insiders (2007) (0)
Exploiting Distributional Temporal Difference Learning to Deal with Tail Risk (2020) (0)
The neural dynamics of problem-solving are associated with computational complexity (0)
A Minute with Peter Bossaerts (2015) (0)
6. Revisiting the Historical Record (2013) (0)
Valuing Risky Cash Flows (2001) (0)
Pricing of Multiperiod, Risky Investments (2001) (0)
Are capital structure decisions relevant (2001) (0)

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