Gerrit Post, PhD

Professor

  • 1336 Citations
  • 20 h-Index
19992020

Research output per year

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Personal profile

Professional Information

After completing his PhD in Finance at the Tinbergen Institute in 1999, Gerrit Tjeerd (Thierry) Post (1971) had functions as assistant professor, associate professor, full professor (Asset Pricing chair) and head of the Finance department at Erasmus School of Economics in Rotterdam, the Netherlands. His areas of interest are asset management, portfolio theory, asset pricing, behavioral finance and financial econometrics. He taught courses on these topics at BSc, MSc, PhD and MBA level, published over 50 articles in international refereed journals (including American Economic Review, Journal of Finance and Management Science) and published a textbook on Investments together with Prof. Haim Levy of the Hebrew University in Jerusalem. He also held visiting professor positions at Cass Business School of the City University in London and the Graduate School of Business of Koc University in Istanbul. His work on behavioral finance received widespread attention in the international media. In the industry, he headed the Quantitative Strategies department of Robeco Asset Management, a team of 20 dedicated quant researchers that develops quantitative equity and fixed income investment models and strategies for about 16bn euro assets under management.

External positions

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Projects

Reference Dependence Choice Heuristics : Decision Making Under Risk

Post, G. & Atanu, R.

3/20/1812/31/20

Project: Monitored by Research Administration

  • Research Output

    • 1336 Citations
    • 20 h-Index
    • 52 Article
    • 5 Review article
    • 1 Book

    A concave security market line

    De Giorgi, E. G., Post, G. & Yalçın, A., Sep 1 2019, In : Journal of Banking and Finance. 106, p. 65-81 17 p.

    Research output: Contribution to journalArticle

  • Robust optimization of forecast combinations

    Post, G. T. T., Karabatı, S. & Arvanitis, S., Jul 1 2019, In : International Journal of Forecasting. 35, 3, p. 910-926 17 p.

    Research output: Contribution to journalArticle

  • Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects

    Anderson, G., Post, G. T. T. & Whang, Y. J., Jan 1 2019, In : Journal of Business and Economic Statistics.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)

    Stochastic Spanning

    Arvanitis, S., Hallam, M., Post, T. & Topaloglou, N., Oct 2 2019, In : Journal of Business and Economic Statistics. 37, 4, p. 573-585 13 p.

    Research output: Contribution to journalArticle

  • 3 Citations (Scopus)

    Increasing Discriminatory Power in Well-being Analysis using Convex Stochastic Dominance

    Anderson, G. & Post, G., 2018, In : Social Choice and Welfare. 20 p.

    Research output: Contribution to journalArticle