Gerrit Post, PhD


  • 1260 Citations
  • 20 h-Index
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Stochastic Dominance Mathematics
Data Envelopment Analysis Mathematics
Stochastic dominance Business & Economics
Economics Mathematics
Errors in Variables Mathematics
Alternatives Mathematics
Stock Market Mathematics
Portfolio Optimization Mathematics

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Projects 2018 2020

Decision making under risk
Reference dependence
Decision maker
Rank-dependent utility

Research Output 1999 2019

  • 1260 Citations
  • 20 h-Index
  • 51 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

Securities market
Capital market equilibrium
Short selling
Stock market

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

Robust optimization
Combination of forecasts
Out-of-sample forecasting
1 Citation (Scopus)

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

Stochastic Dominance
Lower Envelopes
Significance level

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

Portfolio Construction Based on Stochastic Dominance and Empirical Likelihood

Post, G., Karabati, S. & Arvanitis, S., 2018, (Accepted/In press) In : Journal of Econometrics. 40 p.

Research output: Contribution to journalArticle