Gerrit Post, PhD

Professor

  • 1266 Citations
  • 20 h-Index
19992020
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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

Fingerprint Dive into the research topics where Gerrit Post is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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
Heuristics
Reference dependence
Decision maker
Rank-dependent utility

Research Output 1999 2019

  • 1266 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
Investors

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
Benchmark
Combination of forecasts
Regularity
Out-of-sample forecasting
2 Citations (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
utopia
Lower Envelopes
Subsampling
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