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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.
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Collaborations and top research areas from the last five years
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RDIC: Reference-Dependent Investment Choice: Theory, Methodology and Empirical and Experimental Evidence
1/1/24 → 12/31/26
Project: FDCRGP
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Reference Dependence Choice Heuristics : Decision Making Under Risk
Post, G. & Rakshit, A.
1/1/18 → 12/31/20
Project: FDCRGP
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Generalized Stochastic Arbitrage Opportunities
Arvanitis, S. & Post, T., Jul 2024, In: Management Science. 70, 7, p. 4629-4648 20 p.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing
Arvanitis, S. & Post, T., Feb 2024, In: Mathematics. 12, 4, 608.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
A financial modeling approach to industry exchange-traded funds selection
Conlon, T., Cotter, J., Kovalenko, I. & Post, T., Dec 2023, In: Journal of Empirical Finance. 74, 101441.Research output: Contribution to journal › Article › peer-review
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Optimal portfolio choice for higher-order risk averters
Fang, Y. & Post, T., Apr 2022, In: Journal of Banking and Finance. 137, 106429.Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus) -
Nonparametric tests for Optimal Predictive Ability
Arvanitis, S., Post, T., Potì, V. & Karabati, S., Apr 1 2021, In: International Journal of Forecasting. 37, 2, p. 881-898 18 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Citations (Scopus)