|PhD., Tinbergen Institute|
|Professor of Finance|
- Список публикаций
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.
Gokcen, Umut and Thierry Post (2016), Trading Volume, return variability and short-term momentum, forthcoming in European Journal of Finance.
Post Thierry (2016), Empirical Tests for Stochastic Dominance Optimality, forthcoming in Review of Finance, DOI 10.1093/rof/rfw010.
Post, Thierry, and Milos Kopa (2016), Portfolio Choice based on Third-order Stochastic Dominance, forthcoming in Management Science.
Post, Thierry, and Valerio Poti (2016), Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood, forthcoming in Management Science.
Post, Thierry (2016), Standard Stochastic Dominance, European Journal of Operational Research 248, 1009-1020.
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