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Post, Thierry


 SSRN Author Rank: 305 by Downloads
 Professor of Finance
 

Koc University - Graduate School of Business


 Rumelifeneri Yolu
 34450 Sariyer
 Istanbul
 Turkey
 email address

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. Post, Thierry's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
33,145
Total
Citations
292
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show | Show Abstract | Download |
American Economic Review, Vol. 98, No. 1, pp. 38-71, March 2008
Accepted Paper Series
Post, Thierry
Koc University - Graduate School of Business
Van den Assem, Martijn J.
VU University Amsterdam - Faculty of Economics and Business Administration
Baltussen, Guido
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Thaler, Richard H.
University of Chicago - Booth School of Business
Posted:
16 Dec 04
Last Revised:
21 Feb 12
17,006
(75)
41

2.   Incl. Electronic Paper
Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department
Kouwenberg, Roy
Mahidol University - College of Management
Post, Thierry
Koc University - Graduate School of Business
Posted:
29 Mar 00
Last Revised:
30 Jan 12
1,526
(5,795)
57

3.   Incl. Electronic Paper
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Lansdorp, Simon D.
Robeco Quantitative Strategies
Posted:
17 Mar 09
Last Revised:
10 Oct 12
1,470
(6,160)
1

4.  
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
21 Jun 04
1,316
(7,409)
1

5.  
Downside Risk and Asset Pricing | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-018-F&A, Journal of Banking and Finance, Vol. 30, No. 3, pp. 823-849, March 2006
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
17 Feb 04
967
(12,219)
18

6.  
Risk Aversion and Skewness Preference: A Comment | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-009-F&A, Journal of Banking and Finance, Vol. 32, No. 7, pp. 1178-1187, 2008
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
23 Feb 06
847
(14,956)
27

7.  
De Giorgi, Enrico G.
University of Saint Gallen - SEPS: Economics and Political Sciences
Post, Thierry
Koc University - Graduate School of Business
Posted:
02 Feb 05
810
(15,963)
6

8.  
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
25 Aug 04
782
(16,816)
4

9.  
Baltussen, Guido
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Post, Thierry
Koc University - Graduate School of Business
Van den Assem, Martijn J.
VU University Amsterdam - Faculty of Economics and Business Administration
Posted:
29 May 07
Last Revised:
06 May 08
774
(17,112)
5

10.  
Post, Thierry
Koc University - Graduate School of Business
Versijp, P.J.P.M.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
28 Jun 04
504
(31,101)
13

11.  
Methodological Advances in Dea | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2001-53-F&A
Working Paper Series
Cherchye, L.
KU Leuven
Post, Thierry
Koc University - Graduate School of Business
Posted:
18 Feb 03
503
(31,175)
5

12.  
Loss Aversion with a State-Dependent Reference Point | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 07-14
Working Paper Series
De Giorgi, Enrico G.
University of Saint Gallen - SEPS: Economics and Political Sciences
Post, Thierry
Koc University - Graduate School of Business
Posted:
13 Apr 07
Last Revised:
17 Feb 11
491
(32,146)
1

13.   Incl. Electronic Paper
Huij, Joop
Erasmus University - Rotterdam School of Management
Post, Thierry
Koc University - Graduate School of Business
Posted:
17 Aug 08
Last Revised:
01 May 11
484
(32,770)
4

14.  
Downside Risk Aversion, Fixed Income Exposure, and the Value Premium Puzzle | Show Abstract | Download |
Journal of Banking and Finance, Vol. 36, No. 12, 2012
Accepted Paper Series
Baltussen, Guido
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
14 Feb 09
Last Revised:
22 Jun 13
471
(33,955)
1

15.  
Conditional Downside Risk and the CAPM | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-048-F&A
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
26 Aug 06
383
(43,918)
8

16.  
Does Risk Seeking Drive Asset Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences | Show Abstract | Download |
The Review of Financial Studies, Vol. 18, No. 3, pp. 925-953, 2005, ERIM Report Series Reference No. ERS-2002-50-F&A
Accepted Paper Series
Post, Thierry
Koc University - Graduate School of Business
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
17 Aug 02
Last Revised:
30 Aug 12
338
(51,085)
30

17.  
Irrational Diversification; An Examination of Individual Portfolio Choice | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Working Paper Series
Baltussen, Guido
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Post, Thierry
Koc University - Graduate School of Business
Posted:
22 Apr 08
Last Revised:
16 Dec 11
332
(52,166)
1

18.  
Martens, Martin
Erasmus University Rotterdam (EUR)
Post, Thierry
Koc University - Graduate School of Business
Huij, Joop
Erasmus University - Rotterdam School of Management
Posted:
06 Mar 07
Last Revised:
29 Apr 08
303
(58,171)
2

19.  
Testing for Stochastic Dominance with Diversification Possibilities | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2001-38-F&A; EFA 2002 Berlin Meetings Discussion Paper
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
Posted:
19 Nov 05
301
(58,594)
2

20.  
Random Incentive Systems in a Dynamic Choice Experiment | Show Abstract | Download |
Experimental Economics, Vol. 15, No. 3, pp. 418-443, September 2012
Accepted Paper Series
Baltussen, Guido
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Post, Thierry
Koc University - Graduate School of Business
Van den Assem, Martijn J.
VU University Amsterdam - Faculty of Economics and Business Administration
Wakker, Peter P.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
09 Apr 08
Last Revised:
27 Jul 12
290
(61,103)
2

21.  
Testing for Stochastic Dominance Efficiency | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2005-033-F&A
Working Paper Series
Linton, Oliver B.
University of Cambridge
Post, Thierry
Koc University - Graduate School of Business
Whang, Yoon-Jae
Seoul National University - School of Economics
Posted:
13 May 05
259
(69,226)
37

22.  
Irrational Diversification: An Examination of the Portfolio Construction Decision | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, No. 5, 2011
Working Paper Series
Baltussen, Guido
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Post, Thierry
Koc University - Graduate School of Business
Posted:
14 Feb 09
Last Revised:
16 Dec 11
248
(72,464)
 

23.  
De Giorgi, Enrico G.
University of Saint Gallen - SEPS: Economics and Political Sciences
Post, Thierry
Koc University - Graduate School of Business
Yalcin, Atakan
Ozyegin University
Posted:
04 Apr 11
Last Revised:
29 Nov 13
247
(72,794)
 

24.  
Post, Thierry
Koc University - Graduate School of Business
Kopa, Milos
Charles University in Prague - Faculty of Mathematics and Physics
Posted:
04 Feb 12
Last Revised:
16 Dec 12
236
(76,402)
 

25.  
Violations of Cpt in Mixed Gambles | Show Abstract | Download |
Management Science, Vol. 52, No. 8, pp. 1288-1290
Accepted Paper Series
Baltussen, Guido
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
27 Feb 04
218
(82,991)
 

26.  
Asset Prices and Omitted Moments; a Stochastic Dominance Analysis of Market Efficiency | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-017-F&A
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
Posted:
26 Aug 06
197
(91,849)
 

27.  
A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 5, pp. 1103-1124, 2009
Accepted Paper Series
Post, Thierry
Koc University - Graduate School of Business
Kopa, Milos
Charles University in Prague - Faculty of Mathematics and Physics
Posted:
13 May 05
Last Revised:
28 Apr 11
191
(94,642)
4

28.  
A Test for Mean-Variance Efficiency of a Given Portfolio Under Restrictions | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2005-032-F&A
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
Posted:
29 Feb 08
170
(105,454)
 

29.  
Gokcen, Umut
Koc University - Graduate School of Business
Post, Thierry
Koc University - Graduate School of Business
Posted:
16 Nov 13
Last Revised:
21 Oct 14
163
(109,595)
 

30.  
Prospect Theory and the Size and Value Premium Puzzles | Show Abstract | Download |
NHH Finance & Management Science Discussion Paper No. 20/2005
Working Paper Series
De Giorgi, Enrico G.
University of Saint Gallen - SEPS: Economics and Political Sciences
Hens, Thorsten
University of Zurich - Department of Banking and Finance
Post, Thierry
Koc University - Graduate School of Business
Posted:
13 Mar 07
129
(133,814)
2

31.  
Post, Thierry
Koc University - Graduate School of Business
Posted:
25 Aug 04
126
(136,336)
3

32.  
Kuosmanen, Timo
Aalto University School of Business
Post, Thierry
Koc University - Graduate School of Business
Scholtes, Stefan
Judge Business School
Posted:
10 Feb 03
111
(150,056)
 

33.  
Non-Parametric Tests for Firm Efficiency in Case of Errors-in-Variables | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2001-06-F&A
Working Paper Series
Kuosmanen, Timo
Aalto University School of Business
Post, Thierry
Koc University - Graduate School of Business
Posted:
26 Aug 06
94
(168,499)
 

34.  
Testing for Third-Order Stochastic Dominance with Diversification Possibilities | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2002-02-F&A
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
Posted:
26 Feb 08
89
(174,696)
2

35.  
Post, Thierry
Koc University - Graduate School of Business
Posted:
31 Mar 14
Last Revised:
25 Nov 14
86
(179,822)
 

36.  
Spanning and Intersection: A Stochastic Dominance Approach | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2001-63-F&A
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
Posted:
26 Aug 06
85
(179,822)
 

37.  
Kopa, Milos
Charles University in Prague - Faculty of Mathematics and Physics
Post, Thierry
Koc University - Graduate School of Business
Posted:
28 Apr 11
84
(181,132)
 

38.  
A Stochastic Dominance Approach to Spanning | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2002-01-F&A
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
Posted:
26 Aug 06
81
(185,341)
 

39.  
Kopa, Milos
Charles University in Prague - Faculty of Mathematics and Physics
Post, Thierry
Koc University - Graduate School of Business
Posted:
11 Feb 09
Last Revised:
09 Mar 13
79
(188,208)
2

40.  
Nonparametric Efficiency Estimation in Stochastic Environments (Ii) | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2001-26-F&A
Working Paper Series
Cherchye, L.
KU Leuven
Post, Thierry
Koc University - Graduate School of Business
Posted:
26 Aug 06
79
(188,208)
4

41.  
A GMM Test for SSD Efficiency | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-024-F&A
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
Versijp, P.J.P.M.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
24 Sep 04
63
(213,587)
1

42.  
Post, Thierry
Koc University - Graduate School of Business
Fang, Yi
Center for Quantitative Economics, Jilin University
Kopa, Milos
Charles University in Prague - Faculty of Mathematics and Physics
Posted:
30 Jun 13
Last Revised:
14 Apr 14
59
(220,947)
 

43.  
Post, Thierry
Koc University - Graduate School of Business
Potì, Valerio
University College Dublin (UCD) - School of Business
Posted:
02 Sep 14
Last Revised:
15 Nov 14
53
(246,374)
 

44.  
Wanted: A Test for FSD Optimality of a Given Portfolio | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2005-034-LIS
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
Posted:
02 Jan 06
43
(254,593)
2

45.  
Guo, Xu
Hong Kong Baptist University (HKBU) - Department of Mathematics
Post, Thierry
Koc University - Graduate School of Business
Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
Zhu, Lixing
Hong Kong Baptist University (HKBU) - Department of Mathematics
Posted:
26 Nov 13
39
(264,186)
 

46.  
Post, Thierry
Koc University - Graduate School of Business
Posted:
22 Sep 14
Last Revised:
25 Oct 14
18
(336,281)
 

47.  
Testing for the Stochastic Dominance Efficiency of a Given Portfolio | Show Abstract | Download |
The Econometrics Journal, Vol. 17, Issue 2, pp. S59-S74, 2014
Accepted Paper Series
Linton, Oliver B.
University of Cambridge
Post, Thierry
Koc University - Graduate School of Business
Whang, Yoon-Jae
Seoul National University - School of Economics
Posted:
05 Jun 14
0
(424,879)
5

48.  
Empirical Tests for Stochastic Dominance Efficiency | Show Abstract |
Journal of Finance, Vol. 58, pp. 1905-1932, October 2003
Accepted Paper Series
Post, Thierry
Koc University - Graduate School of Business
Posted:
31 Jan 12
 

49.  
Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs | Show Abstract |
The Review of Financial Studies, Vol. 18, Issue 3, pp. 925-953, 2005
Accepted Paper Series
Post, Thierry
Koc University - Graduate School of Business
Posted:
29 Feb 08
 


Records 1 - 49 of 49 matches
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