.
Post, Thierry's
Scholarly Papers
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column.
Aggregate Statistics
Total 31,129
Total Citations 273
1.
Post, Thierry Koc University - Graduate School of Business
Van den Assem, Martijn J. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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
16,314(60)
40
Decision making under risk, Expected utility theory, Prospect theory
2.
Optimal Portfolio Choice under Loss Aversion
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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
1,442(5,003)
55
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
0
Optimal portfolio choice, Behavioral finance, Loss aversion
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
1,442
55
3.
Sorting Out Downside Beta
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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
1,345(5,657)
1
Post, Thierry Koc University - Graduate School of Business
van Vliet, Pim Robeco Asset Management - Quantitative Strategies
Lansdorp, Simon D. Robeco Quantitative Strategies
Posted:
06 Jan 12
Last Revised:
10 Oct 12
509
1
Asset pricing, downside beta, CAPM, downside risk, semi-variance
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:
09 Dec 10
836
1
asset pricing, downside risk, semi-variance, lower partial moments, beta
4.
Post, Thierry Koc University - Graduate School of Business
van Vliet, Pim Robeco Asset Management - Quantitative Strategies
1,272(6,221)
1
Asset pricing, downside risk, conditional tests, CAPM, non-linear kernels, asymmetry, semi-variance, lower partial moments
5.
Post, Thierry Koc University - Graduate School of Business
van Vliet, Pim Robeco Asset Management - Quantitative Strategies
933(10,319)
16
stock market efficiency, asset pricing, SSD, lower partial moments, downside risk
6.
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
798(13,198)
24
asset pricing, risk aversion, skewness preference, representative investor, three-moment model
7.
Post, Thierry Koc University - Graduate School of Business
van Vliet, Pim Robeco Asset Management - Quantitative Strategies
768(13,984)
4
Fama-French factors, Carhart factor, SMB, HML, WML, efficiency tests
8.
De Giorgi, Enrico G. University of Saint Gallen - SEPS: Economics and Political Sciences
Post, Thierry Koc University - Graduate School of Business
760(14,206)
6
Stochastic dominance, mean-risk models, portfolio optimization, CAPM
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. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
29 May 07
Last Revised:
06 May 08
746(14,562)
5
Decision making under risk, Framing, Expected utility theory, Prospect theory
10.
Cherchye, Laurens KU Leuven
Post, Thierry Koc University - Graduate School of Business
492(26,083)
5
data envelopment analysis (DEA), efficiency and productivity analysis, methodological advances, electricity distribution
11.
Post, Thierry Koc University - Graduate School of Business
Versijp, P.J.P.M. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
487(26,397)
13
Stochastic dominance, asset pricing, portfolio efficiency
12.
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
455(28,980)
1
behavioral finance, asset pricing, equity premium puzzle, reference-dependent preferences, loss aversion, stochastic reference point
13.
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
453(29,058)
1
downside risk, semi-variance, interest rates, fixed income, value premium, asset pricing, behavioral finance, bond returns
14.
On the Performance of Emerging Market Equity Mutual Funds
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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
426(31,437)
4
Huij, Joop Erasmus University - Rotterdam School of Management
Post, Thierry Koc University - Graduate School of Business
0
emerging markets, equity mutual funds, performance persistence, size effect, value effect, momentum
Huij, Joop Erasmus University - Rotterdam School of Management
Post, Thierry Koc University - Graduate School of Business
Posted:
17 Aug 08
Last Revised:
29 Mar 11
426
4
mutual funds, emerging markets, performance persistence, momentum
15.
Post, Thierry Koc University - Graduate School of Business
van Vliet, Pim Robeco Asset Management - Quantitative Strategies
346(40,718)
7
Downside risk, conditional downside risk, CAPM, non-linear kernel, asymmetry, semi-variance, lower partial moments
16.
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
323(44,201)
1
Diversification, behavioral finance, bounded rationality, diversification, framing, portfolio choice, heuristics
17.
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
323(44,201)
28
Asset pricing, risk seeking, specification error, prospect theory, stochastic dominance
18.
Post, Thierry Koc University - Graduate School of Business
294(49,347)
2
Stochastic dominance, portfolio diversification, linear programming, portfolio selection, portfolio evaluation
19.
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
291(49,924)
2
mutual funds, performance persistence, momentum, time-varying risk exposures
20.
Baltussen, Guido Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Post, Thierry Koc University - Graduate School of Business
Van den Assem, Martijn J. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wakker, Peter P. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
09 Apr 08
Last Revised:
27 Jul 12
275(53,277)
1
random incentive system, incentives, experimental measurement, risky choice, risk aversion, dynamic choice, tremble, within-subjects design, between-subjects design
21.
Linton, Oliver B. University of Cambridge
Post, Thierry Koc University - Graduate School of Business
Whang, Yoon-Jae Seoul National University - School of Economics
252(58,763)
37
stochastic dominance, portfolio diversification, asset pricing, portfolio analysis
22.
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
232(64,193)
diversification, framing, financial economics, naive diversification, 1/n heuristic, behavioral finance, bounded rationality
23.
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
212(70,456)
Cumulative prospect theory, expected utility, mixed gambles, probability weighting, stochastic dominance
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
200(74,806)
Stochastic dominance, utility theory, non-satiation, risk aversion, prudence, temperance, linear programming, mean-variance analysis, market portfolio efficiency, lower partial moments
25.
Post, Thierry Koc University - Graduate School of Business
193(77,492)
stochastic dominance, market efficiency, asset pricing, statistical inference, size and book-to-market effects
26.
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
177(84,164)
4
stochastic dominance, optimality, admissibility, portfolio diversification
27.
De Giorgi, Enrico G. University of Saint Gallen - SEPS: Economics and Political Sciences
Post, Thierry Koc University - Graduate School of Business
Yalcin, Atakan Koc University - Finance
Posted:
04 Apr 11
Last Revised:
22 Jun 12
172(86,503)
capital market equilibrium, asset pricing, investment restrictions, portfolio theory
28.
Post, Thierry Koc University - Graduate School of Business
164(90,370)
mean-variance efficiency, portfolio constraints, asset pricing, portfolio analysis
29.
Post, Thierry Koc University - Graduate School of Business
121(117,318)
2
Stochastic Dominance, Linear Programming, Investment Analysis, Momentum Strategies
30.
De Giorgi, Enrico G. University of Saint Gallen - SEPS: Economics and Political Sciences
Hens, Thorsten Department of Banking and Finance
Post, Thierry Koc University - Graduate School of Business
115(122,131)
2
31.
Kuosmanen, Timo Aalto University School of Business
Post, Thierry Koc University - Graduate School of Business
Scholtes, Stefan Judge Business School
108(128,048)
nonparametric production analysis, data envelopment analysis (DEA), errors-in-variables, hypothesis testing, extreme value theory
32.
Kuosmanen, Timo Aalto University School of Business
Post, Thierry Koc University - Graduate School of Business
92(143,088)
firm efficiency, nonparametric analysis, errors-in-variables
33.
Post, Thierry Koc University - Graduate School of Business
82(154,033)
2
portfolio selection, portfolio evaluation, stochastic dominance, efficiency, linear programming
34.
Post, Thierry Koc University - Graduate School of Business
79(157,625)
spanning, intersection, stochastic dominance, linear programming, emerging markets
35.
Cherchye, Laurens KU Leuven
Post, Thierry Koc University - Graduate School of Business
78(158,827)
4
nonparametric efficiency estimation, noise-to-signal estimation, finite sample performance, hypothesis testing, European banks
36.
Post, Thierry Koc University - Graduate School of Business
73(165,314)
portfolio selection, portfolio evaluation, stochastic dominance, spanning, linear programming
37.
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
71(168,040)
2
stochastic dominance, portfolio efficiency test
38.
Kopa, Milos Charles University in Prague - Faculty of Mathematics and Physics
Post, Thierry Koc University - Graduate School of Business
66(174,931)
stochastic dominance, portfolio analysis, portfolio diversification, linear programming
39.
Post, Thierry Koc University - Graduate School of Business
Versijp, P.J.P.M. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
59(185,412)
1
stochastic dominance, generalized method of moments, asset pricing, market portfolio efficiency, size, B/M and momentum effects
40.
Post, Thierry Koc University - Graduate School of Business
40(219,905)
2
Stochastic Dominance, Portfolio Diversification, Optimality, Admissibility
41.
Post, Thierry Koc University - Graduate School of Business
42.
Post, Thierry Koc University - Graduate School of Business
time optimal control problems, Neumann parabolic equations with an infinite number of variables, Dubovitskii-Milyutin theorem, conical approximations, optimality conditions, Weierstrass theorem
