Gleb Gertsman

Tilburg University - Department of Finance

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

  • Tilburg University - Department of Finance

SCHOLARLY PAPERS

3

DOWNLOADS

384

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

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1.

Selective Learning and Price Over- and Under-Reaction

Number of pages: 60 Posted: 17 Nov 2020 Last Revised: 10 Nov 2021
Gleb Gertsman
Tilburg University - Department of Finance
Downloads 180 (318,809)

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Over-reaction, under-reaction, learning, beliefs

2.

Would Ambiguity Averse Investors Hedge Risk in Equity Markets?

Number of pages: 53 Posted: 19 Dec 2019 Last Revised: 10 Nov 2021
Gleb Gertsman, Rik Frehen and Bas J. M. Werker
Tilburg University - Department of Finance, Tilburg University - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Downloads 115 (457,804)

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hedging uncertainty, ambiguity aversion, inflation risk

3.

Temporal Resolution of Ambiguity: Preferences for Timing and Graduality

Number of pages: 68 Posted: 09 Aug 2022 Last Revised: 07 May 2024
Pascal Kieren, Gleb Gertsman and Stefan T. Trautmann
Heidelberg University - Alfred Weber Institute for Economics, Tilburg University - Department of Finance and Heidelberg University - Alfred Weber Institute for Economics
Downloads 89 (545,732)

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Uncertainty Aversion, Preference for Early Resolution of Uncertainty, Probabilistic Sophistication, Recursive Models of Ambiguity