Thierry Post

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.

Trading volume, return variability and short-term momentum
Gökçen, U., Post, T., 2018 In : European Journal of Finance. 24, p. 231-249

Stochastic Spanning
Aravanitis, S., Hallam, M., Post, G., 2018 In : Journal of Business and Economic Statistics.

Portfolio Construction Based on Stochastic Dominance and Empirical Likelihood
Post, G., Karabati, S., Arvanitis, S., 2018 In : Journal of Econometrics.

Increasing Discriminatory Power in Well-being Analysis using Convex Stochastic Dominance
Anderson, G., Post, G., 2018 In : Social Choice and Welfare.

Portfolio Choice based on Third-order Stochastic Dominance
Post, G., Kopa, M., 2017 In : Management Science. 63, 3381-3392,

Portfolio Analysis using Stochastic Dominance, Relative Entropy and Empirical Likelihood
Post, G., Poti, V., 2017 In : Management Science. 63, p. 153-165

Higher-Degree Stochastic Dominance Optimality and Efficiency
Fang, Y., Post, G., 2017 In : European Journal of Operational Research. 261, p. 984-993

Empirical Tests for Stochastic Dominance Optimality
Post, G., 2017 In : Review of Finance. 21, p. 793-810

Standard Stochastic Dominance
Post, T., 2016 In : European Journal of Operational Research. 248, 3, p. 1009-1020

Linear tests for decreasing absolute risk aversion stochastic dominance
Post, T., Fang, Y., Kopa, M., 2015 In : Management Science. 61, 7, p. 1615-1629

A general test for SSD portfolio efficiency
Kopa, M., Post, T., 2015 In : Operations-Research-Spektrum. 37, 3, p. 703-734

Testing for the stochastic dominance efficiency of a given portfolio
Linton, O., Post, T., Whang, Y., 2014 In : Econometrics Journal. 17, 2,

Moment conditions for Almost Stochastic Dominance
Guo, X., Post, T., Wong, W., Zhu, L., 2014 In : Economics Letters. 124, 2, p. 163-167

General linear formulations of stochastic dominance criteria
Post, T., Kopa, M., 2013 In : European Journal of Operational Research. 230, 2, p. 321-332

Aggregate investor preferences and beliefs: A comment
Post, T., Kopa, M., 2013 In : Journal of Empirical Finance. 23, p. 187-190

Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, G., Post, G., Van Vliet, P., 2012 In : Journal of Banking and Finance. 36, 12, p. 3382-3398

Random incentive systems in a dynamic choice experiment
Baltussen, G., Post, G., van den Assem, M., Wakker, P., 2012 In : Experimental Economics. 15, 3, p. 418-443

Irrational diversification: An examination of individual portfolio choice
Baltussen, G., Post, G., 2011 In : Journal of Financial and Quantitative Analysis. 46, 5, p. 1463-1491

On the performance of emerging market equity mutual funds
Huij, J., Post, T., 2011 In : Emerging Markets Review. 12, 3, p. 238-249

Loss aversion with a state-dependent reference point
De Giorgi, E., Post, T., 2011 In : Management Science. 57, 6, p. 1094-1110

A portfolio optimality test based on the first-order stochastic dominance criterion
Kopa, M., Post, T., 2009 In : Journal of Financial and Quantitative Analysis. 44, 5, p. 1103-1124

Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, E., Post, T., 2008 In : Journal of Financial and Quantitative Analysis. 43, 2, p. 525-546

On the dual test for SSD efficiency. With an application to momentum investment strategies
Post, T., 2008 In : European Journal of Operational Research. 185, 3, p. 1564-1573

Deal or no deal? decision making under risk in a large-payoff game show
Post, T., Van Den Assem, M., Baltussen, G., Thaler, R., 2008 In : American Economic Review. 98, 1, p. 38-71

Nonparametric efficiency estimation in stochastic environments: Noise-to-signal estimation, finite sample performance and hypothesis testing
Post, T., 2007 In : Journal of Banking and Finance. 31, 7, p. 2065-2080

Multivariate tests for stochastic dominance efficiency of a given portfolio
Post, T., Versijp, P., 2007 In : Journal of Financial and Quantitative Analysis. 42, 2, p. 489-516

Non-parametric tests of productive efficiency with errors-in-variables
Kuosmanen, T., Post, T., Scholtes, S., 2007 In : Journal of Econometrics. 136, 1, p. 131-162

Downside risk and asset pricing
Post, T., van Vliet, P., 2006 In : Journal of Banking and Finance. 30, 3, p. 823-849

Violations of cumulative prospect theory in mixed gambles with moderate probabilities
Baltussen, G., Post, T., Van Vliet, P., 2006 In : Management Science. 52, 8, p. 1288-1290

Does risk seeking drive stock prices? A stochastic dominance analysis of aggregate investor preferences and beliefs
Post, T., Levy, H., 2005 In : Review of Financial Studies. 18, 3, p. 925-953

Risk aversion and skewness preference
Post, T., van Vliet, P., Levy, H., 2005 In : Journal of Banking and Finance. 185, p. 1178-1187

Optimal portfolio choice under loss aversion
Berkelaar, A., Kouwenberg, R., Post, T., 2004 In : Review of Economics and Statistics. 86, 4, p. 973-987

Market portfolio efficiency and value stocks
Post, T., Van Vliet, P., 2004 In : Journal of Economics and Finance. 28, 3, p. 300-306

Shadow price approach to total factor productivity measurement: With an application to Finnish grass-silage production
Kuosmanen, T., Post, T., Sipiläinen, T., 2004 In : Journal of Productivity Analysis. 22, 1-2, p. 95-121

Investments
Levy, H., Post, G., 2004Pearson,

Methodological Advances in DEA: A survey and an application for the Dutch electricity sector
Cherchye, L., Post, T., 2003 In : Statistica Neerlandica. 57, 4, p. 410-438

Empirical Tests for Stochastic Dominance Efficiency
Post, T., 2003 In : Journal of Finance. 58, 5, p. 1905-1931

Measuring economic efficiency with incomplete price information
Kuosmanen, T., Post, T., 2003 In : European Journal of Operational Research. 144, 2, p. 454-457

Value Stocks and Market Efficiency: Comment
Post, G., Van Vliet, P., 2003 In : Journal of Economics and Finance. 24, p. 28-35

Nonparametric efficiency estimation in stochastic environments
Post, T., Cherchye, L., Kuosmanen, T., 2003 In : Operations Research. 50, 4, p. 645-655

Non-parametric production analysis in non-competitive environments
Cherchye, L., Kuosmanen, T., Post, T., 2002 In : International Journal of Production Economics. 80, 3, p. 279-294

Quadratic data envelopment analysis
Kuosmanen, T., Post, T., 2002 In : Journal of the Operational Research Society. 53, 11, p. 1204-1214

Nonparametric efficiency analysis under price uncertainty: A first-order stochastic dominance approach
Kuosmanen, T., Post, T., 2002 In : Journal of Productivity Analysis. 17, 3, p. 183-200

Measuring economic efficiency with incomplete price information: With an application to European commercial banks
Kuosmanen, T., Post, T., 2001 In : European Journal of Operational Research. 134, 1, p. 43-58

Transconcave data envelopment analysis
Post, T., 2001 In : European Journal of Operational Research. 132, 2, p. 374-389

A quasi-concave DEA model with an application for bank branch performance evaluation
Dekker, D., Post, T., 2001 In : European Journal of Operational Research. 132, 2, p. 296-311

Alternative treatments of congestion in DEA: A rejoinder to Cooper, Gu, and Li
Cherchye, L., Kuosmanen, T., Post, T., 2001 In : European Journal of Operational Research. 132, 1, p. 75-80

Estimating non-convex production sets - imposing convex input sets and output sets in data envelopment analysis
Post, T., 2001 In : European Journal of Operational Research. 131, 1, p. 132-142

Performance evaluation in stochastic environments using mean-variance data envelopment analysis
Post, T., 2001 In : Operations Research. 49, 2, p. 281-292

FDH Directional Distance Functions: With an Application to European Commercial Banks
Cherchye, L., Kuosmanen, T., Post, T., 2001 In : Journal of Productivity Analysis. 15, 3, p. 201-215

What is the Economic Meaning of FDH?
Cherchye, L., Kuosmanen, T., Post, G., 2000 In : Journal of Productivity Analysis. 13, p. 259-263

Performance benchmarking using interactive data envelopment analysis
Post, T., Spronk, J., 1999 In : European Journal of Operational Research. 115, 3, p. 472-487