Academic staff - Department of Business Economics
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Guido Baltussen
dr. G. Baltussen
Department of Business Economics
Erasmus School of Economics
Erasmus University Rotterdam
T: 010-4088925
T: 010-4081285
Room: H14-10
Personal website: http://people.few.eur.nl/baltussen/
Profile
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Professional experience
| University | Erasmus University Rotterdam |
| School | Erasmus School of Economics |
| Department | Business Economics |
| Country | The Netherlands |
Research
Guido Baltussen is Assistant Professor in Finance and a Tinbergen and ERIM fellow. In addition, he works as investment strategist at ING Investment Management. Before he obtained his PhD in Finance at the Erasmus University Rotterdam, and worked at Stern School of Business of New York University, New York, USA. His expertise is Behavioral Finance, applied to among others Asset Pricing, Portfolio Construction and Decision Making under Risk. Guido published several articles in the leading economic journals (American Economic Review, Management Science, Journal of Financial and Quantitative Analysis) and his research is covered in various media. Moreover, Guido regularly writes 'Behavioral Finance' columns for the popular Dutch investment website IEX.nl.
Publications
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- Baltussen, G., Post, G.T., Assem, M.J. van den & Wakker, P.P. (2012). Random Incentive Systems in a Dynamic Choice Experiment. Experimental Economics, 15(3), 418-443.
- Baltussen, G., Assem, M.J. van den & Dolder, D. van (2012). Risky Choice in the Limelight. Rotterdam: Erasmus School of Economics.
- Baltussen, G., Van Der Grient, B, De Groot, W, Zhou, We. & Hennink, E (2012). Exploiting option information in the equity market. Financial Analysts Journal, 68(4), 56-72.
- Baltussen, G., Post, G.T. & Van Vliet, P. (2012). Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle. In Vol. 36. Journal of Banking and Finance (pp. 3382-3398).
- Baltussen, G. & Post, G.T. (2011). Irrational diversification. Journal of Financial and Quantitative Analysis, 46(5), 1463-1491.
- Hytonen, K.A., Baltussen, G., Assem, M.J. van den, Smidts, A., Klucharev, V.A. & Sanfey, A.G. (2010). Path-dependence in risky choice: Affective and deliberative processes in brain and behavior. : .
- Baltussen, G. (2008, december 04). New Insights into Behavioral Finance. EUR ( Thela Thesis). Prom./coprom.: Prof.Dr. J. Spronk.
- Post, G.T., Assem, M.J. van den, Baltussen, G. & Thaler, R.H. (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show. The American Economic Review, 98(1), 38-71.
- Baltussen, G., Post, G.T. & Assem, M.J. van den (2007). Risky Choice and the Relative Size of Stakes. Rotterdam: Erasmus School of Economics.
- Assem, M.J. van den, Baltussen, G. & Post, G.T. (2007). De ene euro is de andere niet. Economisch-Statistische Berichten, 92(4514), 427-428.
- Baltussen, G., Post, G.T. & Vliet, W.N. van (2006). Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities. Management Science, 52(8), 1288-1290.
