Guido Baltussen is Professor in Finance (Chair: Behavioral Finance and Financial Markets) and a full Tinbergen and ERIM (high performance) fellow. In addition, he works at Robeco Asset Management as (Co-)Head of Quant Allocation, managing several quantitative investment strategies. Before he obtained his PhD in Finance at the Erasmus University Rotterdam, and was visiting at Stern School of Business of New York University, New York, USA. His expertise is Behavioral Finance, Factor-based Investing and Behavioral Finance Investing, with research focusing on the boundaries of Behavioral Finance and Asset Pricing, Investments, Portfolio Construction and Individual Investor Decision Making. Guido has published several articles in the leading economic and finance journals (e.g. American Economic Review, Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis, Review of Economics and Statistics) and his research is covered in various media such as the Wall Street Journal, America Today, Bloomberg News, MoneyWeek, and more.
G. Baltussen, L.A.P. Swinkels & W.N. van Vliet (2021). Global Factor Premiums. Journal of Financial Economics.
G. Baltussen, Z. Da, S. Lammers & M.P.E. Martens (2020). Hedging Demand and Market Intraday Momentum. Journal of Financial Economics.
G. Baltussen, D. Blitz & P. Van Vliet (2020). The Volatility Effect Revisited. The Journal of Portfolio Management, 46 (2), 45. doi: 10.3905/jpm.2019.1.114
G. Baltussen, D. Blitz & P. Van Vliet (2020). When Equity Factors Drop Their Shorts. Financial Analysts Journal, 76 (4), 73. doi: 10.1080/0015198X.2020.1779560
S. van Bekkum, G. Baltussen & B. van der Grient (2018). Unknown Unknowns: Uncertainty About Risk and Stock Returns. Journal of Financial and Quantitative Analysis, 53 (4), 1-37. doi: 10.1017/S0022109018000480
G. Baltussen, S. Beckers, J.J. Hazenberg & W. van der Scheer (2017). Actief fondsbeheer. VBA Journaal, 33 (131), 9-17.
G. Baltussen, M.J. van den Assem & D. van Dolder (2016). Risky Choice in the Limelight. The Review of Economics and Statistics, 98 (2), 318-332. doi: 10.2139/ssrn.2057134