Guido Baltussen is Associate Professor in Finance and a full Tinbergen and ERIM (high performance) fellow. In addition, he works at Robeco Asset Management as Head of Quant Allocation, and expert in quantitative investment strategies in Multi Asset and Fixed Income spaces. 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, and more.
G. Baltussen, S. van Bekkum & Z. Da (2018). Indexing and Stock Market Serial Dependence Around the World. Journal of Financial Economics, Accepted.
S. van Bekkum, G. Baltussen & B. van der Grient (2017). Unknown Unknowns: Uncertainty About Risk and Stock Returns. Journal of Financial and Quantitative Analysis, Accepted.
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, Accepted. doi: http://dx.doi.org/10.2139/ssrn.2057134