Professor in Behavioral Finance and Financial Markets
Full professor Erasmus School of Economics Business Economics
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- E2-30
- baltussen@ese.eur.nl
Professor in Behavioral Finance and Financial Markets
Endowed professor Erasmus School of Economics Business Economics
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- E2-30
- baltussen@ese.eur.nl
More information
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Profile
Guido Baltussen is Professor in Finance (Chair: Behavioral Finance and Financial Markets) and a full Tinbergen and ERIM (high performance) fellow. His expertise is investments and incorporating Behavioral Finance into investment processes, with research focusing on the boundaries of Behavioral Finance and Asset Pricing, Investments, Portfolio Construction and Individual Investor or Firm 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) and his research is covered in various media such as the Wall Street Journal, America Today, Bloomberg News, MoneyWeek, and more. Guido also works at Robeco Asset Management, managing several quantitative investment teams and 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.
- Guido Baltussen, Laurens Swinkels & Pim Van Vliet (2021) - Global factor premiums - Journal of Financial Economics, 142 (3), 1128-1154 - doi: 10.1016/j.jfineco.2021.06.030 - [link]
- Guido Baltussen, Z Da, S Lammers & MPE Martens (2021) - Hedging Demand and Market Intraday Momentum - Journal of Financial Economics, 142 (1), 377-403 - doi: 10.1016/j.jfineco.2021.04.029 - [link]
- Guido Baltussen, D Blitz & P Van Vliet (2020) - When Equity Factors Drop Their Shorts - Financial Analysts Journal, 76 (4) - doi: 10.1080/0015198X.2020.1779560
- Guido Baltussen, Sjoerd Bekkum & Z Da (2018) - Indexing and Stock Market Serial Dependence Around the World - Journal of Financial Economics, 132 (1), 26-48 - doi: 10.1016/j.jfineco.2018.07.016
- GT (Thierry) Post, MJ assem, Guido Baltussen & RH Thaler (2008) - Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show - The American Economic Review, 98 (1), 38-71 - doi: 10.1257/aer.98.1.38
- Guido Baltussen, Laurens Swinkels & Pim Van Vliet (2021) - Global factor premiums - Journal of Financial Economics, 142 (3), 1128-1154 - doi: 10.1016/j.jfineco.2021.06.030 - [link]
- Guido Baltussen, Z Da, S Lammers & MPE Martens (2021) - Hedging Demand and Market Intraday Momentum - Journal of Financial Economics, 142 (1), 377-403 - doi: 10.1016/j.jfineco.2021.04.029 - [link]
- Guido Baltussen, D Blitz & P Van Vliet (2020) - When Equity Factors Drop Their Shorts - Financial Analysts Journal, 76 (4) - doi: 10.1080/0015198X.2020.1779560
- Guido Baltussen, Sjoerd Bekkum & Z Da (2018) - Indexing and Stock Market Serial Dependence Around the World - Journal of Financial Economics, 132 (1), 26-48 - doi: 10.1016/j.jfineco.2018.07.016
- GT (Thierry) Post, MJ assem, Guido Baltussen & RH Thaler (2008) - Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show - The American Economic Review, 98 (1), 38-71 - doi: 10.1257/aer.98.1.38
- Guido Baltussen, Laurens Swinkels & Pim Van Vliet (2021) - Global factor premiums - Journal of Financial Economics, 142 (3), 1128-1154 - doi: 10.1016/j.jfineco.2021.06.030 - [link]
- Guido Baltussen, Z Da, S Lammers & MPE Martens (2021) - Hedging Demand and Market Intraday Momentum - Journal of Financial Economics, 142 (1), 377-403 - doi: 10.1016/j.jfineco.2021.04.029 - [link]
- Guido Baltussen, Martin Martens & Olaf Penninga (2021) - Predicting Bond Returns - Financial Analysts Journal, 77 (3), 133-155 - doi: 10.1080/0015198X.2021.1908775
- Guido Baltussen, D Blitz & P Van Vliet (2020) - When Equity Factors Drop Their Shorts - Financial Analysts Journal, 76 (4) - doi: 10.1080/0015198X.2020.1779560
- Guido Baltussen, D Blitz & P Van Vliet (2020) - The Volatility Effect Revisited - The Journal of Portfolio Management, 46 (2) - doi: 10.3905/jpm.2019.1.114
- Guido Baltussen, Sjoerd Bekkum & 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
- Guido Baltussen, Sjoerd Bekkum & Z Da (2018) - Indexing and Stock Market Serial Dependence Around the World - Journal of Financial Economics, 132 (1), 26-48 - doi: 10.1016/j.jfineco.2018.07.016
- Guido Baltussen, S Beckers, Jan Jaap Hazenberg & W van der Scheer (2017) - Actief fondsbeheer - VBA Journaal, 33 (131), 9-17
- Guido Baltussen, MJ assem & D (Dennie) van Dolder (2016) - Risky Choice in the Limelight - The Review of Economics and Statistics, 98 (2), 318-332 - doi: 10.2139/ssrn.2057134
- KA (Kaisa) Hytonen, Guido Baltussen, MJ assem, VA Klucharev, AG Sanfey & Ale Smidts (2014) - Path Dependence in Risky Choice: Affective and Deliberative Processes in Brain and Behavior - Journal of Economic Behavior and Organization, 107 (11), 566-581 - doi: 10.1016/j.jebo.2014.01.016
- Guido Baltussen, GT (Thierry) Post, MJ assem & Peter Wakker (2012) - Random Incentive Systems in a Dynamic Choice Experiment - Experimental Economics, 15 (3), 418-443 - doi: 10.1007/s10683-011-9306-4
- Guido Baltussen, B Van Der Grient, W De Groot, We Zhou & E Hennink (2012) - Exploiting option information in the equity market - Financial Analysts Journal, 68 (4), 56-72 - doi: 10.2469/faj.v68.n4.1
- Guido Baltussen, GT (Thierry) Post & P Van Vliet (2012) - Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle - Journal of Banking and Finance, 36 (12), 3382-3398 - doi: 10.1016/j.jbankfin.2012.07.020
- Guido Baltussen & GT (Thierry) Post (2011) - Irrational diversification - Journal of Financial and Quantitative Analysis, 46 (5), 1463-1491 - doi: 10.1017/S002210901100041X
- GT (Thierry) Post, MJ assem, Guido Baltussen & RH Thaler (2008) - Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show - The American Economic Review, 98 (1), 38-71 - doi: 10.1257/aer.98.1.38
- Guido Baltussen, GT (Thierry) Post & WN (Pim) van Vliet (2006) - Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities - Management Science, 52 (8), 1288-1290 - doi: 10.1287/mnsc.1050.0544
- Guido Baltussen & W Van dommelen (2016) - Factorpremies zitten overal! - VBA Journaal, 32 (127), 25-31
- Guido Baltussen, Jan Jaap Hazenberg & W van der Scheer (2016) - Resultaten uit het verleden...De extrapolatiebias van fondsbeleggers - VBA Journaal, 32 (125), 38-43
- MJ assem, Guido Baltussen & GT (Thierry) Post (2007) - De ene euro is de andere niet - Economisch-Statistische Berichten, 92 (4514), 427-428
- Guido Baltussen (2008) - New Insights into Behavioral Finance - EUR
- Guido Baltussen, Laurens Swinkels & Pim Van Vliet (2021) - Global factor premiums - Journal of Financial Economics, 142 (3), 1128-1154 - doi: 10.1016/j.jfineco.2021.06.030 - [link]
- Guido Baltussen, Z Da, S Lammers & MPE Martens (2021) - Hedging Demand and Market Intraday Momentum - Journal of Financial Economics, 142 (1), 377-403 - doi: 10.1016/j.jfineco.2021.04.029 - [link]
- Guido Baltussen, Martin Martens & Olaf Penninga (2021) - Predicting Bond Returns - Financial Analysts Journal, 77 (3), 133-155 - doi: 10.1080/0015198X.2021.1908775
- Guido Baltussen, D Blitz & P Van Vliet (2020) - When Equity Factors Drop Their Shorts - Financial Analysts Journal, 76 (4) - doi: 10.1080/0015198X.2020.1779560
- Guido Baltussen, D Blitz & P Van Vliet (2020) - The Volatility Effect Revisited - The Journal of Portfolio Management, 46 (2) - doi: 10.3905/jpm.2019.1.114
- Guido Baltussen, Sjoerd Bekkum & 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
- Guido Baltussen, Sjoerd Bekkum & Z Da (2018) - Indexing and Stock Market Serial Dependence Around the World - Journal of Financial Economics, 132 (1), 26-48 - doi: 10.1016/j.jfineco.2018.07.016
- Guido Baltussen, S Beckers, Jan Jaap Hazenberg & W van der Scheer (2017) - Actief fondsbeheer - VBA Journaal, 33 (131), 9-17
- Guido Baltussen, MJ assem & D (Dennie) van Dolder (2016) - Risky Choice in the Limelight - The Review of Economics and Statistics, 98 (2), 318-332 - doi: 10.2139/ssrn.2057134
- KA (Kaisa) Hytonen, Guido Baltussen, MJ assem, VA Klucharev, AG Sanfey & Ale Smidts (2014) - Path Dependence in Risky Choice: Affective and Deliberative Processes in Brain and Behavior - Journal of Economic Behavior and Organization, 107 (11), 566-581 - doi: 10.1016/j.jebo.2014.01.016
- Guido Baltussen, GT (Thierry) Post, MJ assem & Peter Wakker (2012) - Random Incentive Systems in a Dynamic Choice Experiment - Experimental Economics, 15 (3), 418-443 - doi: 10.1007/s10683-011-9306-4
- Guido Baltussen, B Van Der Grient, W De Groot, We Zhou & E Hennink (2012) - Exploiting option information in the equity market - Financial Analysts Journal, 68 (4), 56-72 - doi: 10.2469/faj.v68.n4.1
- Guido Baltussen, GT (Thierry) Post & P Van Vliet (2012) - Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle - Journal of Banking and Finance, 36 (12), 3382-3398 - doi: 10.1016/j.jbankfin.2012.07.020
- Guido Baltussen & GT (Thierry) Post (2011) - Irrational diversification - Journal of Financial and Quantitative Analysis, 46 (5), 1463-1491 - doi: 10.1017/S002210901100041X
- GT (Thierry) Post, MJ assem, Guido Baltussen & RH Thaler (2008) - Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show - The American Economic Review, 98 (1), 38-71 - doi: 10.1257/aer.98.1.38
- Guido Baltussen, GT (Thierry) Post & WN (Pim) van Vliet (2006) - Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities - Management Science, 52 (8), 1288-1290 - doi: 10.1287/mnsc.1050.0544
- Guido Baltussen & W Van dommelen (2016) - Factorpremies zitten overal! - VBA Journaal, 32 (127), 25-31
- Guido Baltussen, Jan Jaap Hazenberg & W van der Scheer (2016) - Resultaten uit het verleden...De extrapolatiebias van fondsbeleggers - VBA Journaal, 32 (125), 38-43
- MJ assem, Guido Baltussen & GT (Thierry) Post (2007) - De ene euro is de andere niet - Economisch-Statistische Berichten, 92 (4514), 427-428
- Guido Baltussen, Laurens Swinkels & Pim Van Vliet (2021) - Global factor premiums - Journal of Financial Economics, 142 (3), 1128-1154 - doi: 10.1016/j.jfineco.2021.06.030 - [link]
- Guido Baltussen, Z Da, S Lammers & MPE Martens (2021) - Hedging Demand and Market Intraday Momentum - Journal of Financial Economics, 142 (1), 377-403 - doi: 10.1016/j.jfineco.2021.04.029 - [link]
- Guido Baltussen, Martin Martens & Olaf Penninga (2021) - Predicting Bond Returns - Financial Analysts Journal, 77 (3), 133-155 - doi: 10.1080/0015198X.2021.1908775
- Guido Baltussen, D Blitz & P Van Vliet (2020) - When Equity Factors Drop Their Shorts - Financial Analysts Journal, 76 (4) - doi: 10.1080/0015198X.2020.1779560
- Guido Baltussen, D Blitz & P Van Vliet (2020) - The Volatility Effect Revisited - The Journal of Portfolio Management, 46 (2) - doi: 10.3905/jpm.2019.1.114
- Guido Baltussen, Sjoerd Bekkum & 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
- Guido Baltussen, Sjoerd Bekkum & Z Da (2018) - Indexing and Stock Market Serial Dependence Around the World - Journal of Financial Economics, 132 (1), 26-48 - doi: 10.1016/j.jfineco.2018.07.016
- Guido Baltussen, S Beckers, Jan Jaap Hazenberg & W van der Scheer (2017) - Actief fondsbeheer - VBA Journaal, 33 (131), 9-17
- Guido Baltussen, MJ assem & D (Dennie) van Dolder (2016) - Risky Choice in the Limelight - The Review of Economics and Statistics, 98 (2), 318-332 - doi: 10.2139/ssrn.2057134
- KA (Kaisa) Hytonen, Guido Baltussen, MJ assem, VA Klucharev, AG Sanfey & Ale Smidts (2014) - Path Dependence in Risky Choice: Affective and Deliberative Processes in Brain and Behavior - Journal of Economic Behavior and Organization, 107 (11), 566-581 - doi: 10.1016/j.jebo.2014.01.016
- Guido Baltussen, GT (Thierry) Post, MJ assem & Peter Wakker (2012) - Random Incentive Systems in a Dynamic Choice Experiment - Experimental Economics, 15 (3), 418-443 - doi: 10.1007/s10683-011-9306-4
- Guido Baltussen, B Van Der Grient, W De Groot, We Zhou & E Hennink (2012) - Exploiting option information in the equity market - Financial Analysts Journal, 68 (4), 56-72 - doi: 10.2469/faj.v68.n4.1
- Guido Baltussen, GT (Thierry) Post & P Van Vliet (2012) - Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle - Journal of Banking and Finance, 36 (12), 3382-3398 - doi: 10.1016/j.jbankfin.2012.07.020
- Guido Baltussen & GT (Thierry) Post (2011) - Irrational diversification - Journal of Financial and Quantitative Analysis, 46 (5), 1463-1491 - doi: 10.1017/S002210901100041X
- GT (Thierry) Post, MJ assem, Guido Baltussen & RH Thaler (2008) - Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show - The American Economic Review, 98 (1), 38-71 - doi: 10.1257/aer.98.1.38
- Guido Baltussen, GT (Thierry) Post & WN (Pim) van Vliet (2006) - Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities - Management Science, 52 (8), 1288-1290 - doi: 10.1287/mnsc.1050.0544
- Guido Baltussen, Laurens Swinkels & Pim Van Vliet (2021) - Global factor premiums - Journal of Financial Economics, 142 (3), 1128-1154 - doi: 10.1016/j.jfineco.2021.06.030 - [link]
- Guido Baltussen, Z Da, S Lammers & MPE Martens (2021) - Hedging Demand and Market Intraday Momentum - Journal of Financial Economics, 142 (1), 377-403 - doi: 10.1016/j.jfineco.2021.04.029 - [link]
- Guido Baltussen, Martin Martens & Olaf Penninga (2021) - Predicting Bond Returns - Financial Analysts Journal, 77 (3), 133-155 - doi: 10.1080/0015198X.2021.1908775
- Guido Baltussen, D Blitz & P Van Vliet (2020) - When Equity Factors Drop Their Shorts - Financial Analysts Journal, 76 (4) - doi: 10.1080/0015198X.2020.1779560
- Guido Baltussen, D Blitz & P Van Vliet (2020) - The Volatility Effect Revisited - The Journal of Portfolio Management, 46 (2) - doi: 10.3905/jpm.2019.1.114
- Guido Baltussen, Sjoerd Bekkum & 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
- Guido Baltussen, Sjoerd Bekkum & Z Da (2018) - Indexing and Stock Market Serial Dependence Around the World - Journal of Financial Economics, 132 (1), 26-48 - doi: 10.1016/j.jfineco.2018.07.016
- Guido Baltussen, S Beckers, Jan Jaap Hazenberg & W van der Scheer (2017) - Actief fondsbeheer - VBA Journaal, 33 (131), 9-17
- Guido Baltussen, MJ assem & D (Dennie) van Dolder (2016) - Risky Choice in the Limelight - The Review of Economics and Statistics, 98 (2), 318-332 - doi: 10.2139/ssrn.2057134
- KA (Kaisa) Hytonen, Guido Baltussen, MJ assem, VA Klucharev, AG Sanfey & Ale Smidts (2014) - Path Dependence in Risky Choice: Affective and Deliberative Processes in Brain and Behavior - Journal of Economic Behavior and Organization, 107 (11), 566-581 - doi: 10.1016/j.jebo.2014.01.016
- Guido Baltussen, GT (Thierry) Post, MJ assem & Peter Wakker (2012) - Random Incentive Systems in a Dynamic Choice Experiment - Experimental Economics, 15 (3), 418-443 - doi: 10.1007/s10683-011-9306-4
- Guido Baltussen, B Van Der Grient, W De Groot, We Zhou & E Hennink (2012) - Exploiting option information in the equity market - Financial Analysts Journal, 68 (4), 56-72 - doi: 10.2469/faj.v68.n4.1
- Guido Baltussen, GT (Thierry) Post & P Van Vliet (2012) - Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle - Journal of Banking and Finance, 36 (12), 3382-3398 - doi: 10.1016/j.jbankfin.2012.07.020
- Guido Baltussen & GT (Thierry) Post (2011) - Irrational diversification - Journal of Financial and Quantitative Analysis, 46 (5), 1463-1491 - doi: 10.1017/S002210901100041X
- GT (Thierry) Post, MJ assem, Guido Baltussen & RH Thaler (2008) - Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show - The American Economic Review, 98 (1), 38-71 - doi: 10.1257/aer.98.1.38
- Guido Baltussen, GT (Thierry) Post & WN (Pim) van Vliet (2006) - Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities - Management Science, 52 (8), 1288-1290 - doi: 10.1287/mnsc.1050.0544
- Guido Baltussen & W Van dommelen (2016) - Factorpremies zitten overal! - VBA Journaal, 32 (127), 25-31
- Guido Baltussen, Jan Jaap Hazenberg & W van der Scheer (2016) - Resultaten uit het verleden...De extrapolatiebias van fondsbeleggers - VBA Journaal, 32 (125), 38-43
- MJ assem, Guido Baltussen & GT (Thierry) Post (2007) - De ene euro is de andere niet - Economisch-Statistische Berichten, 92 (4514), 427-428
- Guido Baltussen & W Van dommelen (2016) - Factorpremies zitten overal! - VBA Journaal, 32 (127), 25-31
- Guido Baltussen, Jan Jaap Hazenberg & W van der Scheer (2016) - Resultaten uit het verleden...De extrapolatiebias van fondsbeleggers - VBA Journaal, 32 (125), 38-43
- MJ assem, Guido Baltussen & GT (Thierry) Post (2007) - De ene euro is de andere niet - Economisch-Statistische Berichten, 92 (4514), 427-428
- Guido Baltussen (2008) - New Insights into Behavioral Finance - EUR
- Guido Baltussen (2008) - New Insights into Behavioral Finance - EUR
Robeco Asset Management
- Begindatum goedkeuring
- april 2019
- Einddatum goedkeuring
- april 2022
- Plaats
- ROTTERDAM
- Beschrijving
- Director
Robeco Asset Management
- Begindatum goedkeuring
- april 2019
- Einddatum goedkeuring
- april 2022
- Plaats
- ROTTERDAM
- Beschrijving
- Director
Seminar Behavioural Investing
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- FEM11182
Seminar Behavioural Investing
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- FEM11182
