dr. (Guido) G. Baltussen
- Location
- Erasmus University Rotterdam
- Room
- H 14-10
- Telephone
- +31 10 4088925
- baltussen@ese.eur.nl
Profile
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…
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 (2018). 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
- K.A. Hytonen, G. Baltussen, M.J. van den Assem, V.A. Klucharev, A.G. Sanfey & A. 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: http://dx.doi.org/10.1016/j.jebo.2014.01.016
- G. Baltussen, B. Van Der Grient, W. De Groot, W. Zhou & E. Hennink (2012). Exploiting option information in the equity market. Financial Analysts Journal, 68 (4), 56-72. doi: http://dx.doi.org/10.2469/faj.v68.n4.1[go to publisher's site]
- G. Baltussen, G.T. 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: http://dx.doi.org/10.1016/j.jbankfin.2012.07.020[go to publisher's site]
- G. Baltussen, G.T. Post, M.J. van den Assem & P.P. Wakker (2012). Random Incentive Systems in a Dynamic Choice Experiment. Experimental Economics, 15 (3), 418-443. doi: http://dx.doi.org/10.1007/s10683-011-9306-4[go to publisher's site]
- G. Baltussen & G.T. Post (2011). Irrational diversification. Journal of Financial and Quantitative Analysis, 46 (5), 1463-1491. doi: http://dx.doi.org/10.1017/S002210901100041X[go to publisher's site]
- G.T. Post, M.J. van den Assem, G. Baltussen & R.H. 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: http://dx.doi.org/10.1257/aer.98.1.38[go to publisher's site]
- G. Baltussen, G.T. Post & W.N. van Vliet (2006). Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities. Management Science, 52 (8), 1288-1290. doi: http://dx.doi.org/10.1287/mnsc.1050.0544[go to publisher's site]
- G. Baltussen, J.J. Hazenberg & W. van der Scheer (2016). Resultaten uit het verleden...De extrapolatiebias van fondsbeleggers. VBA Journaal, 32 (125), 38-43.
- G. Baltussen & W. Van dommelen (2016). Factorpremies zitten overal! VBA Journaal, 32 (127), 25-31.
- M.J. van den Assem, G. Baltussen & G.T. Post (2007). De ene euro is de andere niet. Economisch-Statistische Berichten, 92 (4514), 427-428.
- G. Baltussen (2008, december 4). New Insights into Behavioral Finance. EUR ( Thela Thesis) Prom./coprom.: prof.dr. J. Spronk.
IEX columnist
- Start Date
- Jan/2015
- End Date
- Is current
- Place
- ROTTERDAM
- Specialty
- Behavioural Finance
ING Investment management
- Start Date
- Jan/2015
- End Date
- Is current
- Place
- DEN HAAG
- Specialty
- Behavioural Finance
Robeco Asset Management
- Start Date
- Jun/2017
- End Date
- Is current
- Place
- ROTTERDAM
- Description
- Director
- Specialty
- Behavioural Finance
Shell
- Start Date
- Nov/2015
- End Date
- Is current
- Place
- RIJSWIJK
- Specialty
- Behavioural Finance
Tridata
- Start Date
- Jan/2015
- End Date
- Is current
- Place
- DEN HAAG
- Specialty
- Behavioural Finance
Seminar Behavioural Investing
- Title
- Seminar Behavioural Investing
- Year
- 2018
- Period
- BLOK3
- Year level
- master (Master Economics and Business)
Associate Professor
- University
- Erasmus University Rotterdam
- School
- Erasmus School of Economics
- Department
- Business Economics
- Country
- Nederland
- Telephone
- +31 10 4088925
Robeco
- Additional Information
- Heading a team that develops factor-based solutions for clients, applying investment insights from academia in practice.
- Role
- Co-Head of Quant Allocation
- Obtained Wage
- yes
- Start Date
- Jun/2018