Baltussen, G., Swinkels, L. and \Van Vliet\, P. (2021). Global factor premiums Journal of Financial Economics, 142(3):1128--1154.
Guido Baltussen
University
Erasmus University Rotterdam
E-mail
Research field
Finance
Interests
Experimental Economics, Finance, Risk and Uncertainty
Website
Biography
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 Tinbergen Institute and Erasmus University Rotterdam, and was visiting at Stern School of Business of New York University, New York, USA. Guido is also a Tinbergen Institute research master alumnus.
Key publications
Baltussen, G., Da, Z., Lammers, S. and Martens, M. (2021). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :.
Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
Baltussen, G., van den Assem, M.J. and van Dolder, D. (2016). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.
Post, G., van den Assem, M.J., Baltussen, G. and Thaler, R. (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show American Economic Review, 98(1):38--71.
List of publications
Baltussen, G., Swinkels, L., \van Vliet\, B. and \van Vliet\, P. (2023). Investing in Deflation, Inflation, and Stagflation Regimes Financial Analysts Journal, 79(3):5--32.
Baltussen, G., Beckers, S., Hazenberg, \.J. and \Van Der Scheer\, W. (2022). Fund Selection: Sense and Sensibility Financial Analysts Journal, 78(3):30--48.
Baltussen, G., Swinkels, L. and \Van Vliet\, P. (2021). Global factor premiums Journal of Financial Economics, 142(3):1128--1154.
Baltussen, G., Martens, M. and Penninga, O. (2021). Predicting Bond Returns: 70 Years of International Evidence Financial Analysts Journal, 77(3):133--155.
Baltussen, G., Da, Z., Lammers, S. and Martens, M. (2021). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :.
Baltussen, G., Blitz, D. and \Van Vliet\, P. (2020). When Equity Factors Drop Their Shorts Financial Analysts Journal, 76(4):.
Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
Baltussen, G., Bekkum, S. and \van der Grient\, B. (2018). Unknown Unknowns: Uncertainty About Risk and Stock Returns Journal of Financial and Quantitative Analysis, 53(4):1--37.
Baltussen, G., van den Assem, M.J. and van Dolder, D. (2016). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.
Hytonen, K., Baltussen, G., van den Assem, M.J., Klucharev, V., Sanfey, A. and Smidts, A. (2014). Path Dependence in Risky Choice: Affective and Deliberative Processes in Brain and Behavior Journal of Economic Behavior and Organization, 107(B):566--581.
Baltussen, G., Post, G., van den Assem, M.J. and Wakker, P. (2012). Random Incentive Systems in a Dynamic Choice Experiment Experimental Economics, 15(3):418--443.
Baltussen, G., Post, \.(. and \Van Vliet\, P. (2012). Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle Journal of Banking and Finance, 36(12):3382--3398.
Baltussen, G., \Van Der Grient\, B., \De Groot\, W., Zhou, W. and Hennink, E. (2012). Exploiting option information in the equity market Financial Analysts Journal, 68(4):56--72.
Baltussen, G. and Post, \.(. (2011). Irrational diversification Journal of Financial and Quantitative Analysis, 46(5):1463--1491.
Post, G., van den Assem, M.J., Baltussen, G. and Thaler, R. (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show American Economic Review, 98(1):38--71.