Welcome to the homepage of
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.
Work Address and Contact Information:
Department of Business
Erasmus School of Economics and Tinbergen Institute
PO Box 1738,
3000 DR Rotterdam, the Netherlands
Tel.: +31 (0)10 4088910
· “Deal or No Deal? Decision Making Under Risk in a Large-Payoff Game Show” (joint with Thierry Post, Martijn Van den Assem,and Richard H. Thaler), American Economic Review 98(1), p. 38-71. March 2008.
· “Exploiting Option Information in the Equity Market” (together with Barthold van der Grient, Wilma de Groot, Erik Hennink and Weili Zhou), Financial Analyst Journal 68(4), p. 56–72, July/August 2012.
· “Path-Dependence in Risky Choice: Affective and Deliberative Processes in Brain and Behavior” (together with Kaisa Hytonen, Martijn Van den Assem, Valery Klucharev, Ale Smidts, and Alan Sanfey), Journal of Economic Behavior and Organization, forthcoming.
At the Erasmus I teach a masters-seminar about Behavioral Finance and the world and practice of Investing; 'Behavioral Investing'. For more information about this course, please click here.
For my 'Behavioral Finance' columns for the popular Dutch investment site IEX.nl, please click here.
For an overview of the media coverage related to the "Deal or No Deal" research project, please click here.