World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
32
Citations
4920
World Ranking
3437
National Ranking
2

Overview

Thierry Post is affiliated with Nazarbayev University in Kazakhstan. Their research primarily focuses on the fields of Economics, Econometrics and Finance, with a significant emphasis on Finance and Management Science and Operations Research as key subfields.

The scientist's work covers core topics including stochastic processes and financial applications, financial markets and investment strategies, capital investment and risk analysis, risk and portfolio optimization, financial risk and volatility modeling, monetary policy and economic impact, and decision-making and behavioral economics.

Frequently publishing in journals and platforms such as the SSRN Electronic Journal, Management Science, Journal of Banking & Finance, Operations Research, and the International Journal of Forecasting, Thierry Post has contributed substantially to the academic conversation in these areas.

  • Stochastic Bounds for Reference Sets in Portfolio Analysis (2021, Management Science)
  • Optimal portfolio choice for higher-order risk averters (2022, Journal of Banking & Finance)
  • Risk Arbitrage Opportunities for Stock Index Options (2020, Operations Research)
  • Generalized Stochastic Arbitrage Opportunities (2023, Management Science)
  • Nonparametric tests for Optimal Predictive Ability (2020, International Journal of Forecasting)

Thierry Post collaborates regularly with fellow researchers, with their frequent coauthors including Stelios Arvanitis, Enrico G. De Giorgi, Askhat Omar, Valerio Potì, and Richard McGee.

The central focus of Thierry Post's scholarly pursuits is on analytical and quantitative approaches to financial risk assessment, portfolio management, and the application of stochastic methods to real-world economic scenarios. Their research advances understanding in areas such as risk arbitrage and portfolio optimization, employing theoretical insights supported by empirical analysis.

Best Publications

  • Deal or No Deal? Decision-making under Risk in a Large-payoff Game Show

    Thierry Post;Martijn J. van den Assem;Guido Baltussen;Richard H. Thaler

  • Optimal portfolio choice under loss aversion

    Arjan B. Berkelaar;Roy Kouwenberg;Thierry Post

  • Empirical Tests for Stochastic Dominance Efficiency

    Thierry Post

  • Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs

    Thierry Post;Haim Levy

  • Risk aversion and skewness preference

    Thierry Post;Pim van Vliet;Haim Levy

  • Random incentive systems in a dynamic choice experiment

    Guido Baltussen;G. Thierry Post;Martijn J. van den Assem;Peter P. Wakker

  • Downside Risk and Asset Pricing

    Thierry Post;Pim van Vliet

  • A quasi-concave DEA model with an application for bank branch performance evaluation

    David Dekker;Thierry Post

  • Measuring economic efficiency with incomplete price information: With an application to European commercial banks

    Timo Kuosmanen;Thierry Post

  • On the performance of emerging market equity mutual funds

    Joop Huij;Joop Huij;Thierry Post;Thierry Post

  • Portfolio Choice Based on Third-Degree Stochastic Dominance

    Thierry Post;Miloš Kopa

  • Second Order Stochastic Dominance, Reward-Risk Portfolio Selection and the CAPM ∗

    Enrico De Giorgi;Thierry Post

  • Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities

    Guido Baltussen;Thierry Post;Pim van Vliet

  • What Is the Economic Meaning of FDH? A Reply to Thrall

    Laurens Cherchye;Timo Kuosmanen;Thierry Post

  • Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio

    Thierry Post;Philippe Versijp

  • Loss Aversion with a State-Dependent Reference Point

    Enrico G. De Giorgi;Thierry Post

  • General linear formulations of stochastic dominance criteria

    Thierry Post;Miloš Kopa

  • FDH Directional distance functions with an application to European Commercial banks

    Laurens Cherchye;Timo Kuosmanen;Thierry Post

  • Methodological Advances in DEA: A survey and an application for the Dutch electricity sector

    Laurens Cherchye;Thierry Post

  • A general test for SSD portfolio efficiency

    Miloš Kopa;Thierry Post

  • Portfolio Choice based on Third-degree Stochastic Dominance, With an Application to Industry Momentum

    Thierry Post;Milos Kopa

Frequent Co-Authors

Timo Kuosmanen
Timo Kuosmanen Aalto University
Haim Levy
Haim Levy Hebrew University of Jerusalem
Richard H. Thaler
Richard H. Thaler University of Chicago
Thorsten Hens
Thorsten Hens University of Zurich
Oliver Linton
Oliver Linton University of Cambridge
Wing-Keung Wong
Wing-Keung Wong Asian University
Peter P. Wakker
Peter P. Wakker Erasmus University Rotterdam

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