Biography
Guido Baltussen is full Professor in Finance (Chair: Behavioral Finance and Financial Markets) and a Tinbergen and ERIM (high performance) fellow. His expertise is financial markets, investments, and investor behavior. Guido has published several articles in the leading academic finance journals (e.g., American Economic Review, Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis) as well as practitioner journals (e.g., Financial Analysts Journal, Journal of Portfolio Management). His research is covered in various media such as the Wall Street Journal, America Today, Bloomberg News, MoneyWeek, and Financial Times. Guido also works in the investment industry at Northern Trust Asset Management, managing 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.
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Work
- 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 - doi: 10.1016/j.jfineco.2021.04.029 - [link]
- 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 - [link]
- 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 - [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 - [link]
Northern Trust Asset Management
- Start date approval
- January 2024
- End date approval
- December 2026
- Place
- CHICAGO
- Description
- Managing Director
Aurelius
- Start date approval
- March 2025
- End date approval
- December 2027
- Place
- UTRECHT
- Description
- RvC
Seminar Behavioural Investing
- Year
- 2024
- Course Code
- FEM11182