Thierry Post

Nazarbayev University — KZ

Economics, Econometrics and Finance · Social Sciences

30h-index4.1kcitations169works0.32yr avg
OpenAlex↗ORCID↗Google Scholar↗Lab page↗

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Research Topics

Financial Markets and Investment Strategies(83), Risk and Portfolio Optimization(48), Monetary Policy and Economic Impact(39), Stochastic processes and financial applications(33), Efficiency Analysis Using DEA(27)

Publications169 total

Mental Framing Effects in Dynamic Portfolio Choice
SSRN Electronic Journal·2025Open Access
Strengthening Environmental Trade-off Analysis using Socio-economic Weight Restrictions
SSRN Electronic Journal·2025Open Access
Updating Density Estimates using Conditional Information Projection: Stock Index Returns and Stochastic Dominance Relations
SSRN Electronic Journal·2025Open Access
Analyzing Individual Bracketing Behavior in Risk Aggregation Tasks
SSRN Electronic Journal·2025Open Access
Improved Option-Implied Estimates of Relative Risk Aversion and Market Risk Premium
SSRN Electronic Journal·2025Open Access
Tractable Conditions for Stochastic Arbitrage in Index Options: Theory and Evidence
SSRN Electronic Journal·2025Open Access
Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing
Mathematics·2024· 2 citedOpen Access
Mental Framing Effects in Dynamic Portfolio Choice
SSRN Electronic Journal·2024Open Access
Option-Implied Physical Distributions
SSRN Electronic Journal·2024· 1 citedOpen Access
Analyzing Individual Bracketing Behavior in Risk Aggregation Tasks
SSRN Electronic Journal·2024Open Access
A financial modeling approach to industry exchange-traded funds selection
Journal of Empirical Finance·2023· 1 cited
Generalized Stochastic Arbitrage Opportunities
Management Science·2023· 8 cited
A Financial Modeling Approach to Industry Exchange-Traded Funds Selection
SSRN Electronic Journal·2023Open Access
Joint Arbitrage Conditions for Stock Index Options and Volatility Index Options
SSRN Electronic Journal·2023Open Access
Optimal portfolio choice for higher-order risk averters
Journal of Banking & Finance·2022· 18 cited
Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing
SSRN Electronic Journal·2022· 1 citedOpen Access
Stochastic Bounds for Reference Sets in Portfolio Analysis
Management Science·2021· 24 cited
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
Figshare·2021· 1 citedOpen Access
Ordering Arbitrage Portfolios and Finding Arbitrage Opportunities
SSRN Electronic Journal·2021Open Access
Risk Arbitrage Opportunities for Stock Index Options
Operations Research·2020· 19 cited
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Frequent Co-authors

Timo Kuosmanen(10), Laurens Cherchye(6), Miloš Kopa(5), Guido Baltussen(4), Pim van Vliet(4), Haim Levy(3), Stelios Arvanitis(3), Yi Fang(3), Martijn J. van den Assem(2), Richard H. Thaler(2), Arjan Berkelaar(2), Roy Kouwenberg(2), Yoon‐Jae Whang(2), Nikolas Topaloglou(2), Jaap Spronk(1), David Dekker(1), Philippe Versijp(1), Joop Huij(1), Enrico De Giorgi(1), Oliver Linton(1)