Thierry Post

Economics and Econometrics · 2000–2009

A researcher in the Science corpus: 8 papers; trusts 12 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 25 citations into it; #2,170 of 23,481 by trust here, #3,652 by citations
• Finance — 18 citations into it; #1,143 of 10,518 by trust here, #2,212 by citations
• General Decision Sciences — 16 citations into it; #847 of 1,995 by trust here, #527 by citations
• Safety Research — 6 citations into it; #4,677 of 5,829 by trust here, #1,955 by citations
• Economics & Operations Research — 5 citations into it

Whom Thierry Post trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eugene F. Fama
2. Daniel Kahneman
3. Jeffrey M. Wooldridge
4. Amos Tversky
5. Kenneth R. French
6. Bradley Efron
7. Paul Glasserman
8. Lars Peter Hansen
9. Robert F. Dittmar
10. Haim Levy

Who trusts Thierry Post overall

1. Wing-Keung Wong
2. Olivier Scaillet
3. Miloš Kopa
4. Raymond H. Chan
5. D. Gasbarro
6. W. Fong
7. Pim van Vliet
8. Hooi Hooi Lean
9. Philippe Versijp
10. Nikolas Topaloglou

Papers from Thierry Post's perspective

Ordered by how strongly the researchers Thierry Post trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Cross‐Section of Expected Stock Returns
2. Risk Aversion and Incentive Effects
3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
4. Monte Carlo Methods in Financial Engineering
5. Prospect theory: An analysis of decision under risk Econometrica 47
6. Empirical Tests for Stochastic Dominance Efficiency
7. Cluster-Sample Methods in Applied Econometrics
8. Stochastic models of choice behavior
9. The Cross-Section of Volatility and Expected Returns
10. The other side of value: The gross profitability premium.

Their papers

• Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs (2005) — 161 citations
• Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio (2007) — 82 citations
• Empirical Tests for Stochastic Dominance Efficiency (2003) — 309 citations
• Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show (2008) — 445 citations
• Optimal Portfolio Choice under Loss Aversion (2000) — 414 citations
• Risk aversion and skewness preference (2008) — 130 citations
• Downside risk and asset pricing (2004) — 115 citations
• A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion (2009) — 51 citations