Gleb Gertsman, Ph.D.

My research interests lie in asset pricing and behavioral finance. I have a graduate-level training in financial modeling, numerical techniques, econometrics and machine learning. My skill-set includes problem solving, structured thinking, ability to work alone and in a group and good interpersonal communication.

My job market paper looks at the issue of price over- and under-reaction through the prism of behavioral belief formation. In this paper I develop a new model that explains price over- and under-reaction. Then I find empirical evidence for the predictions of my model and build a trading strategy that exploites the proposed mispricing.

In September 2022 I joined the Brussles office of Analysis Group as a Consultant.