Photo of Gleb Gertsman
  • Warandelaan 2, Koopmans Building, room K 607

    5037 AB Tilburg

    Netherlands

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Personal profile

Research interests

My main interests are Asset Pricing theory. My current research focuses on Ambiguity Aversion and Parameter Uncertainty. And more specifically, the uncertainty over the correlation strucutre of risky assets.

Keywords

  • Asset Pricing
  • Stocks
  • Option Pricing