Make a donation
You maybe looking for
admission
Master
donation
About HEC About HEC Faculty & Research Faculty & Research Master’s programs Master’s programs MBA Programs MBA Programs PhD Program PhD Program Executive Education Executive Education Summer School Summer School HEC Online HEC Online
Make a donation
About HEC Overview Overview Who We Are Who We Are Egalité des chances Egalité des chances Career Center Career Center International International Campus Life Campus Life Stories Stories The HEC Foundation The HEC Foundation Faculty & Research Overview Overview Faculty Directory Faculty Directory Departments Departments Centers Centers Chairs Chairs Knowledge Knowledge Master’s programs Master in
Management Master in
Management Dual-Degree
programs Dual-Degree
programs MSc International
Finance MSc International
Finance Specialized
Masters Specialized
Masters Student Life Student Life Certificates Certificates MBA Programs MBA MBA EMBA EMBA TRIUM EMBA TRIUM EMBA PhD Program Overview Overview HEC Difference HEC Difference Program details Program details Research areas Research areas HEC Community HEC Community Placement Placement Job Market Job Market Admissions Admissions Financing Financing Summer School Youth Leadership Initiative Youth Leadership Initiative Summer programs Summer programs HEC Online Overview Overview Degree Program Degree Program Executive certificates Executive certificates MOOCs MOOCs

Philippe HENROTTE

Affiliate Professor

Finance

henrotte@hec.fr
Profile picture

Scientific articles

Construction of a state space for interrelated securities with an application to temporary equilibrium theory

Economic Theory, 1996, vol. 8, n° 3, pp 423-459,

Books

Finance des marchés

Dunod, Paris

Exercices de finance des marchés

Dunod, Paris

Chapters edited in books

Risque et probabilité

L'Art De La Gestion Des Risques, Les Echos, Financial Times, Village Mondial

Working papers

Pricing Kernels and Dynamic Portfolios

Cahier de Recherche du Groupe HEC , 2002

Dynamic Mean-Variance Analysis

Cahier de Recherche du Groupe HEC , 2001

Multiperiod Equilibrium with Endogenous Price Uncertainty: I

Cahier de Recherche du Groupe HEC , 1994

Scientific articles

Construction of a state space for interrelated securities with an application to temporary equilibrium theory

Economic Theory, 1996, vol. 8, n° 3, pp 423-459,

Books

Finance des marchés

Dunod, Paris

Exercices de finance des marchés

Dunod, Paris

Chapters edited in books

Risque et probabilité

L'Art De La Gestion Des Risques, Les Echos, Financial Times, Village Mondial

Working papers

Pricing Kernels and Dynamic Portfolios

Cahier de Recherche du Groupe HEC , 2002

Dynamic Mean-Variance Analysis

Cahier de Recherche du Groupe HEC , 2001

Multiperiod Equilibrium with Endogenous Price Uncertainty: I

Cahier de Recherche du Groupe HEC , 1994

Education

  • Ph.D. , Stanford University - USA
  • Diplome d'Ingenieur , Ecole Polytechnique - France

Academic appointments

Academic responsabilities at HEC

  • 2012- Affiliate Professor, Finance
  • 2000-2002 Responsable de la Majeure Finance
  • 2000-2002 Membre du Comité de l'Enseignement de l'Ecole HEC