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 Sustainability Sustainability Diversity
& Inclusion Diversity
& Inclusion Stories Stories The HEC
Foundation The HEC
Foundation Coronavirus Coronavirus 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 Master in
International Finance Master in
International Finance Specialized
Masters Specialized
Masters X-HEC
programs X-HEC
programs Dual-Degree
programs Dual-Degree
programs Visiting
students Visiting
students Certificates Certificates Student
Life Student
Life Student
Stories Student
Stories MBA Programs MBA MBA Executive MBA Executive MBA 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 Executive Education Executive Masters Executive Masters Executive Certificates Executive Certificates Executive short programs Executive short programs Online Online Companies Companies Executive MBA Executive MBA Infinity Pass Infinity Pass Summer School Youth Programs Youth Programs Summer programs Summer programs HEC Online Overview Overview Degree Program Degree Program Executive certificates Executive certificates MOOCs MOOCs Summer Programs Summer Programs

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 (in coll. with S. Bossu)

Exercices de finance des marchés

Dunod (in coll. with S. Bossu)

Chapters in edited 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 (in coll. with S. Bossu)

Exercices de finance des marchés

Dunod (in coll. with S. Bossu)

Chapters in edited 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 Responsibilities at HEC

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