Skip to main content
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 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
MSc International
Finance MSc 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 Train your teams Train your teams Executive MBA Executive MBA Summer School Youth Programs Youth Programs Summer programs Summer programs HEC Online Overview Overview Degree Program Degree Program Executive certificates Executive certificates MOOCs MOOCs

Philippe HENROTTE

Affiliate Professor

Finance

 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