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Anders TROLLE

Professeur Associé

Finance

 Profile picture

Biographie

Anders B. Trolle is an Associate Professor at HEC Paris. Prior to joining HEC, Anders was an Assistant Professor at the Ecole Polytechnique Fédérale de Lausanne in Switzerland and held a Junior Chair at the Swiss Finance Institute. He received his M.S. from University of Copenhagen and his Ph.D. from Copenhagen Business School. His research has been published in leading academic finance journals such as the Journal of Finance, the Review of Financial Studies, and the Journal of Financial Economics.

Articles scientifiques

Chapitres d'ouvrages

Articles scientifiques

The Term Structure of Interbank Risk

Journal of Financial Economics, septembre 2013, vol. 109, n° 3, pp 707-733, (in coll. with D. FILIPOVIC)

Variance Risk Premia in Energy Commodities

Journal of Derivatives (The), 2010, vol. 17, n° 3, pp 15-32, (in coll. with E. S. SCHWARTZ)

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

Review of Financial Studies, 2009, vol. 22, n° 5, pp 2007-2057, (in coll. with S. E. SCHWARTZ)

Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Review of Financial Studies, 2009, vol. 22, n° 11, pp 4423-4461, (in coll. with S. E. SCHWARTZ)

Formation

  • Ph.D. in Finance, Copenhagen Business School - Danemark
  • M. S. in Economics, University of Copenhagen - Danemark

Nominations académiques

Responsabilités académiques à HEC

  • 2017- Membre du GREGHEC (CNRS) HEC Paris
  • 2017- Professeur Associé, Finance HEC Paris

Responsabilités académiques externes

  • 2009-2017 Swiss Finance Institute Assistant Professor of Finance Ecole Polytechnique Fédérale de Lausanne (EPFL)
  • 2009-2017 Junior Chair Swiss Finance Institute (SFI)
  • 2007-2009 Postdoctoral fellow in Finance Copenhagen Business School

Activités scientifiques

Activités scientifiques

  • Referee : Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Management Science, Financial Analysts Journal, Journal of Futures Markets, Journal of Econometrics, Journal of Applied Econometrics, Journal of Banking and Finance

  • Prix ​​& honneurs

    • 2005 Denmark-America Foundation award