Photo of Philipp Illeditsch

Philipp Illeditsch

Assistant Professor of Finance

Research Interests: asset pricing, portfolio choice, pricing and hedging of derivative instruments, decisions under ambiguity (knightian uncertainty)

Links: CV, Personal Website, Google Scholar

  • Peter Feldhuetter, Christian Heyerdahl-Larsen, Philipp Illeditsch (Forthcoming), Risk Premia and Volatilities in a Nonlinear Term Structure Model.  Abstract
  • Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen, Philipp Illeditsch (Under Revision), Disagreement about Inflation and the Yield Curve.  Abstract
  • Scott Condie, Jayant Ganguli, Philipp Illeditsch (Under Revision), Information Inertia.  Abstract
  • Philipp Illeditsch (2011), Ambiguous Information, Portfolio Inertia, and Excess Volatility, Journal of Finance  Abstract
  • Philipp Illeditsch (Under Revision), Inflation Risk and Inflation-Protected and Nominal Bonds.  Abstract