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


  • Peter Feldhuetter, Christian Heyerdahl-Larsen, Philipp Illeditsch (Working), Risk Premia, Volatilities, and Sharpe Ratios in a Non-Linear Term Structure Model.  Abstract
  • Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen, Philipp Illeditsch (Working), Disagreement about Inflation and the Yield Curve.  Abstract
  • Scott Condie, Jayant Ganguli, Philipp Illeditsch (Working), Information Inertia.  Abstract
  • Philipp Illeditsch (Working), Inflation Risk and Inflation-Protected and Nominal Bonds.  Abstract