Department of Finance

Pierre Collin-Dufresne; Benjamin Junge; Anders Bjerre Trolle / How Integrated Are Credit and Equity Markets? : Evidence From Index Options.
In: The Journal of Finance, Vol. 79, No. 2, 4.2024, p. 949-992

Pierre Collin-Dufresne; Benjamin Junge; Anders Bjerre Trolle / How Integrated are Credit and Equity Markets? : Evidence from Index Options.
Paper presented at The 82nd Annual Meeting of American Finance Association. AFA 2022, 2022

Albert J. Menkveld; Anna Dreber; Felix Holzmeister; Juergen Huber; Magnus Johannesson; Michael Kirchler; Michael Razen; Utz Weitzel; David Abad; Menachem (Meni) Abudy; Tobias Adrian; Yacine Ait-Sahalia; Olivier Akmansoy; Jamie Alcock; Vitali Alexeev; Arash Aloosh; Livia Amato; Diego Amaya; James Angel; Amadeus Bach; Edwin Baidoo; Gaetan Bakalli; Andrea Barbon; Oksana Bashchenko; Parampreet Christopher Bindra; Geir Hoidal Bjonnes; Jeff Black; Bernard Black; Santiago Bohorquez; Oleg Bondarenko; Charles S. Bos; Ciril Bosch-Rosa; Elie Bouria; Christian T. Brownlees; Anna Calamia; Viet Nga Cao; Gunther Capelle-Blancard; Laura Capera; Massimiliano Caporin; Allen Carrion; Tolga Caskurlu; Bidisha Chakrabarty; Mikhail Chernov; William M. Cheung; Ludwig B. Chincarini; Tarun Chordia; Sheung Chi Chow; Benjamin Clapham; Jean-Edouard Colliard; Carole Comerton-Forde; Edward Curran; Thong Dao; Wale Dare; Ryan J. Davies; Riccardo de Blasis; Fany Declerck; Oleg Deev; Hans Degryse; Solomon Deku; Christophe Desagre; Mathijs A. van Dijk; Chukwuma Dim; Thomas Dimpfl; Yun Jiang Dong; Philip Drummond; Tom Dudda; Ariadna Dumitrescu; Teodor Dyakov; Anne Haubo Dyhrberg; Michał Dzieliński; Asli Eksi; Izidin El Kalak; Saskia Ter Ellen; Nicolas Eugster; Martin D. D. Evans; Michael Farrell; Ester Félez-Viñas; Gerardo Ferrara; El Mehdi Ferrouhi; Andrea Flori; Jonathan Fluharty-Jaidee; Sean Foley; Kingsley Y. L. Fong; Thierry Foucault; Tatiana Franus; Francesco A. Franzoni; Bart Frijns; Michael Frömmel; Servanna Fu; Sascha Füllbrunn; Baoqing Gam; Thomas Gehrig; Dirk Gerritsen; Javier Gil-Bazo; Lawrence R. Golsten; Thomas Gomez; Arseny Gorbenko; Ufuk Güçbilmez; Joachim Grammig; Vincent Gregoire; Björn Hagströmer; Julien Hambuckers; Erik Hapnes; Jeffrey H. Harris; Simon Hartmann; Jean-Baptiste Hasse; Nikolaus Hautsch; Xuezhong He; Davidson Heath; Simon Hediger; Terrence Hendershott; Ann Marie Hibbert; Erik Hjalmarsson; Seth A. Hoelscher; Peter Hoffmann; Craig W. Holden; Alex R. Horenstein; Wenqian Huang; Da Huang; Christophe Hurlin; Alexey Ivashchenko; Subramanian R. Iyer; Hossein Jahanshahloo; Naji Jalkh; Charles M. Jones; Simon Jurkatis; Petri Jylha; Andreas Kaeck; Arzé Karam; Egle Karmaziene; Bernhard Kassner; Markku Kaustia; Ekaterina Kazak; Fearghal Kearney; Vincent van Kervel; Saad Khan; Marta Khomyn; Tony Klein; Olga Klein; Alexander Klos; Michael Koetter; Jan Pieter Krahnen; Aleskey Kolokolov; Robert A. Korajczyk; Roman Kozhan; Amy Kwan; Quentin Lajaunie; F.Y. Eric C. Lam; Marie Lambert; Hugues Langlois; Jens Lausen; Tobias Lauter; Markus Leippold; Vladimir Levin; Yijie Li; (Michael) Hui Li; Chee Yoong Liew; Thomas Lindner; Oliver B. Linton; Jiacheng Liu; Anqi Liu; Guillermo Llorente; Matthijs Lof; Ariel Lohr; Francis A. Longstaff; Alejandro Lopez-Lira; Nicola Mano; Alexis Marchal; Charles Martineau; Francesco Mazzola; Debrah Meloso; Roxana Mihet; Vijay Mohan; Sophie Moinas; David Moore; Liangyi Mu; Dmitriy Muravyev; Dermot Murphy; Gabor Neszveda; Christian Neumeier; Ulf Nielsson; Mahendrarajah Nimalendran; Sven Nolte; Lars Nordén; Peter O'Neill; Khaled Obaid; Bernt Arne Ødegaard; Per Östberg; Marcus Painter; Stefan Palan; Imon Palit; Andreas Park; Roberto Pascual; Paolo Pasquariello; Lubos Pastor; Vinay Patel; Andrew J. Patton; Neil D. Pearson; Loriana Pelizzon; Matthias Pelster; Christophe Pérignon; Cameron Pfiffer; Richard Philip; Tomáš Plíhal; Puneet Prakash; Oliver-Alexander Press; Tina Prodromou; Tālis J. Putniņš; Gaurav Raizada; David A. Rakowski; Angelo Ranaldo; Luca Regis; Stefan Reitz; Thomas Renault; Rex Wang Renjie; Roberto Renó; Steven Riddiough; Kalle Rinne; Paul Rintamäki; Ryan Riordan; Thomas Rittmannsberger; Iñaki Rodríguez-Longarela; Dominik Rösch; Lavinia Rognone; Brian Roseman; Ioanid Rosu; Saurabh Roy; Nicolas Rudolf; Stephen Rush; Khaladdin Rzayev; Aleksandra Rzeznik; Anthony Sanford; Harikumar Sankaran; Asani Sarkar; Lucio Sarno; Olivier Scaillet; Stefan Scharnowski; Klaus Reiner Schenk-Hoppé; Andrea Schertler; Michael Schneider; Florian Schroeder; Norman Schürhoff; Philipp Schuster; Marco A. Schwarz; Mark S. Seasholes; Norman Seeger; Or Shachar; Andriy Shkilko; Jessica Shui; Mario Sikic; Giorgia Simion; Lee A. Smales; Paul Söderlind; Elvira Sojli; Konstantin Sokolov; Laima Spokeviciute; Denitsa Stefanova; Marti G. Subrahmanyam; Sebastian Neusüss; Barnabas Szaszi; Oleksandr Talavera; Yuehua Tang; Nicholas Taylor; Wing Wah Tham; Erik Theissen; Julian Thimme; Ian Tonks; Hai Tran; Luca Trapin; Anders Bjerre Trolle; Giorgio Valente; Robert A. Van Ness; Aurelio Vasquez; Thanos Verousis; Patrick Verwijmeren; Anders Vilhelmsson; Grigory Vilkov; Vladimir Vladimirov; Sebastian Vogel; Stefan Voigt; Wolf Wagner; Thomas Walther; Patrick Weiss; Michel van der Wel; Ingrid M. Werner; P. Joakim Westerholm; Christian Westheide; Evert Wipplinger; Michael Wolff; Christian C. P. Wolff; Leonard Wolk; Wing Keung Wong; Jan Wrampelmeyer; Shuo Xia; Dacheng Xiu; Ke Xu; Caihong Xu; Pradeep K. Yadav; José Yagüe; Cheng Yan; Antti Yang; Woongsun Yoo; Wenjia Yu; Shihao Yu; Bart Z. Yueshen; Darya Yuferova; Marcin Zamojski; Abalfazl Zareei; Stefan Ziesberger; S. Sarah Zhang; Xiaoyu Zhang; Zhuo Zhong; Z. Ivy Zhou; Chen Zhou; Xingyu Sonya Zhu; Marius Zoican; Remco C. J. Zwinkels; Jian Chen; Teodor Duevski; Ge Gao; Roland Gemayel; Dudley Gilder; Paul Kuhle; Emiliano Pagnotta; Michele Pelli; Jantje Sönksen; Lu Zhang; Konrad Ilczuk; Dimitar Bogoev; Ya Qian; Hans C. Wika; Yihe Yu; Lu Zhao; Michael Mi; Li Bao; Andreea Vaduva; Marcel Prokopczuk; Alejandro Avetikian; Zhen-Xing Wu / Non-standard Errors
Oslo : Norges Bank 2022, 56 p.

Pierre Collin-Dufresne; Benjamin Junge; Anders B. Trolle / How Integrated Are Credit and Equity Markets? : Evidence from Index Options.
Paper presented at The 47th European Finance Association Annual Meeting. EFA 2020, 2020

Pierre Collin-Dufresne; Benjamin Junge; Anders B. Trolle / Market Structure and Transaction Costs of Index CDSs
In: Journal of Finance, Vol. 75, No. 5, 10.2020, p. 2719-2763

Damir Filipović; Martin Larsson; Anders Bjerre Trolle / On the Relation between Linearity-Generating Processes and Linear-Rational Models
In: Mathematical Finance, Vol. 29, No. 3, 7.2019, p. 804-826

Damir Filipović; Martin Larsson; Anders Bjerre Trolle / Linear-Rational Term Structure Models
In: The Journal of Finance, Vol. 72, No. 2, 4.2017, p. 655-704

Damir Filipović; Anders Bjerre Trolle / Fed Funds Futures Variance Futures
In: Quantitative Finance, Vol. 16, No. 9, 9.2016, p. 1413-1422

Anders Bjerre Trolle; Eduardo S. Schwartz / The Swaption Cube
In: Review of Financial Studies, Vol. 27, No. 8, 2014, p. 2307-2353

Damir Filipović; Anders Bjerre Trolle / The Term Structure of Interbank Risk
In: Journal of Financial Economics, Vol. 109, No. 3, 2013, p. 707-733

Anders Bjerre Trolle; Eduardo S. Schwartz / Variance Risk Premia in Energy Commodities
In: Journal of Derivatives, Vol. 17, No. 3, 2010, p. 15-32

Anders Bjerre Trolle; Eduardo S. Schwartz / A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
In: Review of Financial Studies, Vol. 22, No. 5, 2009, p. 2007-2057

Anders Bjerre Trolle; Eduardo S. Schwartz / Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
In: Review of Financial Studies, Vol. 22, No. 11, 11.2009, p. 4423-4461

Anders Bjerre Trolle / Essays on derivatives pricing and dynamic asset allocation
Frederiksberg : Samfundslitteratur 2007, 214 p. (PhD series, No. 16.2007)

Carsten Sørensen; Anders Bjerre Trolle / Dynamic asset allocation and latent variables
København : Copenhagen Business School [wp] 2004, 55 p.