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Philippe HENROTTE

Affiliate Professor

Finance

henrotte@hec.fr
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