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Anders B. Trolle

SSRN Author Rank: 4,201 by Downloads and 6,529 by Citations

 

Ecole Polytechnique Fédérale de Lausanne


 Quartier UNIL-Dorigny
 Extranef 216
 Lausanne, 1015
 Switzerland
 email address
 

Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute


 c/o University of Geneve
 40, Bd du Pont-d'Arve
 1211 Geneva, CH-6900
 Switzerland


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. Anders B. Trolle's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,364
Total
Citations
75
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Term Structure of Interbank Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics, vol. 109, no. 4, p. 707-733, 2013, Swiss Finance Institute Research Paper No. 11-34
Number of Pages in PDF File: 98
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
08 Sep 11
Last Revised:
11 Feb 16
1,350
(9,856)
3

2.   Incl. Electronic Paper
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
13 Dec 06
Last Revised:
11 Feb 16
926
(17,747)
33

3.   Incl. Electronic Paper
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
28 Oct 10
Last Revised:
10 Feb 16
875
(19,364)
2

4.   Incl. Electronic Paper
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
06 Mar 07
Last Revised:
11 Feb 16
718
(25,704)
10

5.  
Variance Risk Premia in Energy Commodities | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives, vol. 17, p. 15-32, 2010
Number of Pages in PDF File: 30
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
15 Jul 08
Last Revised:
10 Feb 16
526
(34,786)
12

6.  
Linear-Rational Term Structure Models | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 14-15
Number of Pages in PDF File: 120
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Larsson, Martin
ETH Zurich - Department of Mathematics
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
28 Feb 14
Last Revised:
20 Nov 16
443
(16,847)
 

7.  
Liquidity Risk in Credit Default Swap Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-65
Number of Pages in PDF File: 83
Junge, Benjamin
Ecole Polytechnique Fédérale de Lausanne
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
24 Dec 13
Last Revised:
08 Aug 15
416
(26,811)
 

8.  
Pricing Expropriation Risk in Natural Resource Contracts - A Real Options Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Published in William Hogan and Federico Sturzenegger, eds.: The Natural Resource Trap, MIT press, 2010
Number of Pages in PDF File: 28
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
05 Feb 08
Last Revised:
10 Feb 16
241
(89,876)
3

9.  
Feldhütter, Peter
London Business School
Larsen, Linda Sandris
Copenhagen Business School
Munk, Claus
Copenhagen Business School
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
12 Mar 12
Last Revised:
16 Nov 12
166
(118,878)
 

10.  
Sørensen, Carsten
Copenhagen Business School - Department of Finance
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
28 Feb 05
Last Revised:
20 Jan 11
166
(133,280)
 

11.  
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
14 Feb 09
Last Revised:
19 Jan 11
158
(136,773)
1

12.  
Fed Funds Futures Variance Futures | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance, Forthcoming, Swiss Finance Institute Research Paper No. 14-66
Number of Pages in PDF File: 24
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
28 Nov 14
Last Revised:
09 Mar 16
103
(129,299)
 

13.  
Efficient Pricing of Energy Derivatives | Show Abstract | Download This Paper | Open PDF in Browser |
Published in Marcel Prokopczuk, ed.: Energy Pricing Models: Recent Advances, Methods, and Tools, Palgrave Macmillan, 2014
Number of Pages in PDF File: 21
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
06 Nov 14
Last Revised:
10 Feb 16
81
(190,618)
 

14.  
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
14 Jul 06
53
(281,522)
10

15.  
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Larsson, Martin
ETH Zurich - Department of Mathematics
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
24 Mar 16
0
(190,618)
 


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