Discussing the paper “Beliefs Heterogeneity and the Equity Term Structure” at the The Annual Meeting of the SFS Cavalcade North America at the Stevens Institute of Technology - May 2025.
Discussing the paper “Volatility Disagreement and Asset Prices” at the The Annual Meeting of the Midwest Finance Association in Chicago, Illinois - March 2025
The paper “Asset Pricing with the Awareness of New Priced Risks” was presented at the The Annual Meeting of the Northern Finance Association American Finance Association held in Montreal, Canada - September 2024.
The paper “Asset Pricing with the Awareness of New Priced Risks” was presented at the 51st Annual Meeting of the European Finance Association in Bratislava, Slovakia - August 2024.
The paper “Asset Pricing with the Awareness of New Priced Risks” was presented at the 2024 China International Conference in Finance in Beijing, China - July 2024.
The paper “Economic Growth through Diversity in Beliefs” was presented at the 18th Annual Meeting of the FIRS in Berlin, Germany - May 2024.
Presenting the paper “Economic Growth through Diversity in Beliefs” at the SFS Cavalcade North America 2024 Georgia State University, Atlanta - May 2024.
Attending the 30th Meeting of the Finance Theory Group at the Rotman School of Management in Toronto, May 2024.
The paper “Economic Growth through Diversity in Beliefs” was presented at the 3rd Edition of the Spring Finance Workshop in Ischgl, Austria - April 2024.
The paper “Asset Pricing with the Awareness of New Priced Risks” was presented at the 2024 Young Scholar in Finance Consortium in College Station, Texas - April 2024
The paper “Asset Pricing with the Awareness of New Priced Risks” was presented at the Annual Meeting of the Midwest Finance Association in Chicago, USA - March 2024
Discussing the paper “Asset Pricing with Optimal Under-diversification” at the The Annual Meeting of the Midwest Finance Association in San Antonio, Texas - January 2024.
Presenting out paper “Economic Growth through Diversity in Beliefs” at the The Annual Meeting of the Econometric Society in San Antonio, Texas - January 2024.
Discussing the paper “Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice and Asset Pricing” at the The Annual Meeting of the American Finance Association in San Antonio, Texas - January 2024.
Philipp Karl Illeditsch is an Assistant Professor of Finance at the Mays Business School of Texas A&M University. Before joining Texas A&M University, Professor Illeditsch taught at The Wharton School of the University of Pennsylvania and the Tepper School of Carnegie Mellon University. He is a member of the Finance Theory Group and the Macro Finance Society and his articles have appeared in the Journal of Finance, the Journal of Financial Economics, the Review of Finance, and Management Science.
Professor Illeditsch conducts theoretical and empirical research in asset pricing and portfolio choice. His current research focuses on the implications of disagreement, preference heterogeneity, financial frictions, and ambiguity aversion (Knightian uncertainty) for portfolio choice, asset pricing, the informational efficiency of prices, wealth inequality, and endogenous growth. He also works on reduced form term structure models, Stochastic Portfolio Theory, and commodity ETFs.