Philipp Karl ILLEDITSCH

News

  • Presenting the paper “Demand Disagreement” at the 2020 North American Winter Meeting of the Econometric Society in San Diego, January 2020.
  • Presenting the paper “The Effects of Speculation on Constrained Households in an OLG Model with Production” at the Alberta School of Business, November 2019.
  • Attending the 10th Anniversary Meeting of the Finance Theory Group at Rochester, September 2019.
  • Discussing the paper “Learning by Owning in a Lemons Market” at the Midwest Finance Association in Chicago, March 2019.
  • Presenting the paper “Demand Disagreement” at the Chicago Fed, November 2018.
  • Presenting the paper “Demand Disagreement” in the Probability/Math Finance Seminars Series at Carnegie Mellon University, October 2018.
  • Presenting the paper “Demand Disagreement” and discussing the paper ``Optimal Risk Sharing with Heterogeneous Investment Horizons and Recursive Preferences” at the NFA 2018 Conference in Charlevoix, September 2018.
  • Discussing the paper “Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency” at the 45th EFA Annual Meeting in Warsaw, August 2018.
  • Presenting the paper “Demand Disagreement” at the 2018 Annual Meeting of the SEDs in Mexico City, June 2018.
  • Discussing the paper “Macro Risks and the Term Structure of Interest Rates” at the SFS Cavalcade at Yale University, May 2018.
  • Presenting the paper “Demand Disagreement” at the 18th Finance Theory Group Meeting at MIT, May 2018.

Contact Info

Philipp Karl Illeditsch
Finance DepartmentThe Wharton SchoolUniversity of Pennsylvania2427 Steinberg - Dietrich Hall3620 Locust WalkPhiladelphia, PA 19104
Phone: (215) 898 7543Email: pille@wharton.upenn.eduGoogle Scholar PageSSRN Home PageLinkedin


Biography

Philipp Karl 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, and the informational efficiency of prices. He also works on reduced form term structure models, Stochastic Portfolio Theory, and commodity ETFs. Prof. Illeditsch 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. He is currently teaching the Corporate Finance Honors class at the undergraduate level at The Wharton School where he has been working for many years and where he taught Financial Derivatives both at the undergraduate and MBA level. Prof. Illeditsch was visiting Carnegie Mellon University for the last two years were he taught International Finance at the undergraduate and MBA level and a doctoral seminar on Asset Pricing.