Philipp Karl ILLEDITSCH
News
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 accepted 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 accepted at the 2024 Young Scholar in Finance Consortium in College Station, Texas - April 2024
Discussing the paper "How Should Climate Change Uncertainty Impact Social Valuation and Policy" 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 accepted 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.
Seminar at Baylor University, November 2023.
Discussing the papers “Asset Pricing Implications of Heterogeneous Investment Horizons” and “a P Theory of Government Debt and Taxes” at the The Annual Meeting of the Northern Finance Association American Finance Association Toronto, Canada - September 2023.
The paper “Economic Growth through Diversity in Beliefs” was accepted at the 50th Annual Meeting of the European Finance Association in Amsterdam, Netherlands - August 2023.
Presenting the paper “Asset Pricing with the Awareness of New Priced Risks” at the Annual Meeting of the Financial Intermediation Research Society Vancouver - June 2023.
The paper "Asset Pricing with the Awareness of New Priced Risks" was accepted at the 6th World Symposium on Investment Research in Boston, USA - May 2023
The paper “The Market View” was accepted at the Annual Meeting of the Midwest Finance Association in Chicago, March 2023.
The paper “Growth through Diversity in Beliefs” was accepted at the Annual Meeting of the American Finance Association in New Orleans, USA - January 2023.
New working paper: Model Selection by Market Selection joint with Christian Heyerdahl-Larsen and Johan Walden.
New working paper: Asset Pricing with the Awareness of New Priced Risks joint with Christian Heyerdahl-Larsen and Petra Sinagl.
Contact Info
Philipp Karl IlleditschFinance DepartmentMays Business SchoolTexas A&M University351 Q Wehner Building 4218 TAMUCollege Station, TX 77843
Phone: (979) 845 0049Email: pilleditsch@mays.tamu.eduGoogle Scholar PageSSRN Home PageLinkedin
Biography
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.