Knowledge Wharton
Philipp Illeditsch
Research Publications Biography
Research Areas
Asset Pricing; Ambiguity Aversion, Portfolio Choice; and Derivative Securities
Current Projects
Studying the effects of ambiguous information on stock and option prices when investors are averse to risk and ambiguity (Knightian uncertainty). Determining optimal portfolios when investors face inflation risk. Studying the effects of heterogeneous beliefs about inflation on the term structure of interest rates.
