Anders Bjerre Trolle

    • Denmark

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    • 2004

      Dynamic asset allocation and latent variables

      Sørensen, C. & Trolle, A. B., 2004, København: Copenhagen Business School [wp], 55 p.

      Research output: Working paperResearch

      Open Access
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      21 Downloads (Pure)
    • 2007

      Essays on derivatives pricing and dynamic asset allocation

      Trolle, A. B., 2007, Frederiksberg: Samfundslitteratur. 214 p. (PhD series; No. 16.2007).

      Research output: Book/ReportPh.D. thesis

    • 2009

      A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

      Trolle, A. B. & Schwartz, E. S., 2009, In: Review of Financial Studies. 22, 5, p. 2007-2057 51 p.

      Research output: Contribution to journalJournal articlepeer-review

    • Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

      Trolle, A. B. & Schwartz, E. S., Nov 2009, In: Review of Financial Studies. 22, 11, p. 4423-4461

      Research output: Contribution to journalJournal articlepeer-review

    • 2010

      Variance Risk Premia in Energy Commodities

      Trolle, A. B. & Schwartz, E. S., 2010, In: Journal of Derivatives. 17, 3, p. 15-32 18 p.

      Research output: Contribution to journalJournal articlepeer-review

    • 2013

      The Term Structure of Interbank Risk

      Filipović, D. & Trolle, A. B., 2013, In: Journal of Financial Economics. 109, 3, p. 707-733 25 p.

      Research output: Contribution to journalJournal articlepeer-review

    • 2014

      The Swaption Cube

      Trolle, A. B. & Schwartz, E. S., 2014, In: Review of Financial Studies. 27, 8, p. 2307-2353 47 p.

      Research output: Contribution to journalJournal articlepeer-review

    • 2016

      Fed Funds Futures Variance Futures

      Filipović, D. & Trolle, A. B., Sep 2016, In: Quantitative Finance. 16, 9, p. 1413-1422 10 p.

      Research output: Contribution to journalJournal articlepeer-review

    • 2017

      Linear-Rational Term Structure Models

      Filipović, D., Larsson, M. & Trolle, A. B., Apr 2017, In: The Journal of Finance. 72, 2, p. 655-704 50 p.

      Research output: Contribution to journalJournal articlepeer-review

    • 2019

      On the Relation between Linearity-Generating Processes and Linear-Rational Models

      Filipović, D., Larsson, M. & Trolle, A. B., Jul 2019, In: Mathematical Finance. 29, 3, p. 804-826 23 p.

      Research output: Contribution to journalJournal articlepeer-review

    • 2020

      How Integrated Are Credit and Equity Markets? Evidence from Index Options

      Collin-Dufresne, P., Junge, B. & Trolle, A. B., 2020. 62 p.

      Research output: Contribution to conferencePaperResearchpeer-review

      Open Access
    • Market Structure and Transaction Costs of Index CDSs

      Collin-Dufresne, P., Junge, B. & Trolle, A. B., Oct 2020, In: Journal of Finance. 75, 5, p. 2719-2763 45 p.

      Research output: Contribution to journalJournal articlepeer-review

      Open Access
      File
      14 Downloads (Pure)
    • 2022

      Non-standard Errors

      Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, U., Abad, D., Abudy, M. M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J., Bach, A. & 319 others, Baidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P. C., Bjonnes, G. H., Black, J., Black, B., Bohorquez, S., Bondarenko, O., Bos, C. S., Bosch-Rosa, C., Bouria, E., Brownlees, C. T., Calamia, A., Cao, V. N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chernov, M., Cheung, W. M., Chincarini, L. B., Chordia, T., Chi Chow, S., Clapham, B., Colliard, J-E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R. J., Blasis, R. D., Declerck, F., Deev, O., Degryse, H., Deku, S., Desagre, C., van Dijk, M. A., Dim, C., Dimpfl, T., Dong, Y. J., Drummond, P., Dudda, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A. H., Dzieliński, M., Eksi, A., El Kalak, I., Ellen, S. T., Eugster, N., Evans, M. D. D., Farrell, M., Félez-Viñas, E., Ferrara, G., Ferrouhi, E. M., Flori, A., Fluharty-Jaidee, J., Foley, S., Fong, K. Y. L., Foucault, T., Franus, T., Franzoni, F. A., Frijns, B., Frömmel, M., Fu, S., Füllbrunn, S., Gam, B., Gehrig, T., Gerritsen, D., Gil-Bazo, J., Golsten, L. R., Gomez, T., Gorbenko, A., Güçbilmez, U., Grammig, J., Gregoire, V., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J. H., Hartmann, S., Hasse, J-B., Hautsch, N., He, X., Heath, D., Hediger, S., Hendershott, T., Hibbert, A. M., Hjalmarsson, E., Hoelscher, S. A., Hoffmann, P., Holden, C. W., Horenstein, A. R., Huang, W., Huang, D., Hurlin, C., Ivashchenko, A., Iyer, S. R., Jahanshahloo, H., Jalkh, N., Jones, C. M., Jurkatis, S., Jylha, P., Kaeck, A., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., Kervel, V. V., Khan, S., Khomyn, M., Klein, T., Klein, O., Klos, A., Koetter, M., Krahnen, J. P., Kolokolov, A., Korajczyk, R. A., Kozhan, R., Kwan, A., Lajaunie, Q., Lam, F. Y. E. C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, M. H., Liew, C. Y., Lindner, T., Linton, O. B., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, F. A., Lopez-Lira, A., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Nordén, L., O'Neill, P., Obaid, K., Ødegaard, B. A., Östberg, P., Painter, M., Palan, S., Palit, I., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A. J., Pearson, N. D., Pelizzon, L., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O-A., Prodromou, T., Putniņš, T. J., Raizada, G., Rakowski, D. A., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, R. W., Renó, R., Riddiough, S., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Rodríguez-Longarela, I., Rösch, D., Rognone, L., Roseman, B., Rosu, I., Roy, S., Rudolf, N., Rush, S., Rzayev, K., Rzeznik, A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K. R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M. A., Seasholes, M. S., Seeger, N., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L. A., Söderlind, P., Sojli, E., Sokolov, K., Spokeviciute, L., Stefanova, D., Subrahmanyam, M. G., Neusüss, S., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W. W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A. B., Valente, G., Van Ness, R. A., Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., van der Wel, M., Werner, I. M., Westerholm, P. J., Westheide, C., Wipplinger, E., Wolff, M., Wolff, C. C. P., Wolk, L., Wong, W. K., Wrampelmeyer, J., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P. K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, S., Yueshen, B. Z., Yuferova, D., Zamojski, M., Zareei, A., Ziesberger, S., Zhang, S. S., Zhang, X., Zhong, Z., Zhou, Z. I., Zhou, C., Zhu, X. S., Zoican, M., Zwinkels, R. C. J., Chen, J., Duevski, T., Gao, G., Gemayel, R., Gilder, D., Kuhle, P., Pagnotta, E., Pelli, M., Sönksen, J., Zhang, L., Ilczuk, K., Bogoev, D., Qian, Y., Wika, H. C., Yu, Y., Zhao, L., Mi, M., Bao, L., Vaduva, A., Prokopczuk, M., Avetikian, A. & Wu, Z-X., 2022, Oslo: Norges Bank, 56 p.

      Research output: Working paperResearch