Anders Bjerre Trolle

Anders Bjerre Trolle is a Professor of Finance at Copenhagen Business School (CBS), where he also serves in the Department of Finance and the Center for Big Data in Finance (BIGFI). Previously, he held positions as an Associate Professor at HEC Paris and an Assistant Professor at École Polytechnique Fédérale de Lausanne (EPFL), where he also held a Junior Chair at the Swiss Finance Institute. He earned his M.S. in Economics from the University of Copenhagen and his Ph.D. in Finance from CBS.

His research focuses on Asset Pricing, Derivatives Markets, Liquidity, and Credit Risk, with notable contributions to understanding market microstructure, financial derivatives valuation, and systemic risk dynamics. His work has been published in top journals like the Journal of Finance, Review of Financial Studies, and Journal of Financial Economics.

Recent studies explore the integration of credit and equity markets via index options, transaction costs in CDS markets, and linear-rational term structure models. His research bridges theoretical finance with empirical analysis, addressing practical challenges in derivatives pricing, liquidity risk, and interbank market dynamics.

He is actively involved in academic collaborations and serves on editorial boards, contributing to the advancement of financial economics. His work often involves large-scale data analysis, leveraging his affiliation with CBS’s Center for Big Data in Finance.