معرفی
Prof. Philip Stork is a Full Professor at Vrije Universiteit Amsterdam's School of Business and Economics, Department of Finance, and affiliated with the Tinbergen Institute. He holds a Ph.D. in Econometrics from Erasmus University Rotterdam (1994). From 2002–2006, he concurrently served as a part-time Full Professor at Erasmus University and as a full-time Visiting Professor at Massey University (2007–2010). Prior to academia, he worked in investment banking roles at MeesPierson, Fortis Bank, and Van der Hoop Bankiers, focusing on derivatives, risk management, and portfolio strategies. His research emphasizes financial market behavior, contagion risk, investment strategies (e.g., momentum/tail risk reduction), and climate-related financial risks. He advises pension funds and serves on boards such as Bedrijfstakpensioenfonds Vervoer and Pensioenfonds DSM Nederland.
Education:
- MSc in Econometrics, Erasmus University Rotterdam
- Ph.D. in Econometrics, Erasmus University Rotterdam (via Tinbergen Institute, 1994)
Research Interests: Financial markets dynamics, risk management, banking systems, tail risk strategies, and environmental finance. Key themes include contagion risk in financial institutions, technical trading rules, and climate transition risk measurement through carbon beta metrics.
Recent Articles: Focus on climate risk (e.g., EU Emissions Trading implications), technical trading strategies, and behavioral aspects of market expectations. Recent work explores the intersection of macroeconomic surprises and asset pricing, as well as extreme price risks in commodities and equities.
Ancillary Roles:
- Bestuurder, Bedrijfstakpensioenfonds Vervoer (since 2016)
- Adviseur, Pensioenfonds DSM Nederland (since 2022)
- Chair, CBR (since 2016)
Collaborations: Active in international research networks, contributing to sustainable development goals through climate finance studies and risk management frameworks.
