Anders B. Trolle

1.5k total citations
26 papers, 813 citations indexed

About

Anders B. Trolle is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Anders B. Trolle has authored 26 papers receiving a total of 813 indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 12 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Anders B. Trolle's work include Stochastic processes and financial applications (20 papers), Credit Risk and Financial Regulations (10 papers) and Financial Risk and Volatility Modeling (8 papers). Anders B. Trolle is often cited by papers focused on Stochastic processes and financial applications (20 papers), Credit Risk and Financial Regulations (10 papers) and Financial Risk and Volatility Modeling (8 papers). Anders B. Trolle collaborates with scholars based in Denmark, Switzerland and United States. Anders B. Trolle's co-authors include Eduardo S. Schwartz, Damir Filipović, Martin Larsson, Pierre Collin‐Dufresne, Peter Feldhütter, Claus Munk, Linda Sandris Larsen and Paul Schneider and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Anders B. Trolle

26 papers receiving 779 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Anders B. Trolle Denmark	13	721	429	191	55	46	26	813
Bruno Feunou Canada	12	592 0.8×	400 0.9×	137 0.7×	15 0.3×	31 0.7×	47	656
A. Tolga Ergün United States	6	424 0.6×	439 1.0×	122 0.6×	38 0.7×	11 0.2×	12	566
Annastiina Silvennoinen Australia	11	324 0.4×	377 0.9×	157 0.8×	39 0.7×	9 0.2×	24	471
Florian Ielpo France	12	278 0.4×	292 0.7×	108 0.6×	55 1.0×	26 0.6×	46	417
Giulio Girardi United States	6	456 0.6×	446 1.0×	108 0.6×	37 0.7×	20 0.4×	10	589
Dimitris Psychoyios Greece	8	307 0.4×	437 1.0×	50 0.3×	120 2.2×	26 0.6×	24	614
Bumjean Sohn South Korea	6	588 0.8×	797 1.9×	325 1.7×	109 2.0×	8 0.2×	8	932
Dobrislav Dobrev United States	9	640 0.9×	534 1.2×	194 1.0×	17 0.3×	12 0.3×	21	735
Sibel Çelik Türkiye	6	231 0.3×	312 0.7×	75 0.4×	12 0.2×	21 0.5×	24	353
Hugues Langlois Canada	10	533 0.7×	452 1.1×	164 0.9×	18 0.3×	10 0.2×	20	623

Countries citing papers authored by Anders B. Trolle

Since Specialization

Citations

This map shows the geographic impact of Anders B. Trolle's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Anders B. Trolle with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Anders B. Trolle more than expected).

Fields of papers citing papers by Anders B. Trolle

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Anders B. Trolle. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Anders B. Trolle. The network helps show where Anders B. Trolle may publish in the future.

Co-authorship network of co-authors of Anders B. Trolle

This figure shows the co-authorship network connecting the top 25 collaborators of Anders B. Trolle. A scholar is included among the top collaborators of Anders B. Trolle based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Anders B. Trolle. Anders B. Trolle is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Collin‐Dufresne, Pierre, et al.. (2023). How Integrated are Credit and Equity Markets? Evidence from Index Options. The Journal of Finance. 79(2). 949–992. 7 indexed citations

Collin‐Dufresne, Pierre, et al.. (2020). How Integrated Are Credit and Equity Markets? Evidence From Index Options. SSRN Electronic Journal. 4 indexed citations

Filipović, Damir, Martin Larsson, & Anders B. Trolle. (2016). On the Relation between Linearity-Generating Processes and Linear-Rational Models. SSRN Electronic Journal. 2 indexed citations

Collin‐Dufresne, Pierre, et al.. (2016). Market Structure and Transaction Costs of Index Cdss. SSRN Electronic Journal. 19 indexed citations

Filipović, Damir, Martin Larsson, & Anders B. Trolle. (2016). Linear‐Rational Term Structure Models. The Journal of Finance. 72(2). 655–704. 54 indexed citations

Filipović, Damir, Martin Larsson, & Anders B. Trolle. (2014). Linear-Rational Term Structure Models. SSRN Electronic Journal. 8 indexed citations

Filipović, Damir & Anders B. Trolle. (2013). The term structure of interbank risk. Journal of Financial Economics. 109(3). 707–733. 104 indexed citations

Trolle, Anders B., et al.. (2013). Liquidity Risk in Credit Default Swap Markets. SSRN Electronic Journal. 19 indexed citations

Trolle, Anders B., et al.. (2013). Liquidity Risk in Credit Default Swap Markets. SSRN Electronic Journal. 26 indexed citations

10.

Filipović, Damir & Anders B. Trolle. (2012). The Term Structure of Interbank Risk. SSRN Electronic Journal. 21 indexed citations

11.

Trolle, Anders B. & Eduardo S. Schwartz. (2012). The Swaption Cube. SSRN Electronic Journal. 4 indexed citations

12.

Trolle, Anders B. & Eduardo S. Schwartz. (2010). Variance Risk Premia in Energy Commodities. The Journal of Derivatives. 17(3). 15–32. 58 indexed citations

13.

Trolle, Anders B. & Eduardo S. Schwartz. (2009). Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives. Review of Financial Studies. 22(11). 4423–4461. 231 indexed citations

14.

Trolle, Anders B.. (2009). The Price of Interest Rate Variance Risk and Optimal Investments in Interest Rate Derivatives. SSRN Electronic Journal. 3 indexed citations

15.

Trolle, Anders B. & Eduardo S. Schwartz. (2008). Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives. SSRN Electronic Journal. 4 indexed citations

16.

Trolle, Anders B., Peter Feldhütter, & Paul Schneider. (2008). Jumps in Interest Rates and Pricing of Jump Risk - Evidence from the Eurodollar Market. SSRN Electronic Journal. 2 indexed citations

17.

Trolle, Anders B. & Eduardo S. Schwartz. (2008). Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives. SSRN Electronic Journal. 69 indexed citations

18.

Feldhütter, Peter, Anders B. Trolle, & Paul Schneider. (2008). Jumps in Interest Rates and Pricing of Jump Risk -- Evidence from the Eurodollar Market. SSRN Electronic Journal. 2 indexed citations

19.

Trolle, Anders B. & Eduardo S. Schwartz. (2006). A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives. SSRN Electronic Journal. 1 indexed citations

20.

Trolle, Anders B.. (2005). Dynamic Interest Rate Derivative Strategies in the Presence of Unspanned Stochastic Volatility. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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