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Personal profile

Personal information

Philip Stork is Full Professor at VU University Amsterdam. He studied Econometrics at Erasmus University Rotterdam, where he also obtained his Ph.D. in 1994 through the Tinbergen Institute. Between 1994 and 2006 he worked for MeesPierson, Fortis Bank, and Van der Hoop Bankiers as Head of Derivatives, Managing Director Investment Banking and Executive Director. His activities were mostly concerned with the trading, sales and research of securities (bonds, equities and derivatives), as well as treasury management and risk management. He has run several investment portfolios and was a member of various investment committees. From 2002 to 2006 he was part-time Full Professor of Finance at Erasmus University Rotterdam. From 2007-2010 he was full-time Visiting Professor at Massey University in Auckland, New Zealand. In the recent past, he worked on projects for, amongst others, the European Parliament, the Banking Code Monitoring Committee, and IMC Pacific in Sydney as well as several banks and capital managers. At VU University he works for the Postgraduate VU-VBA Investment Management Program as well as for the Finance department. He is a Research Fellow at Tinbergen Institute Amsterdam.

Research

His research focuses on the behavior of financial markets. In the recent past he published on the topic of contagion risk for banks and hedge funds, in combination with short selling bans. He is also actively involved in the development of investment strategies that build on the systematic behavior of financial markets. He has published several papers on momentum and trending strategies an well as tail risk reduction strategies. Keywords in his research are risk management, investments, banks, and market behavior.

Ancillary activities

  • Robeco Pensioenfonds | Rotterdam | Member Investment Committee | 2015-10-27 - present
  • Bedrijfstakpensioenfonds Vervoer | Den Haag | Bestuurder | 2016-11-01 - present

Ancillary activities are updated daily

Fingerprint Dive into the research topics where Philip Stork is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Momentum Business & Economics
Systemic risk Business & Economics
Hedge funds Business & Economics
Factors Business & Economics
Momentum strategies Business & Economics
Financial markets Business & Economics
Price momentum Business & Economics
Celebrity Business & Economics

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Research Output 2011 2019

On Drivers of Asset Pricing Factors

Vidojevic, M., 2019, 189 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment

Félix, L., Kräussl, R. & Stork, P., 1 Jan 2019, (Accepted/In press) In : Journal of Behavioral Finance.

Research output: Contribution to JournalArticleAcademicpeer-review

Call option
Investor sentiment
Lottery
Cumulative prospect theory
Factors

Essays in Behavioral Finance: Biases in investment decisions and their impact across asset classes

Fortes Felix, L. F., 2018, 175 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

Implied Volatility Sentiment: A Tale of Two Tails

Stork, P. A., Fortes Felix, L. F. & Kraeussl, R. G. W., 2017, Amsterdam: Tinbergen Institute, 48 p. (Tinbergen Institute Discussion Paper; no. 17-002/IV).

Research output: Working paperAcademic

A Trustee Guide to Factor Investing

Koedijk, C. G., Slager, A. M. H. & Stork, P. A., 2016, In : The Journal of Portfolio Management. 42, 5, p. 28-38

Research output: Contribution to JournalArticleAcademicpeer-review

Activities 2011 2011

  • 1 Lecture / Presentation

US Stock Splits

P.A. Stork (Speaker), X. Li (Speaker), L. Zou (Speaker)
26 Jun 2011

Activity: Lecture / PresentationAcademic