Prof. dr. P.A. Stork



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+31 20 59 83651
6a-55
p.a.stork@vu.nl
school of business & economics ( pgo investmtmgt )
Full Professor

Brief resume

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 interests

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.

Selected publications

      Please see:

 

List of publications

SSRN

My research: SSRN Author Page for Philip A. Stork

Nevenwerkzaamheden

Robeco Pensioenfonds - Lid Beleggingscommissie Rotterdam, 27 oktober 2015
Bedrijfstakpensioenfonds Vervoer - Bestuurder Den Haag, 01 november 2016
Laatste wijzigingen Nevenwerkzaamheden: Amsterdam 06 februari 2017