Julian Terstegge
Assistant Professor of Finance
Stephen M. Ross School of Business, University of Michigan
I am an Assistant Professor of Finance at the University of Michigan, Ross School of Business. I received my Ph.D. from Copenhagen Business School in 2025. My research is in asset pricing, financial intermediaries, and derivatives, studying how intermediary frictions and market design shape asset prices, risk sharing, and real investment.
Publications
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Carbon VIX: Carbon Price Uncertainty and Decarbonization Investments
Working Papers
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The Derivative Payoff Bias
- Intermediary Option Pricing
Work in Progress
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Hedging Flows Around Events