Felix
H. A.
Matthys
Felix Matthys
5628 4000 ext. 6515
Licenciado en Banca y Finanzas, University of Zurich, Suiza
Maestro en Finanzas Cuantitativas, ETH y University of Zurich, Suiza
Maestro en Banca y Finanzas, University of Zurich, Suiza
Doctor en Finanzas, University of Zurich, Suiza
BA in Banking and Finance, University of Zurich, Switzerland
MA in Quantitative Finance, ETH y University of Zurich, Switzerland
MA in Banking and Finance, University of Zurich, Switzerland
PhD in Finance, University of Zurich, Switzerland
No registrado
Full time
No
No
Departamento Académico de Administración
División Académica de Negocios
Modelado de la estructura intertemporal de tasas de interés
Economía financiera
Finanzas cuantitativas
Econometría financiera
Valuación de activos teóricos y empíricos
Division of Business
Department of Business Administration
Term structure modelling
Financial economics
Quantitative finance
Financial econometrics
Theoretical and empirical asset pricing
None

Felix is currently an assistant professor at the ITAM business school. His research areas include theoretical and empirical asset pricing, term structure modelling, portfolio theory and financial economics. Felix received his doctorate in financial engineering from the University of Zurich. Before joining the ITAM faculty, he held a Post-Doc position at the Bendheim Center for finance at Princeton University.

Felix’ research agenda includes topics in modelling the impact of political uncertainty on the term structure of interest rates, robust portfolio optimization, as well as contagion risk in financial markets. He currently teaches portfolio management and fixed income at the undergraduate level. He is also the co-organizer of the annual ITAM finance conference and the finance seminar series. He also regularly serves as a referee for several academic journals, which includes the Journal of Empirical Finance, Quantitative Finance, Mathematical Finance, European Journal of Finance, Banking and Finance, Applied Econometrics and the journal of Computational Statistics and Data Analysis

tiempo completo
Felix H. A. Matthys
Género: 
Masculino
Status: 
Activado