Felix Matthys

Division of Business
Department of Business Administration

Felix Matthys

Full time professor

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

Academic Studies

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

Contact

5628 4000 ext. 6515

Topics of Interest

  • Term structure modelling
  • Financial economics
  • Quantitative finance
  • Financial econometrics
  • Theoretical and empirical asset pricing

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