Aurelio Vasquez

      Associate professor with tenure at ITAM in Mexico City.

     Address:
      Río Hondo No. 1, 
      Col. Progreso Tizapán
      México, D.F.
      México, 01080

      Phone: 52 (55) 5628 4000 x6518

      Email: aurelio.vasquez@itam.mx

 

     My Google Scholar

     My SSRN

      Mcitations


 

Research interests: Empirical Asset pricing and Derivatives.

Journal of Financial Economics, 2015, Volume 118, Issue 1, Pages 135-167.

Journal of Financial and Quantitative Analysis, 2017, Volume 52, Issue 6, Pages 2727-2754.



Working papers:

        To be presented at the AFA 2020 and FMA Conference on Derivatives and Volatility 2019. WFA 2019. 

        To be presented at the AFA 2020

     Aurelio Vasquez


      Associate professor with tenure at ITAM in Mexico City.

     Address:
      Río Hondo No. 1, 
      Col. Progreso Tizapán
      México, D.F.
      México, 01080

      Phone: 52 (55) 5628 4000 x6518

      Email: aurelio.vasquez@itam.mx

 

     My Google Scholar

     My SSRN

      Mcitations


 

Research interests: Empirical Asset pricing and Derivatives.

Journal of Financial Economics, 2015, Volume 118, Issue 1, Pages 135-167.

Journal of Financial and Quantitative Analysis, 2017, Volume 52, Issue 6, Pages 2727-2754.



Working papers:

        To be presented at the AFA 2020 and FMA Conference on Derivatives and Volatility 2019. WFA 2019. 

        To be presented at the AFA 2020

Working progress:



    Every year I organize the ITAM Finance Conference



      Every year I organize the ITAM Finance Conference