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, Derivatives, Risk Management and Fixed income.

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.


Every year I organize the ITAM Finance Conference