معرفی
Aurelio Vásquez is an Associate Professor in Finance at ITAM's Business Academic Division within the Administration Department. He holds a PhD in Finance from McGill University, a Master's in Financial Mathematics from the University of Toronto, and a Bachelor's in Industrial Engineering from the University of the Andes, Colombia.
His research focuses on risk management, derivatives valuation, and empirical asset pricing. He has published extensively in top journals including the Journal of Financial Economics, Journal of Finance, and Management Science, exploring topics like volatility term structures, default risk, and market anomalies in emerging economies.
Key publications include Non-Standard Errors (2024), analyzing multinational research collaborations, and Default Risk and Option Returns (2023), examining credit risk's impact on derivatives pricing. He organizes the annual ITAM Finance Conference and contributes to policy debates on market efficiency.
His work bridges theoretical finance with empirical applications, addressing critical issues in global financial markets. Despite no explicitly listed awards, his prolific publication record underscores his scholarly impact.
