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Felix Matthys - Publications

Assistent Prof. Dr. J.-C. Rochet



Publications Supervised theses

Dissertations (1)

Three Essays in Quantitative Finance
Felix Matthys
Supervisor(s): Markus Leippold
University of Zurich, 2014.


Working Papers (3)

Government Policy Uncertainty and the Yield Curve
Markus Leippold, Felix Matthys
SSRN, No. 2664116, August 2017.


Robust Portfolio Optimization with Jumps
Felix Matthys, Yacine Ait-Sahalia
January 2015.


Bachelor Theses (1)

Valuation of Structured Products
Felix Matthys
Supervisor(s): Marc Chesney
University of Zurich, 2007.