Felipe Aguerrevere

Associate Professor, Alberta School of Business - Department of Finance
Chair/FIN, Alberta School of Business - Department of Finance

Contact

Associate Professor, Alberta School of Business - Department of Finance
Email
faguerre@ualberta.ca
Phone
(780) 492-8288
Address
4-20J Business Building
11203 Saskatchewan Drive NW
Edmonton AB
T6G 2R6

Chair/FIN, Alberta School of Business - Department of Finance
Email
faguerre@ualberta.ca

Overview

Research

Research Interests

  • Real Options
  • Commodity Contingent Claims
  • Asset Pricing

Teaching

Teaching Interests

  • Risk Management
  • Derivative Securities
  • Asset Pricing Theory


Courses

FIN 808 - Risk Management

Futures, options, and other derivative securities. Markets, valuation models, application to risk management through hedging, and the application of pricing models to the valuation of financial contracts. Restricted to students registered in the MFM Program.


Browse more courses taught by Felipe Aguerrevere

Scholarly Activities

Research - Publications

Equilibrium Investment Strategies and Output Price Behavior: A Real-Options Approach. The Review of Financial Studies, Winter 2003, Vol. 16, No. 4, pp. 1239 – 1272. 

What Drives Income Trusts Conversions, with Federica Pazzaglia and Rahul Ravi. Canadian Investment Review Winter 2005, Vol. 18, No. 4, pp. 8 – 15. 

Book Review: “What When Wrong at Enron” Energy Studies Review, Vol. 11, No. 1, 2003, pp. 97-99 

"La Valuacion de la Empresa" (The Valuation of the Company) in Apertura y privatizacion de las comunicaciones en Venezuela. Eds. Antonio Frances. Caracas, Venezuela. Ediciones IESA. 1993.


Research - Working Papers

Managerial Risk Aversion and Corporate Risk Management: Evidence from U.S. Oil and Gas Producers, with Xuequn Wang

The Role of Learning in Corporate Hedging Behavior, with Xuequn Wang 

Storage and the Pricing of Commodity Futures 

Irreversible Investment with Time to Build. (Doctoral Program Outstanding Research Paper Award (1997), The Anderson School at UCLA) 

Irreversible Investment, Competition and The Term Structure of Commodity Futures Prices

Publications

Real Options, Product Market Competition and Asset Returns

Author(s): Felipe Aguerrevere
Publication: Journal of Finance
Volume: Vol 64, No. 2
Page Numbers: pp. 957 – 983
External Link: https://www.ualberta.ca/-/media/118508F5E2F24B27869C90EF3DD45773