Felipe Aguerrevere

Associate Professor- Chair, Alberta School of Business - Finance & Statistical Analysis Dept
Chair/FSA, Alberta School of Business - Finance & Statistical Analysis Dept

Contact

Associate Professor- Chair, Alberta School of Business - Finance & Statistical Analysis Dept
Email
felipe.aguerrevere@ualberta.ca
Phone
(780) 492-8288
Address
4-20J Business Building
11203 Saskatchewan Drive NW
Edmonton AB
T6G 2R6

Chair/FSA, Alberta School of Business - Finance & Statistical Analysis Dept
Email
felipe.aguerrevere@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 413 - Risk Management

This course examines the markets and valuation models for options and future contracts, and their application to hedging and the valuation of the other financial contracts. Prerequisite: FIN 301.

Fall Term 2020
FIN 495 - Individual Research Project I

Special study for advanced undergraduates. Prerequisites: consent of Instructor and Assistant Dean, Undergraduate Program.

Spring Term 2020

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