Peter Feldhütter
Assistant Professor
Finance
London Business School
United Kingdom
Biography
Dr Peter Feldhütter is an award-winning researcher. He teaches the elective course: Derivatives, in his role as Assistant Professor of Finance at London Business School. He has received several awards for research, including the prestigious Best Paper in Quantitative Investments Award at the Western Finance Association’s annual meeting. Dr Feldhütter’s research is focused on how prices in fixed income markets are affected by illiquidity, credit risk, and supply/demand imbalances. Recently, he has published several studies on the illiquidity of the U.S. corporate bond market. His work has been published in several journals, including the Review of Financial Studies and the Journal of Financial Economics. His work has been quoted in the Financial Times and New York Times.
Research Interest
Asset pricing ,Credit risk ,Fixed income, Liquidity risk
Publications
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Value of creditor control in corporate bonds.Journal of Financial Economics 2016
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Can affine models match the moments in bond yields?Quarterly Journal of Finance 2016
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Risk premia and volatilities in a nonlinear term structure model.Review of Finance 2016 Forthcoming
