Matthias Fleckenstein, Ph.D.


Matthias Fleckenstein
Assistant Professor of Finance
University of Delaware
Lerner College of Business and Economics
310 Purnell Hall, Newark, Delaware 19716
Phone: (302) 831-4936
Email: mflecken@udel.edu
Website: http://www.mfleckenstein.com


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Biography

I am Assistant Professor of Finance at the University of Delaware. My research interests include the role of arbitrage in financial markets, fixed income markets, term structure theory, derivative securities, and credit risk.

My research has been published in top finance journals including the Journal of Finance, the Review of Financial Studies, and the Journal of Financial Economics. Several of my recent research papers have focused on frictions in financial markets that give rise to violations of the law of one price.

My joint work with Francis A. Longstaff and Hanno Lustig on the U.S. Treasury bond and Treasury Inflation Protected Securities (TIPS) markets was awarded the 2014 Amundi Smith Breeden, and was featured in the Financial Times, and the Economist. I am a frequent speaker at academic conferences, practitioner seminars, and regulatory agencies (CFTC).

Prior to joining the University of Delaware, I worked as Associate at Cornerstone Research in New York on legal cases involving the valuation of over-the-counter and exchange-traded financial securities, including credit default swaps, foreign exchange and interest rate derivatives, and commodity-linked instruments.

I have a Ph.D. in Finance from the Anderson School at UCLA, and also Masters’ Degrees in Financial Engineering, Business Administration (MBA), and Industrial Engineering. I have experience teaching at the undergraduate, MBA, and executive education levels.