Felix Fattinger is a Postdoctoral Research Fellow at the Brain, Mind & Markets Laboratory and the Department of Finance at the University of Melbourne. He is currently working on the trading of complex risks. Contrary to simple risks, agents facing complex risks only possess imperfect information about the underlying objective probabilities. His work combines decision theory under ambiguity with behavioural game theory and verifies its theoretical predictions within a controlled laboratory environment. More generally, Felix’s research interests lie in the study of asset pricing theory by means of market experiments.
Felix obtained his PhD in Banking and Finance from the University of Zurich in 2017. He also holds a Master of Science in Quantitative Finance jointly awarded by the University of Zurich and ETH Zurich.