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Peter Feldhütter

Assistant Professor of Finance

BA (Copenhagen), PhD (Copenhagen)

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.


The Credit Spread Puzzle - Myth or Reality?

Feldhutter P; Schaefer S

IFA Working Paper

The Impact of Creditor Control on Corporate Bond Pricing and Liquidity

Feldhutter P; Hotchkiss E; Karakas O

IFA Working Paper


Risk Premia, Volatilities, and Sharpe Ratios in a Non-Linear Term Structure Model

Feldhutter P; Heyerdahl-Larsen C; Illeditsch P

IFA Working Paper


Keep it Simple: Dynamic Bond Portfolios Under Parameter Uncertainty

Feldhutter P; Larsen L S; Munk C; Trolle A B

Social Sciences Research Network


Can Affine Models Match the Moments in Bond Yields?

Feldhutter P

Social Sciences Research Network

E203 Elective Course in Derivatives AUT14 and SPR15 (Streams A & B)

MBA London Business Experience and MiF London Finance Experience trips

Nykredit Talented Researcher Award, 2011.

NYSE Student Travel Grant, Western Finance Association, 2007.

WHU Finance Award, Campus for Finance, 2007.

Society of Quantitative Analysts Award for Best Paper in Quantitative Investments, Western Finance Association, 2006.

Research Interests

Asset pricing, credit risk, fixed income, liquidity risk.