Ken Vetzal

Retired - Associate Professor; Approved Doctoral Dissertation Supervisor; Finance

Ken Vetzal

Office: Hagey Hall 383C

Phone: 519-888-4567 x46518


Brief biography

My research focuses on derivative securities, financial risk management and asset allocation.  Recently I have concentrated primarily on allocation strategies for retirement savings.

Education and certifications

  • Bachelor of Arts (Toronto)
  • Master of Arts (Toronto)
  • PhD (Toronto)

Selected publications

  • P. A. Forsyth and K. R. Vetzal, 2017, "Robust Asset Allocation for Long-Term Target-Based Investing", International Journal of Theoretical and Applied Finance 20, DOI: 10.1142/S0219024917500170.
  • D.-M. Dang, P. A. Forsyth and K. R. Vetzal, 2017, "The 4% Strategy Revisited:  A Pre-Commitment Optimal Mean-Variance Approach to Wealth Management", Quantitative Finance 17, 335-351.
  • A. V. S. Douglas, A. G. Huang and K. R. Vetzal, 2016, "Cash Flow Volatility and Corporate Bond Yield Spreads", Review of Quantitative Finance and Accounting 46, 417-458.
  • P. A. Forsyth and K. R. Vetzal, 2014, "An Optimal Stochastic Control Framework for Determining the Cost of Hedging of Variable Annuities", Journal of Economic Dynamics & Control 44, 29-53.
  • S. Bandyopadhyay, R. Jha, D. B. Kennedy, K. R. Vetzal and T. S. Wirjanto, 2013, "Low for Long and Risk-Taking in the Canadian Financial Services Industry", research monograph prepared for the Global Risk Institute in Financial Services, 151 pages.