Fabio Mattos, Ph.D  Room 370 Agriculture Building  Telephone (204) 272-1607  Fax (204) 261-7251  Email: fabio.mattos@ad.umanitoba.ca    Curriculum Vitae

EDUCATION

• Ph.D., Agricultural Economics, University of Illinois (USA)
• M.S., Applied Economics, Universidade de São Paulo (Brazil)
• B.A., Economics, Universidade de São Paulo (Brazil)
  
  

FIELDS OF STUDY

• Price Analysis
• Risk Management
• Marketing
  
• Futures and Options Markets
• Decision-Making under Risk
• Behavioral Economics

TEACHING

• ABIZ 0450 – Agricultural Economics and Marketing II (Fall 2011)
  
• ABIZ 0730 – Financial Risk Management (Fall 2010)
  
• ABIZ 3540 – Financial Risk Management (Winter 2011, 2012)
  
• ABIZ 4260 – Price Analysis (Winter 2009, 2010, 2011, 2012)
• ABIZ 7300 – Decision Making Under Uncertainty (Winter 2012)
  

 PUBLICATIONS IN PEER-REVIEWED JOURNALS

• Mattos, F.L. and P. Garcia. “Measuring the Degree to Which Probability Weighting Affects Risk-Taking Behavior in Financial Decisions.” Journal of Finance and Investment Analysis (forthcoming).
• Mattos, F.L., Garcia P., and Pennings J.M.E. “Probability Weighting and Loss Aversion in Futures Hedging.” Journal of Financial Markets 11 (2008), 433-452.
• Mattos, F.L., Garcia P., and Nelson C.H. “Relaxing Standard Hedging Assumptions in the Presence of Downside Risk.” Quarterly Review of Economics and Finance 48 (2008):78-93.
• Mattos, F.L. and Garcia P. “Price Discovery and Risk Transfer in Thinly Traded Markets: Evidence from Brazilian Agricultural Futures Markets.” Review of Futures Markets 14 (2006):471-483.
• Mattos, F.L. and Ferreira Filho, J.B.S. “Utilização de Contratos Futuros Agropecuários em Carteiras de Investimento: Uma Análise de Viabilidade.” Revista de Economia e Sociologia Rural 41 (2003):9-30.
  

OTHER PUBLICATIONS

• Mattos, F.L. and Garcia P. "Psychological Dimensions in Financial Decision Making Under Risk: Loss Aversion and House-Money Effect Among Professional Traders." In: Handbook on Psychology of Decision-Making: New Research. Karen O. Moore and Nancy P. Gonzalez (Ed.). Nova Science Publishers, forthcoming.
  
• Mattos, F.L. and Garcia P. “Applications of Behavioral Finance to Entrepreneurs and Venture Capitalists: Decision Making under Risk and Uncertainty in Futures and Options Markets.” In: Advances in Entrepreneurial Finance. Rassoul Yazdipou (Ed.). Springer, 2010.
• Mattos, F.L. “Probability Weighting in Futures Hedging.” In: Financial Hedging. Patrick N. Catlere (Ed.). Nova Science Publishers, 2009.
  

REFEREED CONFERENCE PRESENTATIONS

• Mattos, F.L., and Brewin, D. “Is It Price Variability or Risk? Evaluating Risk and Risk Management Strategies in Agriculture Using Different Risk Measures”. NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2012.
• Andrade, E., and Mattos, F.L. “How Does ‘Cost Risk’ Influence Producers’ Decision to Hedge?”. NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2012.
• Silva, R., Christofoletti, M.A., and Mattos, F.L. “The Increasing Participation of China in the World Soybean Market and Its Impact on Price Linkages in Futures Markets”. NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2012.
• Capitani, D.H.D, Mattos, F.L., and Martines-Filho, J. "Risk measures and the feasibility of a rice futures contract in Brazil". Risk Management Commodity Trading Conference, Sao Paulo, Brazil, November 2011.
• Mattos, F.L., and Fryza, S. "Do Farmers Exhibit Disposition Effect? Evidence from Grain Markets." Annual Meeting of the Academy of Behavioral Finance & Economics, Los Angeles, CA, September 2011.
• Mattos, F.L., and Fryza, S. "Do Farmers Exhibit Disposition Effect? Evidence from Grain Marketing." AAEA & NAREA Joint Annual Meeting, Pittsburgh, PA, July 2011.
• Fryza, S., and Mattos, F.L. “Are Canadian Farmers Overconfident?" AAEA & NAREA Joint Annual Meeting, Pittsburgh, PA, July 2011.
• Mattos, F.L., and Fryza, S. “The Marketing Performance of Canadian Wheat Farmers.” CAES & WAEA Joint Annual Meeting, Banff, AB, June 2011.
• Mattos, F.L., and Garcia, P. “Changes in Liquidity,Cash Market Activity, and Futures Market Performance:Evidence from Live Cattle Market in Brazil” NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2011.
• Fryza, S., and Mattos, F.L. “How Do Canadian Wheat Producers’ Make Marketing Decisions?.” NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2011.
• Mattos, F.L., and Fryza, S. “Decision Making Process in Grain Marketing: A Study in the Canadian Market”. Annual Meeting of the Academy of Behavioral Finance & Economics, Chicago, IL, September 2010.
• Mattos, F.L., Garcia, P., and Urso, F.P. “Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency.” AAEA, CAES, & WAEA Joint Annual Meeting, Denver, CO, July 2010.
• Capitani, D.H.D, Regazzini, L.C., and Mattos, F.L. “The Feasibility of a Rice Futures Contract in Brazil.” Annual Meeting of the Brazilian Society of Agricultural Economics and Rural Sociology, Campo Grande, MS, July 2010.
• Fryza, S., and Mattos, F.L. “Producers’ Decision Making in Grain Marketing: A Study in the Canadian Market.” NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2010.
• Mattos, F.L., and Garcia, P. “The Effect of Probability Weighting on Financial Decisions.” Behavioral Finance & Economics Research Symposium, Chicago, IL, September 2009.
• Mattos, F.L., and Garcia, P. “The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression.” NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2009.
• Mattos, F.L., Garcia, P., and Pennings, J.M.E. “Insights into Trader Behavior: Risk Aversion and Probability Weighting.” NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, Chicago, IL, April 2007.
• Mattos, F.L., Garcia, P., and Pennings, J.M.E. “Probability distortion and loss aversion in futures hedging.” NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2006.
• Mattos, F.L., Garcia, P., and Nelson, C.H.” Relaxing standard hedging assumptions in the presence of downside risk.” NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2005.
• Mattos, F.L., and Garcia, P. “Price discovery in thinly traded markets: cash and futures relationships in Brazilian agricultural futures markets.” NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2004.
• Mattos, F.L., Garcia, P., Leuthold, R., and Hahn, T. “The feasibility of a boxed beef futures contract: hedging wholesale beef cuts.” NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St Louis, MO, April 2003.
• Mattos, F.L. and Borguini, R.G. “Analysis of organic food consumption in Brazil.” XL Annual Meeting of the Brazilian Society of Agricultural Economics and Rural Sociology, Passo Fundo, RS, July 2002.
• Mattos, F.L. and Perobelli, F.S. “Price index numbers in futures markets.” XXXIX Annual Meeting of the Brazilian Society of Agricultural Economics and Rural Sociology, Recife, PE, July 2001.
• Mattos, F.L. and Ferreira Filho, J.B.S. “The inclusion of agricultural futures contracts in stock portfolios.” :XXXVIII Annual Meeting of the Brazilian Society of Agricultural Economics and Rural Sociology, Rio de Janeiro, RJ, July 2000.
• Pizzol, S.J.S., Mattos, F.L., and Martines Filho, J.G. “Portfolio theory in the fruit market: an application in the Vera Cruz area.” XXXVII Annual Meeting of the Brazilian Society of Agricultural Economics and Rural Sociology, Foz do Iguaçu, PR, July 1999.
  

INVITED PRESENTATIONS

• "Decision Making Under Uncertainty". Department of Economics, Administration and Sociology, University of São Paulo, August 2011.
• “Behavioral Dimensions of Decision Making in Grain Marketing”. CAES Risk Management Workshop, University of British Columbia, April 2010.
• “Are Farmers Rational? An Investigation on Risk-Taking Behaviour in Agriculture”. Faculty of Agricultural and Food Sciences Seminar Series, University of Manitoba, February 2010.
• “Risk and Uncertainty Research in Applied Economics”. Department of Economics, Administration and Sociology, University of São Paulo, December 2009.
• “Trading Behavior in Futures and Options Markets”. Department of Agribusiness and Agricultural Economics, University of Manitoba, November 2009.
• “The Effect of Prior Profits on Current Risk-Taking”. Department of Food, Agricultural and Resource Economics, University of Guelph, October 2009.

PROFESSIONAL MEMBERSHIPS

• Agricultural and Applied Economics Association
• Canadian Agricultural Economics Society
• American Economics Association
• Academy of Behavioral Finance and Economics