Education
Ph.D. in Finance, Stern School of Business, New York University M.Phil. in Finance, Stern School of Business, New York University M.Sc. in Industrial Engineering, Pontificia Universidad Catolica de Chile B.Sc. in Industrial and Electrical Engineering, Pontificia Universidad Catolica de Chile
Research Areas
Areas
Asset Pricing, Derivatives, Fixed-Income, Commodities
On-going Projects
"The Pricing of Derivatives under Borrowing and Short-Selling Costs" "Implied Interest Rates in a Market with Frictions" "Momentum and the Acceleration Hypothesis" (with Stephen Brown)
Academic Publications
Articles
"Term-Structure Estimation in Markets with Infrequent Trading" (L. Naranjo, G. Cortazar, E. Schwartz), International Journal of Finance and Economics, Jan 2007, Issue 12, p. 353‑369
"An N-Factor Gaussian Model of Oil Futures prices" (L. Naranjo, G. Cortazar), Journal of Futures Markets, Jan 2006, Issue 26, p. 243‑268
Other Teaching Activities
Instructor, Financial Management - Stern Undergraduate College, New York University Teaching Assistant, Advanced Futures and Options (MBA), Stern School of Business, New York University Instructor, Workshop on Applied Finance, School of Engineering, Pontifica Universidad Catolica de Chile Teaching Assistant, Rational Pricing of Internet Companies and High Tech Projects, Amsterdam Institute of Finance
Awards and Distinctions
Lawrence G. Goldberg Prize for Best Dissertation in Financial Intermediation (2009) Jules I. Bogen Fellowship (2008-2009) Stern School of Business Fellowship (2004-2008) Department of Industrial Engineering Award, Pontifica Universidad Catolica de Chile (2002) Schorlaship for Academic Excellence, Pontifica Universidad Catolica de Chile, (1994 and 1995)
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Useful Links
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Finance
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Contact
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E-mail
Tel:
33 (0) 1 34 43 39 62
ESSEC Business School Av. Bernard Hirsch B.P. 50105 95021 Cergy Pontoise Cedex France
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