Lorenzo F. Naranjo, Ph.D.
Affiliations: | 2009 | New York University, Graduate School of Business Administration |
Area:
FinanceGoogle:
"Lorenzo Naranjo"Parents
Sign in to add mentor| Marti G. Subrahmanyam | grad student | 2009 | New York University, Graduate School of Business Administration | |
| (Market frictions, momentum and asset pricing.) | ||||
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Publications
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| Cortazar G, Naranjo L, Sainz F. (2021) Optimal decision policy for real options under general markovian dynamics European Journal of Operational Research. 288: 634-647 |
| Cortazar G, Lopez M, Naranjo L. (2017) A Multifactor Stochastic Volatility Model of Commodity Prices Energy Economics. 67: 182-201 |
| Cortazar G, Schwartz ES, Naranjo LF. (2007) Term-structure estimation in markets with infrequent trading International Journal of Finance and Economics. 12: 353-369 |
| Cortazar G, Naranjo L. (2006) An N‐factor Gaussian model of oil futures prices Journal of Futures Markets. 26: 243-268 |