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- Blanco Sánchez Iván
Blanco Sánchez, Iván
Finance and Accounting
PhD: Universidad Carlos III de Madrid
Office F6.3
BIO
Iván Blanco is an Associate Professor of Finance at CUNEF Universidad. His current research interests include: (i) empirical asset pricing and quantitative investments, (ii) feedback effects between financial markets and the real economy and (iii) big data, machine learning and financial technology. His research output includes publications in top international financial and economic journals such as The Journal of Financial Economics, Journal of Corporate Finance, Journal of Empirical Finance or The Energy Journal.
Prior to joining CUNEF, he worked for BBVA in CVA and Counterparty Risk Management, for Banco Santander in the Quantitative Model Validation team and as a Senior Quantitative Algorithmic Trader in Arfima Trading. Ivan has also worked as an independent consultant for numerous national and international firms, mainly on issues related to financial markets, investment and asset pricing.
Education
PhD in Finance, Universidad Carlos III de Madrid (2016)
MSc in Finance and Quantitative Methods, Universidad Carlos III de Madrid (2013) and MBA, EOI Business School (2009)
BSc/MSc in Aerospace Engineering, Universidad Politécnica de Madrid (2006)
Research Interests
Empirical asset pricing and quantitative investments; Feedback effects between financial markets and real economy; Big data, machine learning and financial technology
Career
Fund Investment Advisor (Noax Trading), NOAX GLOBAL FI, 2018–Present
Research Fellow (UC3M - Banco Santander Big Data Institute), 2017–Present
Senior Quantitative Algorithmic Trader (Arfima Trading), 2015–2016
CVA/Counterparty Risk Group (BBVA), 2010–2011
Model Validation Quant (Banco Santander), 2008–2010
Publications in Scientific Journals
Blanco, Iván; De Jesus, Miguel; Remesal, Alvaro: "Overlapping momentum portfolios", Journal of Empirical Finance, 72, 1-22, 2023.
Blanco, Iván; García, Sergio: "Options Trading and The Cost of Debt", Journal of Corporate Finance, 69, 102005, 2021.
Blanco, Ivan; Peña, Ignacio; Rodríguez, Rosa: "Modelling Electricity Swaps with Stochastic Forward Premium Models", The Energy Journal, 39 (2), 2018.
Baldominos, Alejandro; Blanco, Iván; Moreno, Antonio; Iturrarte, Rubén; Bernardez, Oscar; Afonso, Carlos: "Identifying Real Estate Opportunities using Machine Learning", Applied Sciences, 8 (11), Art. 2321, 2018.
Blanco, Iván; Wehrheim, David: "The Bright Side of Financial Derivatives: Options Trading and Firm Innovation", Journal of Financial Economics, 125 (1), 99-119, 2017.
Otros profesores
