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Blanco Sánchez, Iván
Finance and Accounting
PhD: Universidad Carlos III de Madrid
Office A5-5
Biography
Iván Blanco is an Associate Professor of Finance and Director of the Master in Finance at CUNEF Universidad. His research interests include empirical asset pricing, quantitative investments, the interaction between financial markets and the real economy, and applications of big data and machine learning in finance. He has published in leading journals such as the Journal of Financial Economics, Journal of Corporate Finance, Journal of Empirical Finance and The Energy Journal. He frequently acts as an advisor to institutional investors on systematic investment strategies.
Education
Ph.D. in Business and Quantitative Methods (Finance), Universidad Carlos III de Madrid, 2016
M.Sc. in Business and Quantitative Methods (Finance), Universidad Carlos III de Madrid, 2012
MBA, EOI & EM Lyon Business School, 2008
Research Interests
Empirical Asset Pricing, Financial Markets, Quantitative Finance and Machine Learning and Big Data in Finance.
Professional Career
Founder & Director, Noax Capital, Madrid, 2020–present
Senior Quantitative Researcher, Arfima Trading, Madrid, 2015–2016
Quantitative Associate Director, BBVA, Madrid, 2010–2011
Quantitative Analyst, Banco Santander, Madrid, 2009–2010
Aerospace Manager, Airbus Military, Madrid, 2006–2008
Most relevant publications
Blanco, Iván; Martin, José M.; Remesal, Alberto: “Stock Price Informativeness and the Propagation of Idiosyncratic Shocks by Institutional Investors”, Journal of Corporate Finance, Art. 103123, 2024.
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.
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
