Francisco Peņaranda |
| PhD, Universidad Complutense de Madrid - CEMFI |
| Barcelona GSE Affiliated Professor |
| Personal Homepage |
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 Program(s): |
| MSc in Finance, GPEFM |
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| Biography: |
| Francisco Peņaranda is an assistant professor at the Universitat Pompeu Fabra. |
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| Research interests: |
| - Financial econometrics, asset pricing, portfolio management |
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| Selected publications: |
| - "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach", 2004, joint with Enrique Sentana, CEPR Discussion Paper 4422
- "Evaluation of Joint Density Forecasts of Stock and Bond Returns: Predictability and Parameter Uncertainty", 2003, FMG Discussion Paper 458. |
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francisco.penaranda@upf.edu
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