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Home > Academics > Divisions > Social Sciences > Economics
Economics

 

 Content Editor

 
​​​​​​
Francisco Peñaranda
Associate Professor
Economics Department

Ph.D. in Economics, Universidad Complutense and CEMFI.


francisco.penaranda@qc.cuny.edu
Office: Powdermaker Hall 306E
Phone: 718 997 5450
Personal Website
Research Interests: The Econometrics of Asset Pricing and Portfolio Management.

Selected Publications:
Peñaranda, F. and L. Wu (2020): “Targets, Predictability, and Performance”, forthcoming in Management Science.

Peñaranda, F. and E. Sentana (2016): “Duality in Mean-Variance Frontiers with Conditioning Information”, Journal of Empirical Finance 38, 762-785.

Peñaranda, F. (2016): “Understanding Portfolio Efficiency with Conditioning Information”, Journal of Financial and Quantitative Analysis 51, 985-1011.

Peñaranda, F. and E. Sentana (2015): “A Unifying Approach to the Empirical Evaluation of Asset Pricing Models”, Review of Economics and Statistics 97, 412-435.

Peñaranda, F. and E. Sentana (2012): “Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach”, Journal of Econometrics 170, 303-324.

Daníelsson, J. and F. Peñaranda (2011): “On the Impact of Fundamentals, Liquidity and Coordination on Market Stability”, International Economic Review 52, 621-638.

Peñaranda, F. (2008): “Portfolio Choice Beyond the Traditional Approach”, Revista de Economía Financiera (now Spanish Review of Financial Economics) 15, 50-90.
 
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