Navigate Up
Sign In
QC Home Page QC Home Page
A-Z Index
Home > Academics > Divisions > Social Sciences > Economics


 Content Editor

Francisco Peñaranda
Associate Professor
Economics Department

Ph.D. in Economics, Universidad Complutense and CEMFI.
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.
Stay Social at QC YouTube Facebook Twitter Gray Bar Calendar MyQC QC Mobile CUNY first Blackboard QC Bookstore QC Campus Store Gray Bar QC Wows!

Click each division to view a complete list of its departments

Adult Collegiate Education | English Language Institute | Professional & Continuing Studies
Summer Session | Weekend College | Winter Session

Resources for Combating Sexual Harassment/Sexual Assault (Title IX)

Queens College is CUNY
DirectionsMap/Directions  |  Emergency Preparedness  |  Working at QC  |  Student Consumer Info  |  A-Z Index  | 
Queens College, CUNY | 65-30 Kissena Blvd. | Queens, NY 11367-1597 | Phone: (718) 997-5000 Copyright © 2004-