Lorenzo  Naranjo

Lorenzo Naranjo

Assistant Professor of Professional Practice, Finance

Research Interests

Theoretical and empirical asset pricing; derivatives; fixed-income; and commodities

Featured Publications

  • “Term-Structure Estimation in Markets with Infrequent Trading” (with Gonzalo Cortazar and Eduardo Schwartz), International Journal of Finance & Economics, 2007, 12(4), 353–369.

    “An N-Factor Gaussian Model of Oil Futures Prices” (with Gonzalo Cortazar), Journal of Futures Markets, 2006, 26(3), 243–268.

Teaching and Professional Experience

  • Assistant Professor of Professional Practice, Finance, University of Miami School of Business Administration, 2015 - Present
  • Assistant Professor, Finance, ESSEC Business School, 2009 - 2015
  • Consultant, TPCG Financial Services, 2013
  • Consultant, AZERRISK Advantage, 2012
  • Consultant, AC Finance, 2011 - 2012
  • Associate Researcher, RiskAmerica.com, 2004 - Present
  • Consultant, MIR Investment Management, 2004 - 2005
  • Deputy CEO, RiskAmerica.com, 2001 - 2004
  • Consultant, Cortazar & Schwartz Financial Research and Consulting, 2000 - 2001

Specialties

  • Asset Pricing
  • Derivatives
  • International Finance
  • Investments
  • Market Structure

Degrees

  • Ph.D., Finance, New York University, 2009
  • M.Phil., Finance, New York University, 2009
  • M.Sc., Industrial Engineering, Pontificia Universidad Católica de Chile, 2002
  • B.Sc., Industrial and Electrical Engineering, Pontificia Universidad Católica de Chile, 1999

Honors and Awards

  • Lawrence G. Goldberg Prize for Best Dissertation in Financial Intermediation, New York University Stern, 2009
  • Jules I. Bogen Fellowship, New York University Stern, 2008 - 2009
  • Commendation for Teaching Excellence, New York University Stern, 2007
  • New York University Stern Fellowship, 2004 - 2008
  • Department of Industrial Engineering Award, Pontificia Universidad Católica de Chile, 2002
  • Best Academic Performance Award, Pontificia Universidad Católica de Chile, 1994, 1995
Lorenzo  Naranjo

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