In-Progress
Institutional Ownership and the Resolution of Financial Distress [link]
Timothy Fisher, Jocelyn Martel, and Lorenzo Naranjo
In Progress (2024)
Exchange Offer, Prenegotiated, or Freefall Restructuring
Timothy Fisher, Jocelyn Martel, and Lorenzo Naranjo
In Progress (2024)
Published
Optimal Decision Policy for Real Options under General Markovian Dynamics [link]
Gonzalo Cortazar, Lorenzo Naranjo and Felipe Sainz
European Journal of Operational Research (2021)
A Multifactor Stochastic Volatility Model of Commodity Prices [link]
Gonzalo Cortazar, Matias Lopez, and Lorenzo Naranjo
Energy Economics (2017)
Term-Structure Estimation in Markets with Infrequent Trading [link]
Gonzalo Cortazar, Eduardo Schwartz, and Lorenzo Naranjo
International Journal of Finance & Economics (2007)
An N-Factor Gaussian Model of Oil Futures Prices [link]
Gonzalo Cortazar and Lorenzo Naranjo
Journal of Futures Markets (2006)