Alejandro Bernales
- Profesor Asociado
Ph.D. en Finanzas, The Univerisity of Manchester, Manchester, Inglaterra
Magister en Ciencias de la Ingeniería, Pontificia Universidad Católica, Santiago, Chile
Ingeniero Civil Industrial, Pontificia Universidad Católica, Santiago, Chile
Formación Académica
Ingeniero Civil Industrial, Pontificia Universidad Católica, Santiago, Chile
Profesor Asociado, Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile. Sus áreas de Especilización son: Valorización de Activos, Derivados, Microestructura, Macro Finanzas y Economía de la Energía.
Biografía
- Valorización de Activos, Derivados, Microestructura, Macro Finanzas y Economía de la Energía.
Campos de Investigación
Contacto
Publicaciones en Revistas con Comité Editorial
● 2022
(Forthcoming)
/
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk
/ JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS -
● 2021
/
The effect of environmental policies on risk reductions in energy generation
/ JOURNAL OF ECONOMIC DYNAMICS AND CONTROL - Vol. 126
● 2020
(Forthcoming)
/
Speculative bubbles under supply constraints, background risk and investment fraud in the art market
/ JOURNAL OF CORPORATE FINANCE -
● 2020
/
What do we know about individual equity options?
/ JOURNAL OF FUTURES MARKETS - Vol. 40, No. 1
● 2020
/
Learning and Index Option Returns
/ Journal of Business & Economic Statistics - Vol. 38, No. 2
● 2019
/
Make-Take Decisions under High-Frequency Trading Competition
/ JOURNAL OF FINANCIAL MARKETS - Vol. 45
● 2018
/
Bid–ask spread and liquidity searching behaviour of informed investors in option markets
/ Finance Research Letters - Vol. 25
● 2017
/
Learning and forecasts about option returns through the volatility risk premium
/ JOURNAL OF ECONOMIC DYNAMICS AND CONTROL - Vol. 82
● 2016
/
CVaR Constrained Planning of Renewable Generation with Consideration of System Inertial Response, Reserve Services and Demand Participation
/ ENERGY ECONOMICS - Vol. 59
● 2015
/
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
/ JOURNAL OF FINANCIAL MARKETS - Vol. 26
● 2014
/
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
/ JOURNAL OF BANKING & FINANCE - Vol. 46, No. 1
Capítulos de libros
Research Monographs
● 2020
/
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
/ No. 234
● 2017
/
Blue-Collar Crime and Finance
● 2017
/
A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition
/ No. 234
● 2013
/
The Effects of Asymmetric Information on the Adoption of Equity Options / No. 484
● 2012
/
Learning How to Smile: Can Rational Learning Explain the Predictable Dynamics in the Implied Volatility Surface?
● 2012
/
Risk Management with Thinly Traded Securities: Methodology and Implementation
● 2012
/
Can We Forecast the Implied Volatility Surface Dynamics for CBOE Equity Options? / Vol. 456
● 2011
/
Diffusion of the Financial Innovation and Learning dynamics with Asymmetric Information: The Case of Stock Option Listings
● 2009
/
Value-at-Risk in Emerging Fixed-Income Markets with Incomplete Panels of Prices: A No-Arbitrage Term-Structure Model Approach
Columna de Opinión