PhD Students
Past and current students:
Jesús Perez Colino
PhD 2009: "Dynamic Interest-Rate modelling in Incomplete Markets" (co-advisored with W. Stute)
Currently, Senior Quantitative Analyst at E.ON Global Commodities
Web page: http://www.google.com/profiles/jpcolino
André Alves Portela Santos
PhD 2010: "Multivariate Volatility Models in Financial Risk Management and Portfolio Selection" (co-advisored with E. Ruiz)
Currently, Associate Professor at Universidade Federal de Santa Catarina, Florianópolis, Brazil
Web page: http://sites.google.com/site/andreportela/
Alberto Martín Utrera
PhD 2013: "Parameter Uncertainty in Portfolio Optimization" (co-advisored with V. DeMiguel, LBS)
Currently, a Lecturer in Finance at Lancaster University Management School
Web page: http://sites.google.com/site/amutrera84/
Xiaoling Mei
PhD 2016: "Dynamic Portfolio Selection with Transaction Costs and Estimation Error" (co-advisored with V. DeMiguel, LBS)
Currently, Assistant Professor at Xiamen University
Vahe Avagyan
PhD 2016: "New estimation methods for high dimensional inverse covariance matrices" (co-advisored with A.M. Alonso)
Currently, Postdoctoral Researcher at Ghent University
Web page: http://about.me/vaheavagyan
Ginette Lafit
PhD 2017: "Robust and sparse estimation of precision matrices" (co-advisored with R. Zamar, UBC)
Currently, a Postdoctoral Researcher at KU Leuven
Web page: https://sites.google.com/site/ginettelafit/
Iván Barragán
PhD student: "Analytics for massive time-series" (co-advisored with Carlos Ruiz, UC3M)