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

Web page: https://sites.google.com/site/meilingluck/home

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

https://sites.google.com/site/jnogalesweb/phd-students/Web%20Page%20Pic.png?attredirects=0

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)