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Faculty and Staff

Lorenzo  Naranjo

Lorenzo Naranjo

Assistant Professor of Professional Practice, Finance

(305) 284-9491
Jenkins 514N
lnaranjo@miami.edu


Research Interests

  • Theoretical and Empirical Asset Pricing
  • Derivatives
  • Fixed-Income
  • Commodities

Selected Publications

Cortazar, Gonzalo, Schwartz, Eduardo and Lorenzo Naranjo (2007), “Term-Structure Estimation in Markets with Infrequent Trading,” International Journal of Finance & Economics, Vol. 12, No. 4, 353–369.

Cortazar, Gonzalo and Lorenzo Naranjo (2006), “An N-Factor Gaussian Model of Oil Futures Prices,” Journal of Futures Markets, Vol. 26, No. 3, 243–268.


Honors and Awards

  • Lawrence G. Goldberg Prize for Best Dissertation in Financial Intermediation, NYU Stern, 2009
  • Jules I. Bogen Fellowship, NYU Stern, 2008–2009
  • Commendation for Excellence in Teaching, NYU Stern, 2007
  • NYU Stern Fellowship, 2004–2008
  • Department of Industrial Engineering Award, Pontificia Universidad Católica de Chile, 2002
  • Academic Excellence Award, Pontificia Universidad Católica de Chile, 1994 and 1995

Teaching and Professional Experience

  • Assistant Professor of Professional Practice, School of Business, University of Miami, Coral Gables, FL, July 2015 – Present
  • Assistant Professor of Finance, ESSEC Business School, Cergy, France, July 2009 – June 2015

Degrees

  • Ph.D., Finance, New York University, 2009
  • M.Phil., Finance, New York University, 2008
  • M.Sc., Engineering, Pontificia Universidad Catolica de Chile, 2002
  • B.Sc., Engineering, Pontificia Universidad Catolica de Chile, 1999

Specialties

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

    School of Business Administration
    P.O. Box 248027, Coral Gables, Florida 33124-6520
 
 
TEL: 305-284-4643
FAX: 305-284-6526
 
GRADUATE: 305-284-2510
UNDERGRADUATE: 305-284-4641