Juan Mascareñas

Universidad Complutense de Madrid

Catedrático de Economía Financiera

Avda. de Séneca 2

Madrid, 28040

Spain

http://www.ucm.es

SCHOLARLY PAPERS

52

DOWNLOADS
Rank 99

SSRN RANKINGS

Top 99

in Total Papers Downloads

144,146

SSRN CITATIONS

7

CROSSREF CITATIONS

10

Scholarly Papers (52)

1.

Introducción a las Finanzas Corporativas (Introduction to Corporate Finance)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2007
Number of pages: 32 Posted: 21 Aug 2013 Last Revised: 03 Apr 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 11,980 (809)

Abstract:

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corporate finance, agency costs, CFO, ethics, social responsibility

2.

Introducción a los Mercados Financieros (Introduction to Financial Markets)

Number of pages: 40 Posted: 16 Aug 2013 Last Revised: 17 Jul 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 7,331 (1,877)
Citation 2

Abstract:

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financial markets, financial assets

3.

Mercado de Derivados Financieros: Futuros y Opciones (Market of Financial Derivatives: Futures and Options)

Number of pages: 82 Posted: 19 Aug 2013 Last Revised: 04 Feb 2020
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 6,544 (2,259)
Citation 1

Abstract:

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futures, options, binomial, Black & Scholes, exotic options

4.

Principios de Finanzas (Principles of Finance)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2007
Number of pages: 26 Posted: 21 Aug 2013 Last Revised: 15 Apr 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 6,338 (2,389)

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signalizing, comparative advantage, option, risk-return, diversification, efficiency, principles

5.

Mercado Financiero de Renta Fija (Financial Market on Fixed Income Securities)

Number of pages: 86 Posted: 17 Aug 2013 Last Revised: 27 Aug 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 6,044 (2,602)

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Fixed income securities, T-Bonds, Corporate Bonds, FRN, CoCos, Cat bonds, Duration, Bond ETF

6.

Mercado de Divisas (Foreign Exchange Market)

Number of pages: 47 Posted: 18 Aug 2013 Last Revised: 22 May 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 5,172 (3,410)

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foreign exchange, exchange risk, spot rate, forward rate, PPP

7.

Mercado Financiero de Renta Variable (Financial Market on Variable Income Securities)

Number of pages: 75 Posted: 18 Aug 2013 Last Revised: 12 Aug 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 4,778 (3,902)

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stocks, valuation, IPO, primary market, secondary market, stock indexes, HFT, dark pools

8.

El Valor Temporal del Dinero (The Time Value of Money)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, 'El Valor Temporal Del Dinero', ISSN: 1988-1878 04, 2013
Number of pages: 36 Posted: 19 Aug 2013 Last Revised: 19 Aug 2023
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 4,442 (4,422)

Abstract:

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interest rate, present value, future value, annuity, capitalization, amortization

9.

El coste del capital (Cost of capital)

Number of pages: 48 Posted: 20 Aug 2013 Last Revised: 17 Jul 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 4,404 (4,485)

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WACC, cost of capital, cost of equity, cost of debt

10.

Mercado de Derivados Financieros: Swaps (Market of Financial Derivatives: Swaps)

Number of pages: 61 Posted: 19 Aug 2013 Last Revised: 27 Aug 2023
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 4,187 (4,887)
Citation 1

Abstract:

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interest rate swap, currency swap, equity swap, asset swap, inflation swaps, IRS valuation

11.

La Estructura Temporal de los Tipos de Interés (Term Structure of Interest Rates)

Number of pages: 43 Posted: 23 Aug 2013 Last Revised: 09 Jan 2023
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 4,060 (5,132)
Citation 1

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Term structure, expectations theory, liquidity preference, segmentation theory, preferred habitat theory

12.

Análisis del Apalancamiento (Leverage Analysis)

Number of pages: 36 Posted: 08 Sep 2013 Last Revised: 04 Mar 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 3,821 (5,672)

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break-even point, financial leverage, operative leverage, economic return, financial return, System Dynamics

13.

La Valoración de Proyectos de Inversión Productivos (Project Valuation)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2008
Number of pages: 33 Posted: 21 Aug 2013 Last Revised: 12 Jan 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 3,675 (6,074)
Citation 2

Abstract:

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pay-back, NPV, IRR, MIRR

14.

Gestión de Carteras I: Selección de Carteras (Portfolio Management I: Portfolio Selection)

Number of pages: 28 Posted: 22 Aug 2013 Last Revised: 15 Jan 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 3,548 (6,427)

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Portfolio selection, Markowitz, Sharpe, Diagonal model

15.

La Valoración de los Activos de Renta Fija (The Valuation of Fixed Income Securities)

Number of pages: 63 Posted: 23 Aug 2013 Last Revised: 04 Mar 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 3,515 (6,527)
Citation 1

Abstract:

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Bond valuation, embedded options, convertible option

16.

Características de los Activos Financieros de Renta Fija (Characteristics of the Fixed Income Financial Assets)

Number of pages: 49 Posted: 23 Aug 2013 Last Revised: 18 Nov 2022
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 3,414 (6,847)
Citation 1

Abstract:

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interest and reinvestment risks, default risk, inflation risk, CoCos, CDS

17.

La Estructura De Capital Óptima (The Optimum Capital Structure)

Number of pages: 51 Posted: 20 Aug 2013 Last Revised: 04 Feb 2022
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 3,213 (7,520)
Citation 2

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Capital structure, Modigliani-Miller, cost of agency, cost of bankruptcy, pecking order theory, trade-off theory

18.

La Medida del Riesgo de Interés de los Bonos (The Measure of Bond Interest Risk)

Number of pages: 50 Posted: 23 Aug 2013 Last Revised: 20 Feb 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 3,143 (7,804)

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Duration, convexity, effective duration

19.

Contratos Financieros Principal-Agente (Principal-Agent Financial Contracts)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2007
Number of pages: 52 Posted: 22 Aug 2013 Last Revised: 03 Jan 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,934 (8,683)

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Agency Theory, conflict of interests, principal-agent, moral hazard, adverse selection, monitoring costs

20.

Gestión de Carteras II: Modelo de Valoración de Activos (Portfolio Management II: Capital Asset Pricing Model)

Number of pages: 32 Posted: 22 Aug 2013 Last Revised: 09 Feb 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,827 (9,180)
Citation 5

Abstract:

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CML, SML, CAPM, APT, Beta

21.

La Política de Dividendos (Dividend Policy)

Number of pages: 42 Posted: 20 Aug 2013 Last Revised: 01 Feb 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,626 (10,370)
Citation 1

Abstract:

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Dividend policy, equity buybacks

22.

Opciones Reales: Introducción (Real Options: Introduction)

Number of pages: 25 Posted: 26 Aug 2013 Last Revised: 03 Feb 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,498 (11,198)

Abstract:

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Real options

23.

El Riesgo País (Country Risk)

24 - El Riesgo País, enero 2008
Number of pages: 47 Posted: 25 Aug 2013 Last Revised: 14 Feb 2023
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,289 (12,892)
Citation 1

Abstract:

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political risk, country risk, sovereign risk

24.

Opciones Reales: Valoración por el Método Binomial (Real Options: Valuation by the Binomial Method)

32 - Opciones Reales: Valoración por el método binomial, 2011
Number of pages: 21 Posted: 28 Aug 2013 Last Revised: 13 Apr 2015
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,262 (13,160)
Citation 1

Abstract:

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real option, binomial method

25.

La Gestión Activa de las Carteras de Renta Fija (The Active Management of Fixed Income Portfolios)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2007
Number of pages: 39 Posted: 22 Aug 2013 Last Revised: 23 Dec 2022
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,209 (13,630)

Abstract:

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active management, horizon analysis, bond swap, fixed income

26.

Introducción al Valor en Riesgo (VaR) (An Introduction to Value at Risk VaR)

Number of pages: 16 Posted: 26 Aug 2013 Last Revised: 14 Dec 2015
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,208 (13,640)
Citation 1

Abstract:

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Value at risk, VaR

27.

El Mercado del Oro (The Gold Market)

Number of pages: 31 Posted: 02 Jul 2014 Last Revised: 17 Apr 2023
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,195 (13,770)

Abstract:

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gold market, bullions, carats, gold swaps, GOFO, ETF/ETC

28.

Opciones Reales en la Valoración de Proyectos de Inversión (Real Options in Project Valuation)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2009
Number of pages: 48 Posted: 22 Aug 2013 Last Revised: 05 Feb 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,123 (14,515)

Abstract:

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real options, option to defer, option to abandon, option to growth

29.

La Gestión Pasiva de las Carteras de Renta Fija (The Passive Management of Fixed Income Portfolios)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2006
Number of pages: 42 Posted: 22 Aug 2013 Last Revised: 04 Apr 2022
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 2,056 (15,250)

Abstract:

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immunization, tracking error, bond indexation, cash flow matching

30.

Riesgos Económico y Financiero (Business and Financial Risks)

23 - Riesgos Económico y Financiero, enero 2008
Number of pages: 34 Posted: 25 Aug 2013 Last Revised: 09 Aug 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,989 (16,068)
Citation 2

Abstract:

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business risk, financial risk, business return, financial return, rating, system dynamics

31.

La Beta Apalancada (The Leveraged Beta)

Number of pages: 10 Posted: 20 Aug 2013 Last Revised: 20 Jan 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,893 (17,427)

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beta, unleveraged beta, leveraged beta, debt beta, equity beta, asset beta

32.

Opción Real de Abandonar un Proyecto de Inversión (Real Option to Abandon an Investment Project)

37 - Opción real de abandonar un proyecto de inversión, mayo 2013
Number of pages: 33 Posted: 28 Aug 2013 Last Revised: 05 May 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,795 (18,927)

Abstract:

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real option, option to abandon, business valuation

33.

Productos Financieros Estructurados (Structured Financial Products)

Number of pages: 40 Posted: 19 Aug 2013 Last Revised: 16 Feb 2020
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,682 (20,945)

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Structured Finance, Inverse FRN, IAN, CDO, CDS, CLO

34.

La Financiación De Proyectos (Project Finance)

Number of pages: 30 Posted: 12 Mar 2014
Raúl Julián and Juan Mascareñas
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration and Universidad Complutense de Madrid
Downloads 1,630 (21,966)

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Project finance, risk, mitigation, financial structure

35.

Introducción al Riesgo en la Empresa (Introduction to Firm's Risk)

20 - Introducción al Riesgo en la Empresa, marzo 2010
Number of pages: 32 Posted: 25 Aug 2013 Last Revised: 01 Dec 2016
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,607 (22,429)
Citation 1

Abstract:

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risk, diversification, risk free rate, risk premium, APT

36.

Opciones Exóticas (Exotic Options)

Number of pages: 56 Posted: 29 Dec 2013 Last Revised: 28 Nov 2020
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,599 (22,613)

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Exotic options, Asian, barrier, look back, shout, ladder, ratchet, cap, floors, collars, quanto, exchange, basket, rainbow, chooser, forward start, contingent premium, compounds, digital binary

37.

Opción Real de Diferir un Proyecto de Inversión (Real Option to Defer an Investment Project)

33 - Opción real de diferir un proyecto de inversion, February 2013
Number of pages: 30 Posted: 28 Aug 2013 Last Revised: 12 Apr 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,598 (22,645)

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real option, option to defer, option to learn

38.

Opciones Reales de Ampliar y Reducir un proyecto de inversión (Real Options to Growth and to Contract an Investment Project)

35 - Opciones reales de ampliar y reducir un proyecto de inversion, abr 2012
Number of pages: 21 Posted: 28 Aug 2013 Last Revised: 17 Apr 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,596 (22,708)

Abstract:

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real options, option to contract, option to growth

39.

Introducción a la Gestión del Riesgo (Risk Management: An Introduction)

18 - Introducción a la gestión del riesgo, febrero 2008
Number of pages: 40 Posted: 25 Aug 2013 Last Revised: 19 Mar 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,543 (23,902)

Abstract:

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risk management, hedging, futures, forwards, swaps, options

40.

Opciones Reales: Gestión y Problemas de su Utilización (Real Options: Management and Problems Using Them)

38 - Opciones Reales: Gestión y problemas de su utilización, abr 2012
Number of pages: 16 Posted: 28 Aug 2013 Last Revised: 10 May 2019
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,495 (25,050)

Abstract:

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real option

41.

Las Acciones Ordinarias como Opciones sobre el Activo de la Empresa (Equity Shares as Options on Firm's Assets)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, April 2012
Number of pages: 31 Posted: 22 Aug 2013 Last Revised: 17 Jan 2020
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,466 (25,785)

Abstract:

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real options, share, equity, bankruptcy, duration

42.

Procesos Estocásticos: Procesos de Wiener e Ito (Stochastic Processes: Processes of Wiener and Ito)

Number of pages: 27 Posted: 26 Aug 2013 Last Revised: 10 Jan 2016
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,271 (31,795)

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Wiener process, Brownian movement

43.

Opciones Implícitas en Instrumentos de Financiación de la Empresa (Embedded Options in Firm's Financing Instruments)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2011
Number of pages: 51 Posted: 22 Aug 2013 Last Revised: 20 Nov 2020
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,245 (32,766)

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call bond, put bond, warrant, convertible bond, embedded option

44.

Otros riesgos empresariales: Inflación, Liquidez, Legal, Catástrofe, Reputacional (Other Business Risks: Inflation, Liquidity, Legal, Catastrophe, Reputation)

25 - Otros tipos de riesgo, febrero 2008
Number of pages: 43 Posted: 25 Aug 2013 Last Revised: 06 Feb 2023
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,119 (38,139)

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inflation risk, liquidity risk, legal risk, catastrophe risk, reputational risk, inflation swap

45.

El Riesgo De Interés (The Interest Risk)

21 - El Riesgo de Interés, enero 2008
Number of pages: 15 Posted: 25 Aug 2013
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,076 (40,410)

Abstract:

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interest risk, modified duration, reinvestment risk

46.

Procesos Estocásticos: Introducción (Stochastic Processes: An Introduction)

Number of pages: 22 Posted: 26 Aug 2013 Last Revised: 02 May 2018
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,042 (42,301)

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Stochastic processes, random walk

47.

La Valoración de un Proyecto Biotecnológico como una Opción Real Compuesta (The Valuation of a Biotechnological Project Like a Compound Real Option)

34 - La valoración de un proyecto biotecnológico como una opción real compuesta, mar 2012
Number of pages: 29 Posted: 28 Aug 2013 Last Revised: 10 May 2019
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 1,020 (43,606)
Citation 1

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real option, biotechnology, compound option

48.

Sociedad Cotizada con Propósito para la Adquisición (Special Purpose Acquisition Company- SPAC)

Number of pages: 38 Posted: 13 Apr 2021 Last Revised: 06 Sep 2023
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 652 (79,446)
Citation 1

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SPAC, IPO, Des-SPAC, Capital Structure, Critics

49.

Primas de Riesgo a Plazo en la Deuda Pública Española (Term Risk Premiums in the Spanish Sovereign Debt)

Number of pages: 31 Posted: 02 Mar 2018 Last Revised: 19 Jan 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 449 (125,649)
Citation 1

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Tipo de interés a plazo prima de riesgo, curva de rendimientos, volatilidad, forward interest rate, risk premium, yield curve, volatility

50.

ESG y Finanzas de Empresa (ESG and Corporate Finance)

Number of pages: 60 Posted: 30 Apr 2024 Last Revised: 06 May 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 243 (242,947)

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ESG, sustainability, green bonds, social value, SROI, stakeholders

51.

Ética y Finanzas de Empresa (Ethics and Corporate Finance)

Number of pages: 42 Posted: 17 Apr 2024 Last Revised: 16 May 2024
Juan Mascareñas
Universidad Complutense de Madrid
Downloads 176 (327,507)

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Ethics, finance, reputational risk, honesty, accounting scandals, value

52.

Estudio Del Efecto Tamaño En El Mercado Bursátil Colombiano (Study of the Size Effect in the Stock Market of Colombia)

Journal of Economics, Finance & Administrative Science, Vol. 18, No. sci, 2013
Number of pages: 5 Posted: 22 Nov 2013 Last Revised: 27 Nov 2013
Industrial University of Santander, Industrial University of Santander and Universidad Complutense de Madrid
Downloads 124 (435,361)

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Efecto, tamaño, Modelo de valoración de activos, Anomalía del mercado financiero, Size Effect Capital Asset Pricing Model Capital Market Anomaly