Iván Blanco

CUNEF

Assistant Professor of Finance

C/ Leonardo Prieto Castro, 2

Madrid, Madrid 28040

Spain

http://cunef.edu/

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 30,319

SSRN RANKINGS

Top 30,319

in Total Papers Downloads

1,344

CITATIONS

0

Scholarly Papers (5)

1.

The Bright Side of Financial Derivatives: Options Trading and Firm Innovation

Journal of Financial Economics, Volume 125, Issue 1, 2017, Pages 99-119
Number of pages: 57 Posted: 29 Mar 2015 Last Revised: 20 Dec 2017
Iván Blanco and David Wehrheim
CUNEF and IESE Business School
Downloads 711 (31,655)

Abstract:

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innovation, R&D productivity, options market, stock price efficiency, career concerns

2.

Measuring Risk When Expected Losses are Unbounded

Risks 2014, 2(4), 411-424
Number of pages: 14 Posted: 19 Apr 2015
Alejandro Balbás, Iván Blanco and José Garrido
Universidad Carlos III de Madrid - Department of Business Administration, CUNEF and Concordia University, Quebec - Department of Mathematics & Statistics
Downloads 324 (84,447)

Abstract:

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heavy tail, risk measures, representation theorem, applications

3.

Modelling Electricity Swaps with Stochastic Forward Premium Models

The Energy Journal, Forthcoming
Number of pages: 76 Posted: 20 Dec 2016 Last Revised: 15 May 2017
CUNEF, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 134 (197,692)

Abstract:

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Electricity swaps, Stochastic forward premium, Multivariate Normal Inverse Gaussian distribution, Lévy processes

4.

The Hidden Cost of Financial Derivatives: Options Trading and the Cost of Debt

Number of pages: 72 Posted: 31 Jan 2017 Last Revised: 03 Sep 2017
Iván Blanco and Sergio García
CUNEF and Universidad Carlos III de Madrid
Downloads 116 (219,472)

Abstract:

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cost of debt, options trading, expropriation risk, firm default, takeover vulnerability

5.

Looking for Transparency: Institutional Ownership and Innovation Disclosure

Number of pages: 18 Posted: 08 Mar 2018
Iván Blanco, Sergio García and David Wehrheim
CUNEF, Universidad Carlos III de Madrid and IESE Business School
Downloads 59 (334,040)

Abstract:

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Institutional Ownership, Information Disclosure, American Inventors Protection Act, Adverse Selection