Acceder al contenido principalAcceder al menú principal'>Formulario de contacto'>La UAM

Facultad de Ciencias Económicas y EmpresarialesFacultad de Ciencias Económicas y Empresariales

Imprimir >< Atrás

Personal Docente e Investigador

Llorente Álvarez, Guillermo

Profesor Titular, Dpto. Financiación e Investigación Comercial. UDI de Financiación.
Despacho:
Módulo E-16: Despacho 207
Email:
guiller@uam.es
Teléfono:
91 497 48 12
Resumen curriculum vitae

Jesús Guillermo Llorente Alvarez, “Profesor Titular” (tenured professor) at the Facultad de C. Económicas y Empresariales, Universidad Autónoma de Madrid (UAM), holds a “Doctorado en Economía” degree from UAM, and a Ph.D. in Economics from the Massachusetts Institute of Technology-MIT, Finance and Econometrics.

Guillermo Llorente, Ph. D., is Profesor Titular of Finance. His research interest are in empirical asset pricing, market liquidity, credit and management risk, and applied financial econometrics. He has published in the Review of Financial Studies, Journal of Futures Markets, Computational Economics, Estudios de Economía Aplicada, Información Comercial Española, among others. He has also published chapters in books edited by MIT Press, Edward Elgar and Kluwer Academic Press.

Dr. Llorente is the recipient of the BME-2016 Prize for the Best Paper in Derivatives at the XXIV Foro de Finanzas, and the “Accessit-Prize” in 2002 to the Best Paper presented at the X Foro de Finanzas. Dr. Llorente frequently presents his research at domestic and international conferences, and serves as an ad-hoc reviewer for top tier finance journals.

Guillermo is a professor in the Departamento de Financiación e Investigación Comercial, where he teaches courses in Finance, mainly related to Financial Markets, at the undergraduate and graduate levels. Before that he was a professor in the Departamento de Economía Cuantitativa teaching courses in Econometrics both at the undergraduate and graduate levels.

Investigación

Áreas de especialización

Economía financiera aplicada a mercados de capitales, fondos de inversión, formación de precios y asimetría informativa; series temporales

Publicaciones

Llorente, G. y J. Wang (2020), “Trading and information in futures markets”. Journal of Futures Markets, 40,1231-1263.

Hoyo, J. del, J.G. Llorente y C. Rivero (2020), “A testing procedure for constant parameters in stochastic volatility models”. Computational Economics, 56, 163-186,

Hoyo, J. del, J.G. Llorente y C. Rivero (2019), “Testing for constant parameters in nonlinear models: a quick procedure with an empirical illustration”. Computational Economics,54, 113-137.

Hoyo J. del , J.G. Llorente y C. Rivero (2011), “Consumo de electricidad y producto interior bruto: relación dinámica y estabilidad”,. Estudios de Economía Aplicada, vol 29-2, 2011, pág. 473-492.

Llorente, G., R. Michaely, G. Saar, and J. Wang (2002), “Dynamic Volume-Return Relation of Individual Stocks”, Review of Financial Studies, Vol 15, number 4, Fall 2002, pp. 1005-1047.

Facultad de Ciencias Económicas y Empresariales  · C/ Francisco Tomás y Valiente, 5 · Universidad Autónoma de Madrid · 28049 Madrid · España