In-Progress
Institutional Ownership and the Resolution of Financial Distress [link]
Timothy Fisher, Jocelyn Martel, and Lorenzo Naranjo
In Progress (2024)
In-Press
Exchange Offer, Prenegotiated, or Freefall Restructuring [link]
Timothy Fisher, Jocelyn Martel, and Lorenzo Naranjo
International Review of Law & Economics (2026)
Published
Optimal Decision Policy for Real Options under General Markovian Dynamics [link]
Gonzalo Cortazar, Lorenzo Naranjo and Felipe Sainz
European Journal of Operational Research (2021)
A Multifactor Stochastic Volatility Model of Commodity Prices [link]
Gonzalo Cortazar, Matias Lopez, and Lorenzo Naranjo
Energy Economics (2017)
Term-Structure Estimation in Markets with Infrequent Trading [link]
Gonzalo Cortazar, Eduardo Schwartz, and Lorenzo Naranjo
International Journal of Finance & Economics (2007)
An N-Factor Gaussian Model of Oil Futures Prices [link]
Gonzalo Cortazar and Lorenzo Naranjo
Journal of Futures Markets (2006)