Curriculum Vitae
November 2009
Enrique Sentana
Date and place of birth: 8
May 1962, Alicante, Spain.
Marital Status: Married, two children.
Nationality: Spanish.
UNIVERSITY STUDIES
PhD in Economics, LSE
(Dissertation: "Time-varying volatility and returns on ordinary shares: an
empirical investigation", 1991; supervisor: Sushil
Wadhwani).
MSc in Econometrics and
Mathematical Economics, LSE, 1987, awarded with a Mark of Distinction.
Licenciado en Ciencias
Económicas y Empresariales
(BSc in Economics),
PRIZES AND AWARDS
Sayers Prize 1991/92,
awarded by the
Ely Devons
Prize 1986/87, awarded by the London School of Economics to the best student
registered for the MSc in Econometrics and Mathematical Economics.
Premio Nacional
de Terminación de Estudios Universitarios en Ciencias Económicas y Empresariales
1984/85, awarded by the Spanish Ministry of Education to the three best
national students obtaining a degree in Economics or Business.
Premio Extraordinario
de Licenciatura 1984/85, awarded by the
CURRENT AND PAST
APPOINTMENTS
Professor of Economics at
CEMFI, October 1998 –.
Senior Research Associate
of the LSE Financial Markets Group, October 1992 –.
Research Fellow of the CEPR
Financial Economics Programme, January 1998 –.
Associate Professor of
Economics at CEMFI, October 1992 – September 1998 (with tenure since
October 1995).
Research Affiliate of the
CEPR Financial Economics Programme, January 1994 – December 1997.
Lecturer in Economics at
the
Academic Member of the LSE
Financial Markets Group, October 1990 – September 1992.
EDITORIAL AND
PROFESSIONAL ACTIVITIES
Learned societies
Asociación Española de Economía (Spanish Economic Association): Fellow (January 2008 - ), Past
President (January - December 2007), President (January - December 2006), Vicepresident (January - December 2005), Member of the
Founding Council (December 1996 - December 2001).
Asociación Española de Finanzas (Spanish Finance Association): President (January 2007 - December
2008), Vicepresident (January - December 2006),
Council Member (January - December 2005).
European Standing Committee of the Econometric Society: Treasurer (August 2005- ).
Journals
Review of Economic Studies: Managing Editor (October 2007 - ), Assistant Editor (October 1998 -
December 2002), Board Member (January 1995 - September 1998; January 2003 - September
2007), Director (January 2006 - September 2007).
Journal of Financial Econometrics: Co-editor (March 2006 - September 2007),
Associate editor (April 2000 - February 2006)
Investigaciones Económicas: Editorial Committee Member (January 1998 -
December 2000), Board member (January - December 1997, and January 2001 -
December 2004 ).
Associate Editor of Economica
(January 1996 - December 2008), European
Investment Review (April 2000 - December 2004), Journal of Applied Econometrics (January 2004 - September 2007),
Portuguese Review of Financial Markets
(January 2001- September 2007), Revista de Economía Aplicada (September
1992 - September 2007), Revista de Economía Financiera (February 2002 - December 2007), and Revista Española de Economía (January 1993 - December 1996).
Conferences
Programme Co-chair for the XIII Finance Forum (
Programme Chair for the XXVI Symposium on Economic Analysis (
Co-organiser of the 1995
CEPR European Summer Symposium in Financial
Markets; the Bank of Spain Economics
Seminar (October 1993 - July 1996);
and a Symposium Session on Factor Analysis of Time Series Data at the 1993 European Congress of the Psychometric
Society.
Member of the Scientific
Committees of the World Congress of the
Econometric Society (London, 2005 and Shanghai, 2010), the Spanish Meetings on Financial Economics
(Bilbao, 1995 and 1998), the Finance Forum (Barcelona, 2004 and Castellón,
2006), the Symposium on Economic Analysis
(Barcelona, 1997 and Pamplona, 2004), the Spanish
Meetings on Applied Economics (Barcelona, 1998, Zaragoza,
1999, Granada, 2003, and Vigo, 2004), the Spanish Meetings on International Economics
(Tenerife, 2005), the Econometric Society
European Meetings (Berlin, 1998, Santiago, 1999, Lausanne, 2001, Venice,
2002, Vienna, 2006, Budapest, 2007, Milan, 2008 and Barcelona, 2009), the European Finance Association Meetings
(Barcelona, 2001, Glasgow, 2003, and Maastricht, 2004), the Annual Conferences of the European
Investment Review (Paris, 2001, and London, 2002), the European Economic Association Meetings (Venice, 2002, Stockholm,
2003, Madrid, 2004 and Amsterdam, 2005), and the Latin America and Caribbean Economic Association Meetings (Madrid,
2002).
Research evaluation
Member of the Economic
Panel of the Spanish Research Assessment Agency (2003, 2004 and 2005).
Referee for many academic journals and the
promotions committees of the several colleges and universities.
INVITED PRESENTATIONS
II Society for Financial
Econometrics Annual Conference, Swiss Finance Institute, Geneva (June 2009),
Financial Econometrics Conference, Toulouse School of Economics (May 2009),
Chicago/London Conference on Financial Markets, Cass Business School (December
2008), Advances in Portfolio Optimization Workshop, Imperial College, London
(October 2008), Methods in International Finance Network, 2nd Annual Workshop,
IESE Business School, Barcelona (June 2008), Journal of Applied Econometrics
Conference on Distributional Dynamics, CEMFI, Madrid (June 2008), Royal Economic
Society Annual Conference, Special Session on Financial Econometrics,
University of Warwick (March 2008), European Meeting of the Econometric
Society, Budapest (August 2007), Financial Econometrics Conference, Imperial
College, London (May 2007), Presidential Lecture, XXXI Symposium on Economic
Analysis, Oviedo (December 2006), Multivariate Modelling in Finance and Risk
Management Conference, Sonderborg (June 2006),
Financial Econometrics Workshop, CREST, Paris, (May 2006), Dependence in
Finance Conference, Cass Business School, London (May 2006), Financial
Econometrics Conference, CIREQ-CIRANO, Montreal (May 2006), Time Series
Econometrics Workshop, Queen Mary, University of London (November 2005), ESRC
Econometric Study Group Seminar, IFS, London (May 2005), FMG Research Students:
A Retrospective, LSE Financial Markets Group (November 2004), Empirical Finance
Workshop, University of Aarhus (November 2004), III
Workshop on International Economics, Universidad de Málaga
(November 2003), XI Foro de Finanzas,
Universidad de Alicante (November 2003), Symposium on
New Frontiers in Financial Volatility Modelling, Florence (May 2003), Financial
Econometrics Conference, CIREQ-CIRANO, Montreal (May 2002), AUEB Financial
Econometrics Conference, Delphi (May 2001), III Workshop on Empirical Finance,
LSE Financial Markets Group (May 2001), XI EC² Meeting, Trinity College, Dublin
(December 2000), XV Jornadas de Alicante
sobre Economía Española, Universidad de Alicante
(October 2000), III Encuentro de Economía
Aplicada, Universidad de Valencia (June 2000),
CEMAF/ISCTE V Anniversary Conference, Lisbon (February 2000), X EC2 Meeting,
Universidad Carlos III de Madrid (December 1999), XXme
Encontre France-Belge de Statisticiens, Université Libre de Bruxelles (November
1999), and ESRC Econometric Study Group Annual Conference, Bristol (July 1997).
RECENT SEMINARS
Universidad
Complutense (November 2009), Universidad Pablo de Olavide (October 2009), Universitat
Pompeu Fabra (October
2009), Universidad Carlos III (October 2009), University of Brown (September
2009), Johns Hopkins University (September 2009), Universidad de Murcia (May 2009),
Toulouse School of Economics (May 2009), HEC Paris (March 2009), ESCP-EAP Paris
(February 2009), HEC Lausanne (October 2008), University of Pennsylvania
(September 2008), Yale University (September 2008), Queen Mary, University of
London (December 2007), Kellogg School of Management, Northwestern
University, (October 2007), Boston University (September 2007), Athens
University of Economics and Business (May 2007), Imperial College (March 2007),
New York University (September 2006), Columbia University (September 2006),
CREST, INSEE (April 2006), Universidad de Oviedo (March 2006), Université de Toulouse (December 2005), London School of
Economics (November 2005), University of California Berkeley (September 2005),
Marshall School of Business, University of Southern California (August 2005),
Universidad Pública de Navarra
(June 2005), Universitá di Firenze (March 2005), Universitat
de les Illes Balears (March
2005), INSEAD (December 2004), CORE, Catholic University of Louvain
(October 2004), University of Sidney (April 2004), Australian National
University (April 2004), Monash University (March
2004), and Universidad de Valencia (March 2004).
DOCTORAL SEMINARS
Q-Finance, University of
the Basque Country, May 2005, University of Venice, November 2003, CIDE Summer
School, Bertinoro, June 2002, University Pompeu Fabra, Barcelona,
February-March 2002, University Tor Vergata, Rome, September 2001, I Royal Economic Society
Easter School in Econometrics, Nuffield College, Oxford, April 2001,
CEMAF/ISCTE, Lisbon, March 2001, University of Valencia, April 1997, University
of Alicante, March and May 1996, and March 1994, and
Finnish Postgraduate Programme in Economics, Tampere,
September – October 1991.
PhD SUPERVISION
Advisor
Carlos González Aguado, "Dependence and credit risk", Universidad Internacional Menéndez Pelayo, June 2010 (expected).
F. Javier Mencía, "An evaluation of the use of
non-Gaussian distributions in risk management", Universidad Pública de Navarra, May 2006.
Antonio Díez de los Ríos, "Risk and return in
international financial markets: an empirical investigation", Universidad
de Malaga, 2004.
Francisco Peñaranda, "Econometric testing in finance: mean-variance spanning, return
predictability and derivative pricing", Universidad Complutense
de Madrid, 2003.
Ángel
León, "Continuous time stochastic processes and their application to
the valuation of derivative financial assets", Universidad de Alicante, 1998.
Examiner
Christian Reusch, London School of Economics (September 2008), Laura Hospido, Universidad de Santiago de Compostela (November 2007), Prosper Dovonon, Université de Montreal (November 2007), Helena Chuliá, Universidad de Valencia (October 2007), Pedro Albarrán, Universidad Complutense de Madrid (June 2005), José Olmo, Universidad Carlos III de Madrid (June 2005), Steffen Sørensen, University of York (November 2004), Juan Carlos Escanciano, Universidad Carlos III de Madrid (July 2004), Helena Veiga, Universidad Autónoma de Barcelona (April 2004), Nuno Fernandes, Universidad de Navarra (July 2003), Antonio Rubia, Universidad de Alicante (October 2001), Roberto Pascual, Universidad Carlos III de Madrid (March 2001), Roberto Blanco, Universidad del Pais Vasco (October 1998), Paz Rico, Universidad de Valencia (September 1997) and Mª Victoria Estebán, Universidad del Pais Vasco (March 1996).
Back to main page
Last revised: 24 November 2009