I am a professor at the Department of Quantitative Economics of the University of Oviedo. I read my PhD in September 2004 with a grade of outstanding Cum Laude, recognised as Extraordinary Doctorate Award. My research has focused on financial and insurance markets, applying different models as Data Envelopment Analysis or stochastic frontier approach to study the efficiency of the insurance market, ARCH and GARCH models to study the behaviour of volatility and returns of international markets, and more recently different multi-objectives techniques to design portfolio selection models.
I belong to the Multicriteria Decision Group of the University of Oviedo (MCDMUO), which was evaluated positively by ANEP (2012, 2018, 2024). I have published the result of my research in national and international reviews of recognized prestige in the field of financial markets, and I have also presented them in different congress and forums.
I have directed two doctoral theses, in 2008 and 2017, both defended with Outstanding Cum Laude, and I am currently in charge of five PhD students.
Quality of scientific production:
2 recognized six-year period of investigation. 2005-2010, 2013-2022
H Index (Scopus): 5 Total Citations (2008-2025): 91 (18 documents)
Other merits:
Vice Dean of Students of the Faculty of Economics and Business 2011-2014.
Secretary of the Department of Quantitative Economics 2018-.
Coordinator of the Master in Actuarial and Financial Sciences.
I am a professor at the Department of Quantitative Economics of the University of Oviedo. I read my PhD in September 2004 with a grade of outstanding Cum Laude, recognised as Extraordinary Doctorate Award. My research has focused on financial and insurance markets, applying different models as Data Envelopment Analysis or stochastic frontier approach to study the efficiency of the insurance market, ARCH and GARCH models to study the behaviour of volatility and returns of international markets, and more recently different multi-objectives techniques to design portfolio selection models.
I belong to the Multicriteria Decision Group of the University of Oviedo (MCDMUO), which was evaluated positively by ANEP (2012, 2018, 2024). I have published the result of my research in national and international reviews of recognized prestige in the field of financial markets, and I have also presented them in different congress and forums.
I have directed two doctoral theses, in 2008 and 2017, both defended with Outstanding Cum Laude, and I am currently in charge of five PhD students.
Quality of scientific production:
2 recognized six-year period of investigation. 2005-2010, 2013-2022
H Index (Scopus): 5 Total Citations (2008-2025): 91 (18 documents)
Other merits:
Vice Dean of Students of the Faculty of Economics and Business 2011-2014.
Secretary of the Department of Quantitative Economics 2018-.
Coordinator of the Master in Actuarial and Financial Sciences.