Erwin Hansen

  • Assistant Professor
    Academic Training
  • Ph.D in Finance, University of Manchester, Manchester, United Kingdom.
    Master in Sciences Economics, University of Texas at Austin, Austin, USA.
    Business Administration (Commercial Engineer), Universidad de Chile, Santiago.

Publications in Magazines with Editorial Committee
2018 / Portfolio performance of linear SDF models: an out-of-sample assessment / QUANTITATIVE FINANCE - Vol. 18, No. 8
2016 / Political Risk and Sovereign Spreads in Latin America / Academia-Revista Latinoamericana de Administracion - Vol. 29, No. 2
2016 / Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile / International Review of Finance - Vol. 16, No. 1
2016 / Pricing S&P 500 Index Options: A Conditional Semi-Nonparametric Approach / JOURNAL OF FUTURES MARKETS - Vol. 36, No. 3
2013 / Determinants of Corporate Exchange Rate Exposure in Chilean Firms / Economia Chilena - Vol. 16, No. 3
2010 / Pronóstico del precio del cobre incorporando la memoria larga en modelos de tipo ARFIMA / Vol. 12, No. 4
2009 / Relación entre Estructura de Capital y Retorno de Acciones: Evidencia en Mercados Latinoamericanos y EE.UU. / Estudios de Administracion, Universidad de Chile - Vol. 16, No. 1
2008 / Inverstment, mismatch of maturity and liquidity shocks in Chile / TRIMESTRE ECONOMICO - Vol. 75, No. 298
2005 / Currency Mismatches in Non-Financial Firms in Chile / Economia Chilena - Vol. 8, No. 2
2005 / Descalces Cambiarios en Firmas Chilenas no Financieras / Economia Chilena - Vol. 8, No. 2
Book Chapters
2005 / Currency Mismatches, Balance Sheet Effects and Hedging in Chilean Non-Financial Corporations
Columna de Opinión
Academic/Professional meeting Presentations
2014 / Portfolio Performance of Linear SDF Models an Out of Sample Assessment