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Alejandro Bernales

Alejandro Bernales Silva

Ph.D. en Finanzas, The Univerisity of Manchester, Manchester, Inglaterra

abernales@fen.uchile.cl
+562 29783705

Biografía:

  • Magister en Ciencias de la Ingeniería, Pontificia Universidad Católica, Santiago, Chile.
  • Ingeniero Civil Industrial, Pontificia Universidad Católica, Santiago, Chile.
Profesor Asociado, Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile. Sus áreas de especialización son: Valorización de Activos, Derivados, Microestructura, Macro Finanzas y Economía de la Energía.<br><br> Actualmente el profesor Bernales realiza labores en:
  • Director del programa de Magíster en Finanzas (Evening) Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile.
  • Miembro del Comité Académico del Magíster en Finanzas, Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile.
 

Publicaciones Destacadas

  • 2023 - Blue-Collar Crime And Finance. Christian Olid, Douglas Cumming, Diether Beuermann, Alejandro Bernales S. Journal of International Financial Markets Institutions and Money.

2023 - Blue-Collar Crime And Finance
Christian Olid, Douglas Cumming, Diether Beuermann, Alejandro Bernales S. Journal of International Financial Markets Institutions and Money.

2022 - Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
Christian Westheide, Marcela Valenzuela, Satchit Sagade, Nicolás Garrido, Alejandro Bernales S. Journal of Financial and Quantitative Analysis.

2021 - The effect of environmental policies on risk reductions in energy generation
Giancarlo Acevedo, Rodrigo Moreno, Andrés Flores, Andrés Inzunza, Alejandro Bernales S. Journal of Economic Dynamics and Control.

2020 - Speculative bubbles under supply constraints, background risk and investment fraud in the art market
Víctor Valdenegro, Lorenzo Reus, Alejandro Bernales S. Journal of Corporate Finance.

2020 - What do we know about individual equity options?
Mengyu Zhang, Nikolaos Voukelatos, Thanos Verousis, Alejandro Bernales S. Journal of Futures Markets.

2020 - Learning and Index Option Returns
George Skiadopoulos, Luka Salamunic, Gonzalo Cortazar, Alejandro Bernales S. Journal of Business & Economic Statistics.

2020 - Do investors follow the herd in option markets?
Nikolaos Voukelatos, Thanos Verousis, Alejandro Bernales S. Journal of Banking & Finance.

2019 - Make-Take Decisions under High-Frequency Trading Competition
Alejandro Bernales S. Journal of Financial Markets.

2018 - Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Thanos Verousis, Carlos Cañón, Alejandro Bernales S. Finance Research Letters.

2017 - The success of option listings
Alejandro Bernales S. Journal of Empirical Finance.

2017 - Learning and forecasts about option returns through the volatility risk premium
Marcela Valenzuela, Louisa Chen, Alejandro Bernales S. Journal of Economic Dynamics and Control.

2016 - CVaR Constrained Planning of Renewable Generation with Consideration of System Inertial Response, Reserve Services and Demand Participation
Hugh Rudnick, Rodrigo Moreno, Andrés Inzunza, Alejandro Bernales S. Energy Economics.

2015 - Learning to Smile: Can Rational Learning Explain the Predictable Dynamics in the Implied Volatility Surface?
Massimo Guidolin , Alejandro Bernales S. Journal of Financial Markets.

2014 - Thinly Traded Securities and Risk Management
Gonzalo Cortazar, Diether Beuermann, Alejandro Bernales S. Estudios de Econom.

2014 - Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
Massimo Guidolin , Alejandro Bernales S. Journal of Banking & Finance.