Associate Professor of Finance at CUNEF

I am Associate Professor of Finance at CUNEF. My current main fields of interest include applications of Machine and Deep Learning to Asset Pricing and the feedback effects of financial markets on the real economy. My research output has been published in top international finance journals such as the «Journal of Financial Economics», «Journal of Corporate Finance», «Journal of Empirical Finance» and «The Energy Journal».

Academic Research

Feedback effects of Financial Markets on the real economy, Asset Pricing and Quantitative & Mathematical Finance.


I am teaching AI for Finance, Asset Pricing and Quantitative Finance courses in Master's, Undergraduate, and Executive Education.

Tech Skills


Research Papers & Projects

* Artificial Intelligence, Machine Learning (deep) and Technology.
* Asset Pricing & Quantitative Finance.
* Feedback effects between Financial Markets and Real Economy.

Blanco, Iván; Martín-Flores, José María; Remesal, Alvaro: "Climate shocks, institutional investors, and the information content of stock prices", Journal of Corporate Finance (accepted), 2024.
Blanco, Iván; De Jesus, Miguel; Remesal, Alvaro: "Overlapping momentum portfolios", Journal of Empirical Finance, 72, 1-22, 2023.
Blanco, Iván; García, Sergio: "Options Trading and The Cost of Debt", Journal of Corporate Finance, 69, 102005, 2021.
Blanco, Ivan; Peña, Ignacio; Rodríguez, Rosa: "Modelling Electricity Swaps with Stochastic Forward Premium Models", The Energy Journal, 39 (2), 2018.
Baldominos, Alejandro; Blanco, Iván; Moreno, Antonio; Iturrarte, Rubén; Bernardez, Oscar; Afonso, Carlos: "Identifying Real Estate Opportunities using Machine Learning", Applied Sciences, 8 (11), Art. 2321, 2018. 
Blanco, Iván; Wehrheim, David: "The Bright Side of Financial Derivatives: Options Trading and Firm Innovation", Journal of Financial Economics, 125 (1), 99-119, 2017.
Balbás, A., Blanco, I. and Garrido. J, "Measuring risk when expected losses are unbounded". Risks. 2014; 2(4):411-424.
"R&D disclosure and institutional investors: Evidence from mandated patent disclosure",,(with S. García and D. Wehrheim) -- SSRN Link
"Meet me halfway: Financial analysts and strategic change" (with Ferraro .F, Valentini .G, and Wehrheim .D)
Blanco, I., and Remesal, .A, "Asset pricing through a bottleneck: Return prediction with regularized autoencoders"
Blanco, I., García, S., and Remesal, .A, "Going Deep in Momentum"
AI for Finance (Master in Finance)

Teaching machine learning, from linear models to Random Forest, XGBoost, SVM, and Multilayer Perceptron, with applications in portfolio allocation, fraud detection, default forecasting, and risk management.

Quantitative Finance (Master in Finance)

Teaching portfolio theory, asset pricing models, factor investing, and derivative pricing with the assistance of Python.

Financial Investments

Teaching bond pricing, the term structure of interest rates, portfolio theory, and asset pricing models to undergraduate students, along with practical case studies using Excel.

Executive & In-Company Education

I also lead educational sessions in executive education and in-company programs, specializing in investments, financial markets, and the practical application of artificial intelligence in finance and economics. These tailored programs are carefully curated to cater to the unique requirements of executives and professionals, equipping them with the knowledge and skills essential for navigating complex financial landscapes and harnessing AI's transformative power to make informed decisions and enhance their organization's financial strategies.

Get in touch

Don't hesitate to contact me.