- Email: jvidal@emp.uc3m.es
- Address / Office: C/ Madrid, 126 - 28903 Getafe (Madrid) Spain / 6.0.50
- Phone / fax: (34) 91 624 86 42
BUSINESS UC3M
@UC3M_BUSINESS
José M. Vidal-Sanz
Professor of Marketing
Education
- Bachelor’s Degree in Economics and Business Sciences, specializing in Quantitative Economics; Complutense University, Madrid.
- Ph.D. in Economics, specializing in Theoretical Econometrics; former Department of Statistics and Econometrics, Carlos III University of Madrid (UC3M).
- Post-doctoral researcher (Marie Curie Fellow, 2 years), Department of Economics; London School of Economics (LSE).
- Marie Curie Career Integration grant, Department of Business Economics, UC3M.
Research Interests
Marketing and Business Analytics, Statistics and Theoretical Econometrics, Management Science, Quantitative Economics.
Selected Publications
BOOKS
- Esteban-Bravo, M.; and J. M. Vidal-Sanz (2021), Marketing Research Methods: Quantitative and Qualitative Approaches, Cambridge, UK: Cambridge University Press. Paperback ISBN: 9781108792691; Hardback ISBN: 9781108834988, Online ISBN: 9781108874748. Supplementary materials, including slides (in English) and errata, can be downloaded from here.
Listed by BookAuthority as one of the best marketing research books of all time
ARTICLES
- Esteban-Bravo, M.; J. M. Vidal-Sanz, and G, Yildirim: “Can retail sales volatility be curbed through marketing actions?,” Marketing Science vol. 36 (2), 2017, 232 – 253.
- Avagyan, V., Esteban-Bravo, M. & Vidal-Sanz J.M.: “Riding Successive Product Diffusion Waves. Building a Tsunami via Upgrade-Rebate Programs,” International Journal of Research in Marketing vol. 33 (4), 2016, 780-796.
- Esteban-Bravo, M., J. M. Vidal-Sanz, and G. Yildirim: “Valuing customer portfolios with endogenous mass-and-direct marketing interventions using a Stochastic Dynamic Programming Decomposition,” Marketing Science vol. 33 (5), 2014, 621 -640.
- Esteban-Bravo, M.; Jimenez-Rubido, L. ; and J. M. Vidal-Sanz, “”Predicting the virality of fake news in the early stage of dissemination, Expert Systems with Applications, 2024, 248, 123390.
Jose M. Vidal-Sanz is a professor of marketing and market research, specializing in analytical modeling and quantitative research methods. He is an interdisciplinary researcher who began his career working in statistical methodology and theoretical econometrics, later considering topics in computational economics, management science, and numerical methods. His main research in marketing has focused on problems such as marketing mix optimization, dynamic planning and CRM, design of optimal experiments for conjoint analysis, and prediction of consumer behavior using machine learning. He is one of the co-authors of the business game and marketing simulation QUANTUM. Jose has been Vice Dean of the Business degree at the Carlos III University. He has been a visiting professor at the University of Alicante, visiting professor at Columbia University in New York City, and is a life-member of Clare Hall College at the University of Cambridge.
Fun facts: Erdös number = 5; Mathematical Genalogy (Aquí); zbMath (Aquí); Mathematical Reviews (Aquí)
BOOKS:
- Esteban-Bravo, M.; and J. M. Vidal-Sanz (2021), Marketing Research Methods: Quantitative and Qualitative Approaches, Cambridge, UK: Cambridge University Press. Paperback ISBN: 9781108792691; Hardback ISBN: 9781108834988, Online ISBN: 9781108874748.
BOOK CHAPTERS:
- Esteban-Bravo , Vidal-Sanz, J.M (2025): “Marketing management integrating massive data”, in: Economic Research with Massive Data, (editor Daniel Peña), Handbook Fundación Ramón Areces. Chapter 6, pages 217-261. URL (accessible online)
ARTICLES
- Delgado, M. A. & Vidal-Sanz, J.M. (2002): “Averaged Singular Integral Estimation as a Bias Reduction Technique”, Journal of Multivariate Analysis vol. 80 (1),127-137.
- Vidal-Sanz, J. M. & Delgado, M.A (2004): “Universal Consistency of Delta Estimators”, Annals of the Institute of Statistical Mathematics vol, 56 (4), 791-818.
- Vidal-Sanz, Jose M. (2005): “Pointwise Universal Consistency of Nonparametric Density Estimators,” Bernoulli vol. 11 (6), 971-985.
- Robinson, P. M. & Vidal-Sanz, J.M. (2006): “Modified Whittle estimation of multilateral models on a lattice”, Journal of Multivariate Analysis vol. 97 (5), 1090-1120.
- Esteban-Bravo, M. & Vidal-Sanz J.M. (2006): “Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm," Computers and Mathematics with Applications (CAMWA) vol. 52, (1-2), 137-160.
- Esteban-Bravo, M. & Vidal-Sanz J.M. (2007): "Worst-Case Estimation for Econometric Models with Unobservable Components”, Computational Statistics and Data Analysis vol. 51 (7), 3330-3354.
- Múgica, J.M., Esteban-Bravo, M. & Vidal-Sanz J.M. (2005): “Optimal Duration of Magazine Promotions”, Marketing Letters vol. 16 (2), 99–114.
- Esteban-Bravo, M. & Vidal-Sanz J.M. (2007), “Computing continuous-time growth models with boundary conditions via Wavelets”, Journal of Economics Dynamics and Control (JEDC) vol. 31 (11), 3614-3643.
- Vidal-Sanz, J.M. (2009): “Automatic Spectral Density Estimation for Random Fields on a Lattice via Bootstrap”, Test vol. 18 (1), 96-114.
- Múgica, J.M., Esteban-Bravo, M. & Vidal-Sanz J.M. (2009): "Magazine sales promotion. A dynamic response Analysis ” Journal of Advertising vol. 38 (1), 137-146.
- Avagyan, V., Esteban-Bravo, M. & Vidal-Sanz J.M. (2014): “Licensing Radical Product Innovations to Speed Up their Diffusion,” European Journal of Operational Research vol. 239 (1), 542-555.
- Esteban-Bravo, M., Vidal-Sanz, J.M. & Yildirim, G. (2014): " "Valuing customer portfolios with endogenous mass-and-direct marketing interventions using a Stochastic Dynamic Programming Decomposition," Marketing Science vol. 33 (5), 621 -640.
- Esteban-Bravo, M., Vidal-Sanz, J.M. & Yildirim, G. (2015): “Historical impact of technological change on the US mass media advertising expenditure,” Technological Forecasting and Social Change vol. 100, 306-316.
- Avagyan, V., Esteban-Bravo, M. & Vidal-Sanz J.M. (2016): "Riding Successive Product Diffusion Waves. Building a Tsunami via Upgrade-Rebate Programs, " International Journal of Research in Marketing vol. 33 (4), 780-796.
- Esteban-Bravo, M., Leszkiewitcz, A. & Vidal-Sanz, J.M. (2017): “Exact optimal experimental designs with constraints,” Statistics and Computing vol. 27 (3), 845–863.
- Esteban-Bravo, M., Vidal-Sanz, J.M. & Yildirim, G. (2017): “”Can retail sales volatility be curbed through marketing actions?,“?,” Marketing Science vol. 36 (2), 232 - 253.
- Callejo, P.; A. Cuevas, R. Cuevas, M. Esteban-Bravo, J. M. Vidal-Sanz (2020): "Tracking Fraudulent and Low-Quality Display Impressions,¨ Journal of Advertising, 49 (3), 309-319.
- Esteban-Bravo, M.; Jimenez-Rubido, L. ; and J. M. Vidal-Sanz (2024), “Predicting the virality of fake news in the early stage of dissemination,” Expert Systems with Applications, 248, 123390.
Peña, J.I , Mayoral, S. and Rodríguez, R. “Cannibalization, depredation, and market remuneration of power plants”, Energy Policy, 2022
Peña, J.I and Rodríguez, R. " Market Makers and Liquidity Premium in Electricity Futures Markets (2022). The energy Journal, 43 (2)
Peña, J.I & Mayoral, S. and Rodríguez, R. “Tail Risk of Electricity Futures” , Energy Economics, 2020
Peña, J.I and Rodríguez, R. "Are EU’s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices " Energy, 183, pages 477-486 , 2019,
Rodríguez, R. and Peña, J.I.: “Default supply auctions in electricity markets: Challenges and proposals”, Energy Policy vol. 122, Noviembre 2018, 142-151
Rodríguez, R., Moreno J.D. & Zambrana, R.: “Management Sub-Advising in the Mutual Fund Industry”, Journal of Financial Economics, vol. 127 (3), Marzo 2018, 567-587
Peña, J.I and Blanco Ivan and Rodríguez, R. “Modelling Electricity Swaps with Stochastic Forward Premium Models” ( 2018), The Energy Journal, vol. 39 (2)
Rodríguez, R. & Peña, I.: "Time-Zero Efficiency of European Power Derivatives Markets”, Energy Policy vol. 95, August 2016, 253-268
Rodríguez, R. & Rubio, G.: “Teaching Quality and Academic Research”, International Review of Economics Education vol. 23, Septiembre 2016, 10-27
Rodríguez, R, Moreno, J.D. & Malagón, J.: “The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?”, Journal of Banking and Finance vol. 60, Noviembre 2015, 224-238
Rodríguez, R. & Nieto, B.: “Corporate stock and bond return correlations and dynamic adjustments of capital structure”, Journal of Business Finance and Accounting vol. 42 (5-6), Junio-Julio 2015, 705–746
Rodríguez, R., Moreno, J.D. & Matallín-Sáez, J.C.: “Why is timing perverse?”, The European Journal of Finance, vol. 21, 2015, 1334-1356
Rodríguez, R., Moreno, J.D. & Malagón, J.: “Time horizon trading and the idiosyncratic risk puzzle”, Quantitative Finance, vol. 15 (2), 2015, 327-343
Rodríguez, R., Moreno, J.D. & Cáceres, E.: “A study on short-selling constraints: total ban versus partial ban”, Applied Economics Letters vol. 22 (2), 2015, 99-103
Rodríguez, R., Moreno, J.D. & Wang, C.:“Accurately Measuring Gold Mutual Fund Performance”, Applied Economics Letters, vol. 21 (4), 2014, 268-271
Rodríguez, R.& Moreno, J.D.: “Optimal Diversification across Mutual Funds”, Applied Financial Economics vol. 23 (2), 2013, 199-203
Rodríguez, R. & Moreno, J.D.: “The value of coskewness in mutual fund performance evaluation”, Journal of Banking & Finance vol. 33, 2009, 1664–1676
Rodríguez, R. & Peña, I.: "On the economic link between asset prices and real activity”, Journal of Business Finance and Accounting vol. 34 (5-6), Junio-Julio 2007, 889-916
Rodríguez, R. & Nieto, B.: “The consumption-wealth and Book-to Market ratios
in a Dynamic asset-pricing context”, Spanish
Economic Review vol. 9, 2006
Rodríguez, R. & Moreno, J.D.: “Performance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework”, Managerial Finance vol. 32 (4), 2006, 375-392
Rodríguez, R. & Restoy, F.: "Can Fundamentals
Explain Cross-Country Correlations of Asset Returns? ”, Review of World Economics, vol. 142 (3), 2006
Rodríguez, R. & Nieto, B.: “Los
Modelos de Valoración de Activos Condicionales: un Panorama Comparativo
Ilustrado con Datos Españoles” (2005) Investigaciones Económicas, vol. 29 (1), 2004
Rodríguez, R., Restoy, F. & Oeña, I.: “Can Output Explain the
Predictability and Volatility of Stock Returns?”, Journal of International Money and Finance vol. 21 (2), Abril 2002, 163-182
https://ideas.repec.org/e/pvi59.html
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=605234
- Email: jvidal@emp.uc3m.es
- Address / Office: C/ Madrid, 126 - 28903 Getafe (Madrid) Spain / 6.0.50
- Phone / fax: (34) 91 624 86 42
BUSINESS UC3M
@UC3M_BUSINESS