José M.Vidal Sanz

Jose M. Vidal-Sanz es catedrático en comercialización e investigación de mercados, especializado en modelización analítica y métodos de investigación cuantitativa. Es un investigador interdisciplinario, que inició su carrera trabajando en metodología estadística y econometría teórica, considerando posteriormente temas de economía computacional, management science y métodos numéricos. Su investigación  principal en marketing se ha centrado en problemas como la optimización del marketing mix, planificación dinámica y CRM, diseño de experimentos óptimos para conjoint analysis, o la predicción del comportamiento del consumidor usando machine learning. Es uno de los coautores del juego de negocio y simulación de marketing QUANTUM. Jose ha sido vicedecano del grado en Business en la Universidad Carlos III. Ha sido profesor visitante en la Universidad de Alicante, visiting professor at Columbia University en la ciudad de Nueva York, y es life-member del Clare Hall College en la University of Cambridge. 

Curiosidades: Erdös number = 5; Mathematical Genalogy (Aquí); zbMath (Aquí); Mathematical Reviews (Aquí)

ORCID: https://orcid.org/0000-0003-3750-546X

LIBROS:

• 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. 

CAPÍTULOS DE LIBRO:

• Esteban-Bravo , Vidal-Sanz, J.M (2025): "Dirección de marketing integrando datos masivos", en:  Investigación Económica con Datos Masivos, (editor Daniel Peña), Handbook Fundación Ramón Areces. Capítulo 6, páginas 217-261. URL (accesible online) 

ARTICULOS

• 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

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