Assistant Professor of the Department of Financial Management and Control
URL Lecturer
Academic training
Doctor en Economía. Universitat Autònoma de Barcelona
Máster en Economía. Universitat Autònoma de Barcelona
Licenciada en Matemáticas. Universidad de Bucarest
Interest Areas
Asset pricing
Market microstructure
Biography
Ariadna Dumitrescu holds a PhD in Economics from IDEA, Universitat Autònoma de Barcelona, and a BA in Mathematics from the University of Bucharest.
She teaches Corporate Finance, Fixed Income and Futures and Options at Undergraduate, Master and Executive level. She has also taught Mathematics for Economists and Mathematical Models for Economists at Undergraduate level. Her collaboration with private companies includes Citibank Romania, Banc Sabadell and BBVA.
Her research interests are asset pricing and strategic behaviour in financial markets, with applications to market microstructure and valuation of corporate debt. She has presented her work at prestigious conferences and has been invited as a seminar speaker by the Financial Markets Group/LSE, the Bank of England, HEC Montreal, ESADE Business School, Universitat Pompeu Fabra, IESE Business School, Said Business School, Haskayne School of Business, University College London, among others.
She has also belonged to the Scientific Committees of the Annual Meeting of the American Financial Management Association 2007, the European Meeting of the American Financial Management Association 2007, the Annual Meeting of the European Finance Association 2006, the Annual Meeting of the European Financial Management Association 2006, the 10th Meeting of Young Economists 2005, and the Annual Meeting of the Spanish Finance Association 2004.
Ariadna Dumitrescu joined ESADE in September 2003.
Selected publications
Dumitrescu, A. (forthcoming). Liquidity and Optimal Market Transparency. European Financial Management,
Dumitrescu, A. (2007). Valuation of Defaultable Bonds and Debt Restructuring. Journal of Corporate Finance, 13(1), 94-111.
Dumitrescu, A. (2007).Strategic Specialist and Market Liquidity. Social Sciences Research Network Working Paper Series (942016).
Dumitrescu, A. (2001). Long-Term Lending Relationship and the Cost of Funds. Proceedings of the Annual Conference of the Administrative Science Association of Canada, Finance Division. London, Ontario, Canada.
