Faculty & Research

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Faculty & Research

Directory
Contact details
Tel: +34 932 806 162
Ext. 2594
Fax: +34 932 048 105
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Sandoval, Jan

Assistant Professor, Department of Economics, Finance and Accounting at Esade
URL Lecturer

Education
  • Finance. Tilburg University
  • Finance. Tilburg University
  • Economics. Universidad Nacional de Ingenieria

Biography

He currently teaches Econometrics in the GEL&BBA double degree at ESADE.

His main research interest is Empirical Asset Pricing. He studies how equity pricing varies across horizons and countries, how cash-flow maturity helps explain anomalies in stock returns, and how the long-run behavior of factor premiums shapes portfolio choice for long-horizon investors.


Selected publications
  • Lundeby, S., Sandoval, J. & Kvaerner, J. (2026). Horizon Mismatch in Factor Investing: Long-Run Evidence on Size and Value. Social Science Research Network SSRN.
  • Kvaerner, J., Sandoval, J. & Wilms, O. (2025). Financial Integration and the Equity Term Structure: Insights from 150 Years of UK Data. Social Science Research Network SSRN.

Contact details
Tel: +34 932 806 162
Ext. 2594
Fax: +34 932 048 105