PhD in Economics (Universidad Carlos III de Madrid) and professor at Universidad de Alicante since 1994. My research activity has focused mainly on the study of nonparametric and semiparametric statistical methods (analyzing how they can contribute to solve econometric problems of interest in different contexts, both with theoretical and applied perspective). In recent years I have also worked on two-sample comparison problems and on estimation of counterfactual distributions. My current research focuses on the analysis of the statistical properties of the models used for the evaluation of financial risk, and on the applications of these models for the determination of optimal investment portfolios. As a result of this research activity I have published numerous articles in specialized journals, including some of the best international journals in the area of Econometrics, such as Econometrica, Journal of Econometrics and Journal of Applied Econometrics, and some of the most prestigious journals in the area of Statistics, such as Biometrika and Computational Statistics & Data Analysis. In addition, since 1993 I have regularly presented research papers in prestigious conferences (such as the Econometric Society European Meeting and the Economic Analysis Symposium), and I have been member (and lead researcher) of various research projects funded by national and regional public institutions.