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DAVID MORENO
DAVID MORENO
University Carlos III, Business Department
Verified email at emp.uc3m.es
Title
Cited by
Cited by
Year
The value of coskewness in mutual fund performance evaluation
D Moreno, R Rodríguez
Journal of Banking & Finance 33 (9), 1664-1676, 2009
972009
Self-organizing maps could improve the classification of Spanish mutual funds
D Moreno, P Marco, I Olmeda
European Journal of Operational Research 174 (2), 1039-1054, 2006
742006
Is the predictability of emerging and developed stock markets really exploitable?
D Moreno, I Olmeda
European Journal of Operational Research 182 (1), 436-454, 2007
612007
The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?
J Malagon, D Moreno, R Rodríguez
Journal of Banking & Finance 60, 224-238, 2015
442015
Time horizon trading and the idiosyncratic risk puzzle
J Malagon, D Moreno, R Rodríguez
Quantitative Finance 15 (2), 327-343, 2015
412015
Risk forecasting models and optimal portfolio selection
D Moreno*, P Marco, I Olmeda
Applied Economics 37 (11), 1267-1281, 2005
302005
Management sub-advising in the mutual fund industry
D Moreno, R Rodriguez, R Zambrana
Journal of Financial Economics 127 (3), 567-587, 2018
272018
PRICE DYNAMICS, INFORMATIONAL EFFICIENCY, AND WEALTH DISTRIBUTION IN CONTINUOUS DOUBLE‐AUCTION MARKETS
J Gil‐Bazo, D Moreno, M Tapia
Computational Intelligence 23 (2), 176-196, 2007
262007
Idiosyncratic volatility, conditional liquidity and stock returns
J Malagon, D Moreno, R Rodriguez
International Review of Economics & Finance 53, 118-132, 2018
242018
Fault characterization and heat-transfer modeling to the Northwest of Nevado del Ruiz Volcano
D Moreno, J Lopez-Sanchez, D Blessent, J Raymond
Journal of South American Earth Sciences 88, 50-63, 2018
202018
Determinantes de la Revelación de Información sobre derivados financieros en el mercado Español
C Mir Fernández, D Moreno, I Olmeda
182006
Performance evaluation considering the coskewness: A stochastic discount factor framework
D Moreno, R Rodríguez
Managerial Finance 32 (4), 375-392, 2006
132006
Desigualdad y Territorio en los pueblos Indígenas en Chile: un diagnóstico latinoamericano y propuestas de investigación desde Rimisp
DL Moreno, C Christian, M Vargas, M Calcagni, R Fuentealba
Internet, 2016
112016
Optimal diversification across mutual funds
D Moreno, R Rodríguez
Applied financial economics 23 (2), 119-122, 2013
112013
The coskewness factor: implications for performance evaluation
D Moreno, R Rodríguez
Journal of Banking and Finance 33 (9), 1664-1676, 2009
112009
Uso de derivados cambiarios y su impacto en el valor de empresas: el caso de empresas chilenas no financieras.
A Castillo, D Moreno
Estudios de administración 15 (1), 2008
112008
Sistemas geotérmicos mejorados: revisión y análisis de casos de estudio
MA Palacio-Villa, D Blessent, J López-Sánchez, D Moreno
Boletín de Geología 42 (1), 101-118, 2020
72020
Why is timing perverse?
JC Matallín-Sáez, D Moreno, R Rodríguez
The European Journal of Finance 21 (15), 1334-1356, 2015
72015
Accurately measuring gold mutual fund performance
D Moreno, R Rodríguez, C Wang
Applied Economics Letters 21 (4), 268-271, 2014
72014
The Critical Line Algorithm for UPM-LPM Parametric General Asset Allocation Problem with Allocation Boundaries and Linear Constraints
D Cumova, D Moreno, D Nawrocki
Asset Allocation and International Investments, 80-95, 2004
72004
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