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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
822009
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
712006
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
552007
Debt overhang, rollover risk and investment in Europe
S Kalemli-Ozcan, L Laeven, D Moreno
Dubrovnik, 2015
412015
Time horizon trading and the idiosyncratic risk puzzle
J Malagon, D Moreno, R Rodríguez
Quantitative Finance 15 (2), 327-343, 2015
352015
The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?
J Malagon, D Moreno, R Rodríguez
Journal of Banking & Finance 60, 224-238, 2015
312015
Risk forecasting models and optimal portfolio selection
D Moreno*, P Marco, I Olmeda
Applied Economics 37 (11), 1267-1281, 2005
292005
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
232007
Management sub-advising in the mutual fund industry
D Moreno, R Rodriguez, R Zambrana
Journal of Financial Economics 127 (3), 567-587, 2018
212018
Idiosyncratic volatility, conditional liquidity and stock returns
J Malagon, D Moreno, R Rodríguez
International Review of Economics & Finance 53, 118-132, 2018
182018
Determinantes de la Revelación de Información sobre derivados financieros en el mercado Español
C Mir Fernández, D Moreno, I Olmeda
182006
Discriminación y exclusión: tendencias en las brechas étnicas de ingresos urbanos y rurales en Chile
DL Moreno
142016
Performance evaluation considering the coskewness: A stochastic discount factor framework
D Moreno, R Rodríguez
Managerial Finance, 2006
132006
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), 1-30, 2008
82008
Macroprudential policy and the inward transmission of monetary policy: The case of Chile, Mexico, and Russia
G Bush, T Gómez, A Jara, D Moreno, K Styrin, Y Ushakova
Review of International Economics 29 (1), 37-60, 2021
72021
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, 2007
72007
Why is timing perverse?
JC Matallín-Sáez, D Moreno, R Rodríguez
The European Journal of Finance 21 (15), 1334-1356, 2015
62015
El modelo de valoración de activos CAPM
D Moreno, M Gutierrez
Recuperado de http://ocw. uc3m. es/economia-financiera-y-contabilidad …, 2016
52016
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Articles 1–20