- Mutual Funds, and other Investment Companies.
- Asset Pricing
- Portfolio Management
Moreno, D., Rodríguez, R. & Zambrana, R.: "Management Sub-Advising in the Mutual Fund Industry", Journal of Financial Economics, 2018, vol. 127 (3), 567-587
Mayoral, S., Moreno, D., & Zareei, A.: "Using a Hedging Network to Minimize Portfolio Risk", Finance Research Letters, 2022, 44, 102044
Moreno, D., Rodríguez, R. & Malagón, J.: “The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?”, Journal of Banking and Finance, 2015, vol. 60, 224-238
Moreno, D. & Rodríguez, R.: "The value of coskewness in mutuhe value of coskewness in mutual fund performance evaluation", Journal of Banking & Finance, 2009, vol. 33, 1664–1676.
Moreno, D., Antoli, M., & Quintana, D.: "Benefits of investing in cryptocurrencies when liquidity is a factor", Research in International Business and Finance, 2022, 63, 101751.
Mayoral, S., Moreno, D, & Zareei, A.: "Using a Hedging Network to Minimize Portfolio Risk", Finance Research Letters, 2022, 44, 102044.
Moreno, D., Rodríguez, R. & Zambrana, R.: "Management Sub-Advising in the Mutual Fund Industry", Journal of Financial Economics, vol. 127 (3), Marzo 2018, 567-587
Moreno, D., Rodríguez, R. & Malagón, J.: "Idiosyncratic volatility, conditional liquidity and stock returns", International Review of Economics and Finance vol. 53, Enero 2018, 118-132
Moreno, D., Rodríguez, R. & Malagón, J.: “The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?”, Journal of Banking and Finance, vol. 60, Noviembre 2015, 224-23
Moreno, D., Matallín-Sáez, J.C. & Rodríguez, R.: “Why is timing perverse?”, The European Journal of Finance, vol. 21, 2015, 1334-1356
Moreno, D., Rodríguez, R. & Malagón, J.: “Time horizon trading and the idiosyncratic risk puzzle”, Quantitative Finance, vol. 15 (2), 2015, 327-343
Moreno, D., Cáceres, E. & Rodríguez, R.: “A study on short-selling constraints: total ban versus partial ban”, Applied Economics Letters, vol. 22 (2), 2015, 99-103.
Moreno, D., Wang, C. & Rodríguez, R.:“Accurately Measuring Gold Mutual Fund Performance”, Applied Economics Letters, vol. 21 (4), 2014, 268-271.
Moreno, D. & Rodríguez, R.: "Optimal Diversification across Mutual Funds", Applied Financial Economics, vol. 23 (2), 2013, 199-203.
Moreno, D. & Rodríguez, R.: "The value of coskewness in mutual fund performance evaluation", Journal of Banking & Finance, vol. 33, 2009, 1664–1676.
Moreno, D., Gil, J. & Tapia, M. : “Price Dynamics, Informational Efficiency and Wealth Distribution in Continuous Double Auction Markets”, Computational Intelligence, vol. 23 (2), 2007, 176-196.
Moreno, D., Gil, J. & Tapia, M. : “Formación de precios en un mercado artificial de doble subasta continua”, Revista Española de Financiación y Contabilidad, vol. 36 (134), 2007, 235-260.
Moreno, D. & Olmedo, I.: "Is the predictability of emerging and developed stock markets really exploitable?", European Journal of Operational Research, 182 (1), 2007, 436-454.
Moreno, D., Marco, P. & Olmeda, I.: "Self-Organizing Maps could improve the classification of Spanish Mutual Funds", European Journal of Operational Research, 174, 2006, 1039-1054.
Moreno, D. & Rodríguez, R.: "Performance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework", Managerial Finance, 32 (4), 2006, 375-392
Moreno, D., Marco, P. & Olmeda, I.: "Risk Forecasting Models and Optimal Portfolio Selection", Applied Economics, vol. 37, 2005, 1267-1281.
