David Moreno

Universidad Carlos III de Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 33,803

SSRN RANKINGS

Top 33,803

in Total Papers Downloads

1,166

CITATIONS

0

Scholarly Papers (6)

1.

Time Horizon Trading and the Idiosyncratic Risk Puzzle

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 22 Jul 2011 Last Revised: 13 Apr 2013
Juliana Malagon, David Moreno and Rosa Rodríguez
Universidad de los Andes, Colombia - School of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 258 (88,091)

Abstract:

Loading...

idiosyncratic risk, wavelets, time-scaling risk

2.

Management Sub-Advising in the Mutual Fund Industry

Number of pages: 62 Posted: 31 Aug 2012 Last Revised: 27 Dec 2017
David Moreno, Rosa Rodríguez and Rafael Zambrana
Universidad Carlos III de Madrid - Department of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Nova School of Business and Economics
Downloads 232 (58,612)

Abstract:

Loading...

Outsourcing, Sub-advisor, Mutual Funds, Management Company, Incentive Contracts, Fund Performance, Market Share, Agency Issue.

3.

The Relevance of Portfolio Management Core Competencies in Outsourcing Decisions

Number of pages: 50 Posted: 29 Sep 2013 Last Revised: 15 Oct 2014
David Moreno, Rosa Rodríguez and Rafael Zambrana
Universidad Carlos III de Madrid - Department of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Nova School of Business and Economics
Downloads 92 (181,635)

Abstract:

Loading...

Outsourcing, Subadvisor, Mutual Funds, Efficiency, Management Company, Fund Family, Core Competency, Portfolio Management

4.

Why is Timing Perverse?

Number of pages: 30 Posted: 16 Jan 2011
Universitat Jaume I, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 79 (272,277)

Abstract:

Loading...

Mutual Funds, Asymmetric Correlations, Market Timing

5.

Diversificating the Undiversified Mutual Fund World

Number of pages: 32 Posted: 24 Feb 2012 Last Revised: 21 Feb 2016
David Moreno and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 70 (270,305)

Abstract:

Loading...

Mutual Funds, Diversification, Downside Risk

6.

Idiosyncratic Volatility, Conditional Liquidity and Stock Returns

Number of pages: 32 Posted: 19 Jan 2016
Juliana Malagon, David Moreno and Rosa Rodríguez
Universidad de los Andes, Colombia - School of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 0 (232,121)

Abstract:

Loading...

Idiosyncratic risk, idiosyncratic volatility anomaly, regime switching model, flight to liquidity