David Moreno

Universidad Carlos III de Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

SCHOLARLY PAPERS

6

DOWNLOADS

1,423

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Management Sub-Advising in the Mutual Fund Industry

Journal of Financial Economics (JFE), Vol. 127, No. 3, 2018
Number of pages: 62 Posted: 31 Aug 2012 Last Revised: 05 Mar 2021
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 University of Notre Dame - Mendoza College of Business
Downloads 559 (75,418)
Citation 1

Abstract:

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

2.

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 353 (129,683)
Citation 3

Abstract:

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idiosyncratic risk, wavelets, time-scaling risk

3.

The Relevance of Portfolio Management Core Competencies in Outsourcing Decisions

Number of pages: 50 Posted: 29 Sep 2013 Last Revised: 15 Aug 2022
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 University of Notre Dame - Mendoza College of Business
Downloads 172 (261,794)

Abstract:

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

4.

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 144 (303,402)
Citation 1

Abstract:

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

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 100 (395,262)

Abstract:

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Mutual Funds, Diversification, Downside Risk

6.

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 95 (411,504)

Abstract:

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Mutual Funds, Asymmetric Correlations, Market Timing