Rosa Rodríguez

Universidad Carlos III de Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

http://www.business.uc3m.es/en/faculty/profesor/perfil/42

SCHOLARLY PAPERS

10

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1,760

CITATIONS

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Scholarly Papers (10)

1.

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 449 (58,939)

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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 316 (88,936)

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idiosyncratic risk, wavelets, time-scaling risk

3.

Correlation between Individual Stock and Corporate Bond Returns

Number of pages: 53 Posted: 29 Jan 2014
Belen Nieto and Rosa Rodríguez
University of Alicante and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 310 (90,840)

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individual corporate bonds, stock–bond return correlation, idiosyncratic risk, economic cycles

4.

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 148 (185,329)

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

5.

Modelling Electricity Swaps with Stochastic Forward Premium Models

The Energy Journal, Forthcoming
Number of pages: 76 Posted: 20 Dec 2016 Last Revised: 15 May 2017
Iván Blanco, Juan Ignacio Peña and Rosa Rodríguez
CUNEF, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 139 (194,956)

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Electricity swaps, Stochastic forward premium, Multivariate Normal Inverse Gaussian distribution, Lévy processes

On the Economic Link between Asset Prices and Real Activity

Number of pages: 33 Posted: 31 Jul 2010
Juan Ignacio Peña and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 103 (245,396)

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Stock market, Interest rates, Economic growth

On the Economic Link Between Asset Prices and Real Activity

Journal of Business Finance & Accounting, Vol. 34, Nos. 5-6, pp. 889-916, June/July 2007
Number of pages: 28 Posted: 11 Jul 2007
Juan Ignacio Peña and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 13 (550,883)
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7.

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 114 (227,114)

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

8.

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 85 (276,180)

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Mutual Funds, Diversification, Downside Risk

9.

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 83 (280,211)

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Mutual Funds, Asymmetric Correlations, Market Timing

10.

Corporate Stock and Bond Return Correlations and Dynamic Adjustments of Capital Structure

Journal of Business Finance & Accounting, Vol. 42, Issue 5-6, pp. 705-746, 2015
Number of pages: 42 Posted: 17 Jul 2015
Belen Nieto and Rosa Rodríguez
University of Alicante and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 0 (621,471)
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individual stock‐bond correlation, leverage, idiosyncratic risk, economic cycles, speed of adjustment, target capital structure