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

11

DOWNLOADS
Rank 34,530

SSRN RANKINGS

Top 34,530

in Total Papers Downloads

2,204

SSRN CITATIONS

6

CROSSREF CITATIONS

3

Scholarly Papers (11)

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 (75,059)
Citation 1

Abstract:

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

2.

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 391 (115,093)
Citation 2

Abstract:

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

3.

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 (129,056)
Citation 3

Abstract:

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idiosyncratic risk, wavelets, time-scaling risk

4.

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 192 (236,624)

Abstract:

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

5.

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 (260,460)

Abstract:

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

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 142 (305,176)
Citation 1

Abstract:

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

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 114 (361,285)

Abstract:

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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 14 (849,258)

Abstract:

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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 100 (393,188)

Abstract:

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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 94 (409,368)

Abstract:

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Mutual Funds, Asymmetric Correlations, Market Timing

10.

Modeling Renewable Power Purchase Agreements Prices

Number of pages: 72 Posted: 04 Jul 2022
Juan Ignacio Peña, Rosa Rodríguez and Silvia Mayoral
Universidad Carlos III de Madrid - Department of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and affiliation not provided to SSRN
Downloads 71 (482,995)

Abstract:

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Power Purchase Agreements, renewable energy, Correlation risk, Futures prices, Value factor

11.

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 2 (944,100)
Citation 1

Abstract:

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individual stock‐bond correlation, leverage, idiosyncratic risk, economic cycles, speed of adjustment, target capital structure