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\t\t\t\t\t\t\t\t\t\tEmail: jdmoreno@emp.uc3m.es
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\t\t\t\t\t\t\t\t\t\tAddress \/ Office: C\/ Madrid, 126 – 28903 Getafe (Madrid) Spain \/ 6.0.47\n\t\t\t\t\t\t\t\t\t<\/li>\n
\t\t\t\t\t\t\t\t\t\tPhone \/ Fax: (34) 91 624 57 94\n\t\t\t\t\t\t\t\t\t<\/li>\n
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\t\t\t\t \n\t\t\t\t\t\t@UC3M_BUSINESS\t\t\t\t\t<\/p>\n – Investment Funds<\/p>\n – Asset Valuation<\/p>\n – Portfolio Management<\/p>\n ARTICLES<\/p>\n BOOKS<\/p>\n \t\t\t\t\t\t\t\t\tBiograf\u00eda David acts as an anonymous reviewer for journals such as: European Journal of Operational Research, Moneda y Cr\u00e9dito, Revista de Econom\u00eda Financiera, among others.\t\t\t\t\t\t\t\t\t<\/p>\n \t\t\t\t\t\t\t\t\tPublications<\/p>\n Moreno, D., Antoli, M., & Quintana, D.: \u201cBenefits of investing in cryptocurrencies when liquidity is a factor\u201d, Research in International Business and Finance, 2022, 63, 101751. <\/p>\n Mayoral, S., Moreno, D, & Zareei, A.: \u201cUsing a Hedging Network to Minimize Portfolio Risk\u201d, Finance Research Letters, 2022, 44, 102044.<\/p>\n Moreno, D., Rodr\u00edguez, R. & Zambrana, R.: \u201cManagement Sub-Advising in the Mutual Fund Industry\u201d, Journal of Financial Economics, vol. 127 (3), March 2018, 567-587<\/p>\n Moreno, D., Rodr\u00edguez, R. & Malag\u00f3n, J.: \u201cIdiosyncratic volatility, conditional liquidity and stock returns\u201d, International Review of Economics and Finance vol. 53, January 2018, 118-132 <\/p>\n Moreno, D., Rodr\u00edguez, R. & Malag\u00f3n, J.: \u201cThe Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?\u201d, Journal of Banking and Finance, vol. 60, November 2015, 224-23<\/p>\n Moreno, D., Matall\u00edn-S\u00e1ez, J.C. & Rodr\u00edguez, R.: \u201cWhy is timing perverse?\u201d, The European Journal of Finance, vol. 21, 2015, 1334-1356<\/p>\n Moreno, D., Rodr\u00edguez, R. & Malag\u00f3n, J.: \u201cTime horizon trading and the idiosyncratic risk puzzle\u201d, Quantitative Finance, vol. 15 (2), 2015, 327-343<\/p>\n Moreno, D., C\u00e1ceres, E. & Rodr\u00edguez, R.: \u201cA study on short-selling constraints: total ban versus partial ban\u201d, Applied Economics Letters, vol. 22 (2), 2015, 99-103.<\/p>\n Moreno, D., Wang, C. & Rodr\u00edguez, R.:\u201cAccurately Measuring Gold Mutual Fund Performance\u201d, Applied Economics Letters, vol. 21 (4), 2014, 268-271.<\/p>\n Moreno, D. & Rodr\u00edguez, R.: \u201cOptimal Diversification across Mutual Funds\u201d, Applied Financial Economics, vol. 23 (2), 2013, 199-203.<\/p>\n Moreno, D. & Rodr\u00edguez, R.: \u201cThe value of coskewness in mutual fund performance evaluation\u201d, Journal of Banking & Finance, vol. 33, 2009, 1664\u20131676.<\/p>\n Moreno, D., Gil, J. & Tapia, M. : \u201cPrice Dynamics, Informational Efficiency and Wealth Distribution in Continuous Double Auction Markets\u201d, Computational Intelligence, vol. 23 (2), 2007, 176-196.<\/p>\n Moreno, D., Gil, J. & Tapia, M. : \u201cFormaci\u00f3n de precios en un mercado artificial de doble subasta continua\u201d, Revista Espa\u00f1ola de Financiaci\u00f3n y Contabilidad, vol. 36 (134), 2007, 235-260.<\/p>\n Moreno, D. & Olmedo, I.: \u201cIs the predictability of emerging and developed stock markets really exploitable?\u201d, European Journal of Operational Research, 182 (1), 2007, 436-454.<\/p>\n Moreno, D., Marco, P. & Olmeda, I.: \u201cSelf-Organizing Maps could improve the classification of Spanish Mutual Funds\u201d, European Journal of Operational Research, 174, 2006, 1039-1054.<\/p>\n Moreno, D. & Rodr\u00edguez, R.: \u201cPerformance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework\u201d, Managerial Finance, 32 (4), 2006, 375-392<\/p>\n Moreno, D., Marco, P. & Olmeda, I.: \u201cRisk Forecasting Models and Optimal Portfolio Selection\u201d, Applied Economics, vol. 37, 2005, 1267-1281.<\/p>\n \t\t\t\t\t\t\t\t\t\tEmail: jdmoreno@emp.uc3m.es \t\t\t\t\t\t\t\t\t\tAddress \/ Office: C\/ Madrid, 126 – 28903 Getafe (Madrid) Spain \/ 6.0.47\n\t\t\t\t\t\t\t\t\t<\/li>\n \t\t\t\t\t\t\t\t\t\tPhone \/ Fax: (34) 91 624 57 94\n\t\t\t\t\t\t\t\t\t<\/li>\n \t\t\t\t\t\t\t\t\t\tGoogle Scholar \t\t\t\t \n\t\t\t\t\t\t@UC3M_BUSINESS\t\t\t\t\t<\/p>\n","protected":false},"author":1,"template":"","meta":{"site-sidebar-layout":"no-sidebar","site-content-layout":"page-builder","ast-site-content-layout":"full-width-container","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"disabled","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center 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\n\t\t\t\t\t\t\tBUSINESS UC3M\t\t\t\t\t\t<\/a>
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Selected Publications<\/h2>\n
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\n\t\t\t\t\t\t\t\t\tDavid Moreno is a tenured professor in the Department of Business Economics at the Universidad Carlos III in the area of Financial Economics and Accounting. In 2021, he was accredited as a University Professor by the Ministry of Universities in Spain. He holds a doctorate in Economic Sciences from the University of Alcal\u00e1 in Madrid (Spain), with an Extraordinary Doctorate Award, and a degree in Economics from the same university. Since 2009, he has been the Director of the Master in Finance at Universidad Carlos III, which is rated as the best finance master’s program in Spain and one of the 30 best in the world (https:\/\/www.uc3m.es\/master\/finance<\/a>). He teaches Financial Economics in the Finance and Accounting and Business Administration degrees. He also teaches Portfolio and Fixed Income Asset Management in several Master’s programs and in the Doctoral program. David Moreno’s research focuses on different areas within investment funds, as well as various topics related to Asset Pricing and portfolio management. He has published internationally in the Journal Financial Economics, Journal of Banking and Finance, Quantitative Finance, and European Journal of Operational Research, among others. He has also published nationally in journals such as the Revista Espa\u00f1ola de Financiaci\u00f3n y Contabilidad, among others. <\/p>\n\n
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