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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\tDirecci\u00f3n \/ oficina: C\/ Madrid, 126 – 28903 Getafe (Madrid) Spain \/ 6.0.47\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 – Fondos de Inversi\u00f3n<\/p>\n – Valoraci\u00f3n de Activos<\/p>\n – Gesti\u00f3n de Carteras<\/p>\n ART\u00cdCULOS<\/p>\n LIBROS<\/p>\n \t\t\t\t\t\t\t\t\tBio David act\u00faa como evaluador an\u00f3nimo para revistas como: European Journal of Operational Research, Moneda y Cr\u00e9dito, Revista de Econom\u00eda Financiera entre otras.\t\t\t\t\t\t\t\t\t<\/p>\n \t\t\t\t\t\t\t\t\tPublicaciones<\/p>\n Moreno, D., Antoli, M., & Quintana, D.: \u00abBenefits of investing in cryptocurrencies when liquidity is a factor\u00bb,\u00a0Research in International Business and Finance, 2022, 63, 101751.\u00a0<\/p>\n Mayoral, S., Moreno, D, & Zareei, A.: \u00abUsing a Hedging Network to Minimize Portfolio Risk\u00bb,\u00a0Finance Research Letters, 2022, 44, 102044.<\/p>\n Moreno, D., Rodr\u00edguez, R. & Zambrana, R.: \u00abManagement Sub-Advising in the Mutual Fund Industry\u00bb,\u00a0Journal of Financial\u00a0Economics,\u00a0vol. 127 (3), Marzo 2018, 567-587<\/p>\n Moreno, D., Rodr\u00edguez, R. & Malag\u00f3n, J.:\u00a0\u00abIdiosyncratic volatility, conditional liquidity and stock returns\u00bb,\u00a0International Review of Economics and Finance\u00a0vol. 53, Enero 2018, 118-132\u00a0<\/p>\n Moreno, D., Rodr\u00edguez, R. & Malag\u00f3n, J.: \u201cThe Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?\u201d,\u00a0Journal of Banking and Finance,\u00a0vol.\u00a060, Noviembre 2015, 224-23<\/p>\n Moreno, D., Matall\u00edn-S\u00e1ez, J.C. & Rodr\u00edguez, R.: \u201cWhy is timing perverse?\u201d,\u00a0The European Journal of Finance,\u00a0vol. 21, 2015,\u00a01334-1356<\/p>\n Moreno, D., Rodr\u00edguez, R. & Malag\u00f3n, J.:\u00a0\u201cTime horizon trading and the idiosyncratic risk puzzle\u201d,\u00a0Quantitative 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,\u00a0Applied Economics Letters,\u00a0vol. 22 (2), 2015, 99-103.<\/p>\n Moreno, D., Wang, C. & Rodr\u00edguez, R.:\u201cAccurately Measuring Gold Mutual Fund Performance\u201d,\u00a0Applied Economics Letters,\u00a0vol. 21 (4), 2014, 268-271.<\/p>\n Moreno, D. & Rodr\u00edguez, R.: \u00abOptimal Diversification across Mutual Funds\u00bb,\u00a0Applied Financial Economics,\u00a0vol. 23 (2), 2013, 199-203.<\/p>\n Moreno, D. & Rodr\u00edguez, R.:\u00a0\u00abThe value of coskewness in mutual fund performance evaluation\u00bb,\u00a0Journal of Banking & Finance,\u00a0vol. 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,\u00a0Computational Intelligence, vol. 23 (2), 2007, 176-196.<\/p>\n Moreno, D., Gil, J. & Tapia, M. :\u00a0\u201cFormaci\u00f3n de precios en un mercado artificial de doble subasta continua\u201d,\u00a0Revista Espa\u00f1ola de Financiaci\u00f3n y Contabilidad, vol. 36 (134), 2007, 235-260.<\/p>\n Moreno, D. & Olmedo, I.: \u00abIs the predictability of emerging and developed stock markets really exploitable?\u00bb,\u00a0European Journal of Operational Research, 182 (1), 2007, 436-454.<\/p>\n Moreno, D., Marco, P. & Olmeda, I.: \u00abSelf-Organizing Maps could improve the classification of Spanish Mutual Funds\u00bb,\u00a0European Journal of Operational Research, 174, 2006, 1039-1054.<\/p>\n Moreno, D. & Rodr\u00edguez, R.:\u00a0\u00abPerformance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework\u00bb,\u00a0Managerial Finance, 32 (4), 2006, 375-392<\/p>\n Moreno, D., Marco, P. & Olmeda, I.:\u00a0\u00abRisk Forecasting Models and Optimal Portfolio Selection\u00bb,\u00a0Applied 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\tDirecci\u00f3n \/ oficina: C\/ Madrid, 126 – 28903 Getafe (Madrid) Spain \/ 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\n\t\t\t\t\t\t\t\t\tDavid Moreno es Profesor Titular de Universidad en el Departamento de Econom\u00eda de la Empresa en la Universidad Carlos III en el \u00e1rea de Econom\u00eda Financiera y Contabilidad. En 2021 es acreditado como Catedr\u00e1tico de Universidad por el Ministerio de Universidades en Espa\u00f1a.\u00a0Es doctor en Ciencias Econ\u00f3micas por la Universidad de Alcal\u00e1 en Madrid (Espa\u00f1a), Premio Extraordinario de Doctorado y Licenciado en Econom\u00eda por esta misma universidad. Desde 2009 es el Director del Master in Finance de la Universidad Carlos III, que est\u00e1 valorado como el mejor master de finanzas de Espa\u00f1a y uno de los 30 mejores del mundo (https:\/\/www.uc3m.es\/master\/finance<\/a>).\u00a0\u00a0Imparte clases de Econom\u00eda Financiera en los Grados de Finanzas y Contabilidad y ADE. Adem\u00e1s imparte clases de Gesti\u00f3n de Carteras y Activos de Renta Fija en varios Master, y en el Doctorado. La investigaci\u00f3n de David Moreno se centra en diferentes \u00e1reas dentro de\u00a0fondos de inversi\u00f3n, as\u00ed como en diversos temas relacionados con Asset Pricing y gesti\u00f3n de carteras.\u00a0\u00a0Ha publicado a nivel internacional en el Journal Financial Economics, Journal of Banking and Finance, Quantitative Finance, y European Journal of Operational Research entre otros. Tambi\u00e9n ha publicado a nivel nacional en revistas como la Revista Espa\u00f1ola de Financiaci\u00f3n y Contabilidad, entre otros.<\/p>\n\n
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