| The value of coskewness in mutual fund performance evaluation D Moreno, R Rodríguez Journal of Banking & Finance 33 (9), 1664-1676, 2009 | 94 | 2009 |
| Self-organizing maps could improve the classification of Spanish mutual funds D Moreno, P Marco, I Olmeda European Journal of Operational Research 174 (2), 1039-1054, 2006 | 74 | 2006 |
| Is the predictability of emerging and developed stock markets really exploitable? D Moreno, I Olmeda European Journal of Operational Research 182 (1), 436-454, 2007 | 61 | 2007 |
| The idiosyncratic volatility anomaly: Corporate investment or investor mispricing? J Malagon, D Moreno, R Rodríguez Journal of Banking & Finance 60, 224-238, 2015 | 40 | 2015 |
| Time horizon trading and the idiosyncratic risk puzzle J Malagon, D Moreno, R Rodríguez Quantitative Finance 15 (2), 327-343, 2015 | 38 | 2015 |
| Risk forecasting models and optimal portfolio selection D Moreno*, P Marco, I Olmeda Applied Economics 37 (11), 1267-1281, 2005 | 29 | 2005 |
| PRICE DYNAMICS, INFORMATIONAL EFFICIENCY, AND WEALTH DISTRIBUTION IN CONTINUOUS DOUBLE‐AUCTION MARKETS J Gil‐Bazo, D Moreno, M Tapia Computational Intelligence 23 (2), 176-196, 2007 | 27 | 2007 |
| Management sub-advising in the mutual fund industry D Moreno, R Rodriguez, R Zambrana Journal of Financial Economics 127 (3), 567-587, 2018 | 24 | 2018 |
| Idiosyncratic volatility, conditional liquidity and stock returns J Malagon, D Moreno, R Rodriguez International Review of Economics & Finance 53, 118-132, 2018 | 24 | 2018 |
| Determinantes de la Revelación de Información sobre derivados financieros en el mercado Español C Mir Fernández, D Moreno, I Olmeda | 18 | 2006 |
| Performance evaluation considering the coskewness: A stochastic discount factor framework D Moreno, R Rodríguez Managerial Finance 32 (4), 375-392, 2006 | 13 | 2006 |
| Optimal diversification across mutual funds D Moreno, R Rodríguez Applied financial economics 23 (2), 119-122, 2013 | 12 | 2013 |
| The coskewness factor: implications for performance evaluation D Moreno, R Rodríguez Journal of Banking and Finance 33 (9), 1664-1676, 2009 | 11 | 2009 |
| Uso de derivados cambiarios y su impacto en el valor de empresas: el caso de empresas chilenas no financieras A Castillo, D Moreno Estudios de administración 15 (1), 1-30, 2008 | 10 | 2008 |
| Desigualdad y Territorio en los pueblos Indígenas en Chile: un diagnóstico latinoamericano y propuestas de investigación desde Rimisp DL Moreno, C Christian, M Vargas, M Calcagni, R Fuentealba | 8 | 2016 |
| Accurately measuring gold mutual fund performance D Moreno, R Rodríguez, C Wang Applied Economics Letters 21 (4), 268-271, 2014 | 7 | 2014 |
| The Critical Line Algorithm for UPM-LPM Parametric General Asset Allocation Problem with Allocation Boundaries and Linear Constraints D Cumova, D Moreno, D Nawrocki Asset Allocation and International Investments, 80-95, 2004 | 7 | 2004 |
| Why is timing perverse? JC Matallín-Sáez, D Moreno, R Rodríguez The European Journal of Finance 21 (15), 1334-1356, 2015 | 6 | 2015 |
| A study on short-selling constraints: total ban versus partial ban E Cáceres, D Moreno, R Rodríguez Applied Economics Letters 22 (2), 99-103, 2015 | 6 | 2015 |
| El modelo de valoración de activos CAPM D Moreno, M Gutierrez Madrid: Universidad Carlos III de Madrid, 2016 | 5 | 2016 |
Ignacio OlmedaProfesor (Universidad de Alcalá)Dirección de correo verificada de uah.es
