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Laura Andreu
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Can exchange traded funds be used to exploit industry and country momentum?
L Andreu, L Swinkels, L Tjong-A-Tjoe
Financial Markets and Portfolio Management 27 (2), 127-148, 2013
422013
Herding behaviour in strategic asset allocations: new approaches on quantitative and intertemporal imitation
L Andreu, C Ortiz, JL Sarto
Applied Financial Economics 19 (20), 1649-1659, 2009
392009
Mutual fund performance attribution and market timing using portfolio holdings
L Andreu, JC Matallín-Sáez, JL Sarto
International Review of Economics & Finance, 2018
332018
Cluster analysis to validate the sustainability label of stock indices: An analysis of the inclusion and exclusion processes in terms of size and ESG ratings
P Vilas, L Andreu, JL Sarto
Journal of Cleaner Production 330, 129862, 2022
322022
Paper profits or real money? Trading costs and stock market anomalies in country ETFs
A Zaremba, L Andreu
International Review of Financial Analysis 56, 181-192, 2018
26*2018
Learning about individual managers’ performance in UK pension funds: The importance of specialization
M Alda, L Andreu, JL Sarto
The North American Journal of Economics and Finance 42, 654-667, 2017
252017
Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?
L Andreu, A Puetz
Journal of Business Research 75, 138-146, 2017
232017
Financial consequences of mutual fund mergers
L Andreu, JL Sarto
The European Journal of Finance 22 (7), 529-550, 2016
222016
Efficiency of the strategic style of pension funds: an application of the variants of the slacks-based measure in DEA
L Andreu, JL Sarto, L Vicente
Journal of the Operational Research Society 65 (12), 1886-1895, 2014
212014
Disposition effect in fund managers. Fund and stock-specific factors and the upshot for investors
L Andreu, C Ortiz, JL Sarto
Journal of Economic Behavior & Organization 176, 253-268, 2020
202020
Risk shifting consequences depending on manager characteristics
L Andreu, JL Sarto, M Serrano
International Review of Economics & Finance 62, 131-152, 2019
162019
Efficiency of mutual fund managers: A slacks-based manager efficiency index
L Andreu, M Serrano, L Vicente
European Journal of Operational Research, 2018
132018
Análisis de la persistencia en rentabilidad de los FIAMM y de los determinantes de sus comisiones
L Andreu, L Ferruz, JL Sarto, L Vicente
Spanish Journal of Finance and Accounting/Revista Española De Financiación y …, 2007
132007
Herding in the strategic allocations of Spanish pension plan managers
L Andreu, C Ortiz, JL Sarto
Journal of Economics and Finance 38 (4), 658-671, 2014
122014
The importance of asset allocation in Spanish equity pension plans
L Andreu, L Ferruz, L Vicente
Journal of Pension Economics & Finance 9 (1), 129-142, 2010
112010
Evaluating the style portfolio performance of Spanish equity pension plans
L Andreu, JL Sarto, LV Gimeno
Spanish Journal of Finance and Accounting/Revista Española de Financiación y …, 2009
112009
Herding in style allocations
L Andreu, C Ortiz, JL Sarto
Journal of Business Economics and Management 16 (4), 822-844, 2015
102015
Is the average investor smarter than the average euro?
L Vicente, C Ortiz, L Andreu
Journal of Financial Services Research 40 (3), 143-161, 2011
102011
Performance persistence of Spanish pension funds: the best winners and losers usually repeat
L Ferruz, L Vicente, L Andreu
The Geneva Papers on Risk and Insurance-Issues and Practice 32 (4), 583-594, 2007
102007
Performance evaluation of balanced pension plans
L Andreu, L Swinkels
Quantitative Finance 12 (5), 819-830, 2012
92012
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Articles 1–20