Details about David Moreno, Sr.

Access statistics for papers by David Moreno, Sr..

Last updated 2013-01-08. Update your information in the RePEc Author Service.

Short-id: pmo268

Working Papers

2008

1. The value of coskewness in evaluating mutual funds
   DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa

2006

2. A Genetic Algorithm for UPM/LPM Portfolios
   Computing in Economics and Finance 2006, Society for Computational Economics
3. Determinantes de la revelación de información sobre derivados financieros en el mercado español
   DEE - Documentos de Trabajo. Economía de la Empresa. DB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa

2005

4. Price dynamics, informational efficiency and wealth distribution in continuous double auction markets
   DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa View citations (19)

Journal Articles

2013

1. Optimal diversification across mutual funds
   Applied Financial Economics, 2013, 23, (2), 119-122 View citations (2)

2009

2. The value of coskewness in mutual fund performance evaluation
   Journal of Banking & Finance, 2009, 33, (9), 1664-1676 View citations (23)

2007

3. Is the predictability of emerging and developed stock markets really exploitable?
   European Journal of Operational Research, 2007, 182, (1), 436-454 View citations (13)

2006

4. Self-organizing maps could improve the classification of Spanish mutual funds
   European Journal of Operational Research, 2006, 174, (2), 1039-1054 View citations (17)

2005

5. Risk forecasting models and optimal portfolio selection
   Applied Economics, 2005, 37, (11), 1267-1281 View citations (6)