The value of coskewness in mutual fund performance evaluation D Moreno, R Rodríguez Journal of Banking & Finance 33 (9), 1664-1676, 2009 | 106 | 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 | 77 | 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 | 65 | 2007 |
The idiosyncratic volatility anomaly: Corporate investment or investor mispricing? J Malagon, D Moreno, R Rodríguez Journal of Banking & Finance 60, 224-238, 2015 | 48 | 2015 |
Time horizon trading and the idiosyncratic risk puzzle J Malagon, D Moreno, R Rodríguez Quantitative Finance 15 (2), 327-343, 2015 | 41 | 2015 |
Management sub-advising in the mutual fund industry D Moreno, R Rodriguez, R Zambrana Journal of Financial Economics 127 (3), 567-587, 2018 | 31 | 2018 |
Risk forecasting models and optimal portfolio selection D Moreno*, P Marco, I Olmeda Applied Economics 37 (11), 1267-1281, 2005 | 31 | 2005 |
Idiosyncratic volatility, conditional liquidity and stock returns J Malagon, D Moreno, R Rodriguez International Review of Economics & Finance 53, 118-132, 2018 | 28 | 2018 |
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 |
Fault characterization and heat-transfer modeling to the Northwest of Nevado del Ruiz Volcano D Moreno, J Lopez-Sanchez, D Blessent, J Raymond Journal of South American Earth Sciences 88, 50-63, 2018 | 24 | 2018 |
Determinantes de la Revelación de Información sobre derivados financieros en el mercado Español C Mir Fernández, D Moreno, I Olmeda Nº.: UC3M Documentos de trabajo. Economía de la Empresa 2006-04, 2006 | 20 | 2006 |
Performance evaluation considering the coskewness: A stochastic discount factor framework D Moreno, R Rodríguez Managerial Finance 32 (4), 375-392, 2006 | 14 | 2006 |
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 Internet, 2016 | 13 | 2016 |
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), 2008 | 13 | 2008 |
Optimal diversification across mutual funds D Moreno, R Rodríguez Applied financial economics 23 (2), 119-122, 2013 | 12 | 2013 |
Temperature estimation of the Nevado del Ruiz Volcano geothermal reservoir: Insight from western hot springs hydrogeochemistry A Taborda, JP Portela, J Lopez-Sanchez, L Daniele, D Moreno, ... Journal of Geochemical Exploration 240, 107049, 2022 | 11 | 2022 |
The coskewness factor: implications for performance evaluation D Moreno, R Rodríguez Journal of Banking and Finance 33 (9), 1664-1676, 2009 | 11 | 2009 |
Benefits of investing in cryptocurrencies when liquidity is a factor D Moreno, M Antoli, D Quintana Research in International Business and Finance 63, 101751, 2022 | 9 | 2022 |
Accurately measuring gold mutual fund performance D Moreno, R Rodríguez, C Wang Applied Economics Letters 21 (4), 268-271, 2014 | 8 | 2014 |
Resampled efficient frontier integration for moeas D Quintana, D Moreno Entropy 23 (4), 422, 2021 | 7 | 2021 |