David Moreno, Sr. : Citation Profile


Are you David Moreno, Sr.?

Universidad Carlos III de Madrid

5

H index

3

i10 index

53

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

RESEARCH ACTIVITY:

   8 years (2005 - 2013). See details.
   Cites by year: 6
   Journals where David Moreno, Sr. has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo268
   Updated: 2019-11-16    RAS profile: 2013-01-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David Moreno, Sr..

Is cited by:

Iori, Giulia (4)

Chiarella, Carl (4)

Sebastião, Helder (2)

cotter, john (2)

Godinho, Pedro (2)

Shi, Lei (2)

Bianchi, Daniele (1)

Conlon, Thomas (1)

Guidolin, Massimo (1)

BABALOS, VASSILIOS (1)

Potì, Valerio (1)

Cites to:

Harvey, Campbell (5)

Lebaron, Blake (4)

Madhavan, Ananth (4)

Markowitz, Harry (3)

Fama, Eugene (3)

French, Kenneth (3)

Brown, Stephen (3)

Carhart, Mark (3)

Bekaert, Geert (3)

Smith, Daniel (2)

Grinblatt, Mark (2)

Main data


Where David Moreno, Sr. has published?


Journals with more than one article published# docs
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2

Recent works citing David Moreno, Sr. (2018 and 2017)


YearTitle of citing document
2017Risk parity in the brazilian market. (2017). de Souza, Pierre O ; Righi, Marcelo B ; Borenstein, Denis ; Caldeira, Joo F ; Filomena, Tiago P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00061.

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2017Asset allocation with correlation: A composite trade-off. (2017). Conlon, Thomas ; cotter, john ; Salvador, Enrique ; Carroll, Rachael . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1164-1180.

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2018Long-run wavelet-based correlation for financial time series. (2018). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

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2019Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975.

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2019Review of new trends in the literature on factor models and mutual fund performance. (2019). Mateus, Cesario ; Todorovic, Natasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:344-354.

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2018Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

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2018Higher co-moments and asset pricing on emerging stock markets by quantile regression approach. (2018). Luu, Toan Huynh ; Nguyen, Sang Phu. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:1:p:132-142.

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2019Idiosyncratic risk and mutual fund performance. (2019). Manita, Riadh ; Boubaker, Sabri ; Vidal, Marta ; Vidal-Garcia, Javier. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2794-2.

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2017Accrual quality, skill, and the cross-section of mutual fund returns. (2017). Nallareddy, Suresh ; Ogneva, Maria . In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9389-z.

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2018Predicting Public Corruption with Neural Networks: An Analysis of Spanish Provinces. (2018). Lopez-Iturriaga, Felix J ; Sanz, Ivan Pastor. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:140:y:2018:i:3:d:10.1007_s11205-017-1802-2.

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2017Effects of Contract and Trust on Franchisor Performance. (2017). Pastor-Sanz, Ivan ; Calderon-Monge, Esther. In: Contemporary Economics. RePEc:wyz:journl:id:513.

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2017Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017104.

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2018Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2018). Biondo, Alessio Emanuele. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201820.

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Works by David Moreno, Sr.:


YearTitleTypeCited
2006Determinantes de la revelación de información sobre derivados financieros en el mercado español In: DEE - Documentos de Trabajo. Economía de la Empresa. DB.
[Full Text][Citation analysis]
paper0
2005Price dynamics, informational efficiency and wealth distribution in continuous double auction markets In: DEE - Working Papers. Business Economics. WB.
[Full Text][Citation analysis]
paper15
2008The value of coskewness in evaluating mutual funds In: DEE - Working Papers. Business Economics. WB.
[Full Text][Citation analysis]
paper0
2006Self-organizing maps could improve the classification of Spanish mutual funds In: European Journal of Operational Research.
[Full Text][Citation analysis]
article6
2007Is the predictability of emerging and developed stock markets really exploitable? In: European Journal of Operational Research.
[Full Text][Citation analysis]
article11
2009The value of coskewness in mutual fund performance evaluation In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article16
2006A Genetic Algorithm for UPM/LPM Portfolios In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0
2013Optimal diversification across mutual funds In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2005Risk forecasting models and optimal portfolio selection In: Applied Economics.
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article5

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