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Jesús David Moreno

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Última actualización: 25/06/2009
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Curriculum

David Moreno is an Associate Professor of Finance in the Department of Business Administration at the University Carlos III. He holds a PhD. in Economics and a B.A. degree in Economics from the University of Alcala (Madrid, Spain). He teaches Financial Management and Corporate Finance to undergrads and Portfolio Theory and Fixed Income Assets to Masters.


David’s research interests center on Mutual Funds Performance Evaluation and new portfolio theories (based on downside risk measures). His research examines issues as the persistence of mutual funds performance, the results of considering nonlinear techniques to create new classifications in mutual funds. He has published in international journals, such as the European Journal of Operational Research and the Applied Economics. And also in national journals as Revista Española de Financiación y Contabilidad o el Boletín ICE.

David also provides service as anonymous referee to several academic journals: European Journal of Operational Research, IEEE Transactions on Evolutionary Computation, Moneda y Crédito, Revista de Economía Financiera among others.

Contact

David Moreno 

Associate Professor of Finance 

Contact 

Personal webpage 

Significant Publications

  • "The value of coskewness in mutual fund performance evaluation" (2009) (with Rosa Rodríguez), Journal of Banking & Finance, Vol 33: 1664–1676.
  • “Price Dynamics, Informational Efficiency and Wealth Distribution in Continuous Double Auction Markets” (2007), (with J. Gil and Mikel Tapia) in Computational Intelligence, 23 (2), 176-196.
  • “Formación de precios en un mercado artificial de doble subasta continua” (2007), (with J. Gil and M.Tapia) in Revista Española de Financiación y Contabilidad, 36 (134), 235-260.
  • "Is the predictability of emerging and developed stock markets really exploitable?"  (2007) (with Ignacio Olmeda). European Journal of Operational Research, 182 (1), 436-454.
  • "Self-Organizing Maps could improve the classification of Spanish Mutual Funds"  (2006) (with Paulina Marco and Ignacio Olmeda). European Journal of Operational Research, 174, 1039-1054.
  • "Performance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework" (2006) (with Rosa Rodríguez). Managerial Finance, 32 (4), 375-392.
  • "Risk Forecasting Models and Optimal Portfolio Selection" (2005) (with Paulina Marco and Ignacio Olmeda). Applied Economics, Vol. 37: 1267-1281.