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 | 44 | 2013 |
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 | 39 | 2009 |
Mutual fund performance attribution and market timing using portfolio holdings L Andreu, JC Matallín-Sáez, JL Sarto International Review of Economics & Finance, 2018 | 37 | 2018 |
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 | 34 | 2022 |
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 | 25* | 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 | 25 | 2017 |
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 | 25 | 2017 |
Financial consequences of mutual fund mergers L Andreu, JL Sarto The European Journal of Finance 22 (7), 529-550, 2016 | 23 | 2016 |
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 | 21 | 2020 |
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 | 21 | 2014 |
Risk shifting consequences depending on manager characteristics L Andreu, JL Sarto, M Serrano International Review of Economics & Finance 62, 131-152, 2019 | 19 | 2019 |
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 | 14 | 2007 |
Efficiency of mutual fund managers: A slacks-based manager efficiency index L Andreu, M Serrano, L Vicente European Journal of Operational Research, 2018 | 13 | 2018 |
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 | 12 | 2014 |
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 | 11 | 2010 |
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 | 11 | 2009 |
Herding in style allocations L Andreu, C Ortiz, JL Sarto Journal of Business Economics and Management 16 (4), 822-844, 2015 | 10 | 2015 |
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 | 10 | 2007 |
Performance evaluation of balanced pension plans L Andreu, L Swinkels Quantitative Finance 12 (5), 819-830, 2012 | 9 | 2012 |
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 | 9 | 2011 |