• "Management Sub-Advising in the Mutual Fund Industry" (2017) (with R. Rodriguez and Rafael Zambrana), Journal of Financial Economics (forthcoming) [PDF
          [SSRN link]
  • "Time Horizon Trading and the Idiosyncratic Risk Puzzle" (2013), (with Juliana Malagon and R. Rodriguez), Quantitative Finance, forthcoming 2013 [PDF]

  • "Optimal Diversification across Mutual Funds" (forthcoming 2013), (with R. Rodriguez), Applied Financial Economics. [PDF]

  • "The Value of Coskewness in Mutual Funds Evaluation" (2009), (with R. Rodriguez), Journal of Banking and Finance, 33, 1664-1676. [PDF]

  • “Price Dynamics, Informational Efficiency and Wealth Distribution in Continuous Double Auction Markets” (2007), (with J. Gil and Mikel Tapia), Computational Intelligence, 23 (2), 176-196. [PDF]

  • “Formación de precios en un mercado artificial de doble subasta continua” (2007), (with J. Gil and M.Tapia), Revista Española de Financiación y Contabilidad, 36 (134), 235-260. [PDF]

  • "Is the predictability of emerging and developed stock markets really exploitable?"  (2007) (with Ignacio Olmeda), European Journal of Operational Research, 182 (1), 436-454. [PDF]

  • "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. [PDF]

  • "Performance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework" (2006) (with Rosa Rodríguez), Managerial Finance, 32 (4), 375-392. [PDF]

  • "Risk Forecasting Models and Optimal Portfolio Selection" (2005) (with Paulina Marco and Ignacio Olmeda), Applied Economics, 37, 1267-1281. [PDF]