Download Rosa Rodríguez Name ROSA RODRIGUEZ Email rosa.rodriguez

Rosa Rodríguez
Name ROSA RODRIGUEZ
Email [email protected]
Date of Birth / City – Country 04/11/1968 - SPAIN
Nationality SPANISH
EDUCATION / ACADEMIC QUALIFICATION
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Ph. D., Economics, 1998 – University Carlos III - Madrid Spain
Degree in Business Administrations, 1992 – University Complutense
SERVICE ACTIVITIES (past five years)
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a) Departmental Service
a. Executive committee ( secretary )
b. Permanent committee
c. Director of Master on-line in Banca y Mercados Financieros (From 2014)
b) School of Law and Social Sciences Service
a. Vice-Dean of Accounting and Finance (From 2008)
c) Carlos III University of Madrid Service
a. Committee IPR (Intellectual Property Rights)
PROFESSIONNAL EXPERIENCE
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a) Professional experience
a) Associate Professor, University Carlos III – 2007-present
b) Assistant Professor, University Carlos III – 2003-2007
c) Professor, University Europea – Madrid- Spain – 1996-2003
d) Teaching Assistant, University Carlos III- 1992-1996
b) Stays in Foreign Institutions
Department of Finance, McCombs School of Business, University of Texas, USA from
August 1st 2012 to November 1st 2012.
Universidad EAFIT, Escuela de Economia y Finanzas. Medellín Colombia, June 2015.
c) Other Professional Activities
Referee: Journal of Banking and Finance, Review of Management Research , Spanish
Economic Review, Moneda y Credito, Economía Aplicada, Revista de Economía
Financiera.
RESEARCH OUTPUT
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a) Peer Reviewed Journals
•
“ Corporate Stock and Bond Return Correlations and dynamic adjustments of Capital
Structure” (2015) (with Belen Nieto) Journal of Business finance and Accounting
•
“Why is timing perverse?” (2015) (with Juan Carlos Matallín-Sáez and David
Moreno). The European Journal of Finance.
•
“Time horizon trading and the idiosyncratic risk puzzle” (2015) (with Juliana Malagón
and David Moreno), Quantitative Finance Vol 15 (2)
•
“A study on short-selling constraints: total ban versus partial ban” (2015) (with Esther
Cáceres and David Moreno) Applied Economics Letters. Vol 22. 2
•
“Accurately Measuring Gold Mutual Fund Performance” (2014) (with David Moreno
and Chieh Wang) Applied Economics Letters, Vol 21(04): 268-271
•
“Optimal Diversification across Mutual Funds” (with David Moreno) Applied
Financial Economics (2013), Vol. 23, Issue 2, pages 119-122.
•
“The value of coskewness in mutual fund performance evaluation” (with David
Moreno) Journal of Banking & Finance (2009 vol.33) 1664–1676
•
“On The Economic Link Between Asset Prices And Real Activity” (with Ignacio
Peña). Journal of Business Finance and Accounting Vol. 34 Issue 5-6 Pag. 889
June/July (2007)
•
“Evaluación de Resultados en la Gestión de Carteras” (with David Moreno),Revista
Mensual de Bolsas y Mercados Españoles, Febrero (2007)
•
“The consumption/wealth and book/market ratios in a dynamic asset pricing context”
(with Belén Nieto) Spanish Economic Review, Vol.8 (3), Sept. page 199-226 (2006)
•
“The Performance Evaluation considering the Coskewness a Stochastic Discount
Factor Framework” (with David Moreno) Managerial Finance, vol. n.4 (2006)
•
“Can fundamentals explain cross-country correlations of asset returns?” (with
Fernando Restoy) Review of world Economics, Vol 142 (3), (2006)
b) Working papers, research reports, and contributions in other media
•
Gonzalo Rubio and Rosa Rodríguez, Teaching Quality and Academic Research (june
2014) Second Revisión in Spanish Economic Review Ref.: Ms. No. SERI-D-1400019
•
Moreno, David and Rodríguez, Rosa and Zambrana, Rafael, Management SubAdvising in the Mutual Fund Industry (May 1, 2015). Midwest Finance Association
2013 Annual Meeting Paper. Available at SSRN:http://ssrn.com/abstract=2138998 or
http://dx.doi.org/10.2139/ssrn.2138998
•
Moreno, David and Rodríguez, Rosa and Zambrana, Rafael, The Relevance of
Portfolio Management Core Competencies in Outsourcing Decisions (October 2014).
Available
at
SSRN:
http://ssrn.com/abstract=2332655or
http://dx.doi.org/10.2139/ssrn.2332655
•
Blanco, Ivan and Juan Ignacio Peña and Rosa Rodríguez, Modelling Electricity
Swaps with Stochastic Forward Premium Models (Dec , 2014) (Under revision in
Energy
Economics
)
Available
at
http://22financeforum.unizar.es/wpcontent/uploads/2014/11/22financeforum_submission_69_Modelling-Electricity.pdf
•
Peña, Juan Ignacio, and Rosa Rodriguez “Intertemporal Efficiency of European Power
Derivatives Markets “ (2015)
c) Grants, Fellowships and Financed Research Projects
Beca de Movilidad Fundación Caja Madrid, 2012.
ECO2012-36559
LA COMPLEMENTARIEDAD ENTRE LOS MECANISMOS DE GOBIERNO
CORPORATIVO DE LA EMPRESA Y SU EFECTO EN LAS DECISIONES DE
INFORMACION, FINANCIACION E INVERSION Entidad financiadora:
MINISTERIO DE CIENCIA E INNOVACION
Duració: 01/01/2013-31/12/2015 Investigador responsable: Josep A. Tribó
2010/00047/001
LA RESPONSABILIDAD SOCIAL DE LAS EMPRESAS Y DE LOS BANCOS:
EFECTOS FINANCIEROS EN LAS INVERSIONES EN I+D. ENTIDAD
FINANCIADORA: MINISTERIO DE CIENCIA E INNOVACION. 01/01/201031/12/2012. Main Reseracher: Josep A. Tribó
CONSOLIDER-INGENIO 2010
Consolidating Economics.- UPF, UC3M, UAB, U. Alicante,I AE-CSIC- Barcelona,
CEMFI,CREI, FEDEA, CSIC. 5 years from 2006 to 2011. Main Researcher: Andreu
Mas-Collel
SEJ2006-09401
Estructura de propiedad, relaciones con stakeholders y política de I+D de las
empresas. Univ. Carlos III - Univ. Navarra,
Main Researcher: JOSE ANTONIO TRIBO GINE
SEC2003-06457
La Organización de los mercados financieros y la actividad innovadora de las
empresas: Teoría y Evidencia de la UE .Univ. Navarra, Univ. Carlos III y Univ.
Zaragoza . Main Researcher: Teresa Garcia Marco
CCG06-UC3M/HUM-0825.
Nuevas Tendencias en la medición y en la gestión de riesgos. Univ. Carlos III
Main Researcher: Alejandro Balbás
d) Conference presentations:
EFMA 2015, Energy Finance, 2014, XII Finance Forum Spain, EFMA, 2014, 51st
Meeting of the EWGCFM , London 2013 , X Jornadas de Economia Laboral , July
2013, VIIIWorksop in Public Policiy Design 2012, The 2nd International Conference
of the Financial Enfineering and Banking Society, Midwest Finance Association 2012,
47th EWGFM Meeting, (Euro Working Group of financial modeling), 59th Annual
Meeting Midwest Finance Association, :
INTERNATIONAL RISK
MANAGEMENT CONFERENCE, XIX Finance Forum, XV Foro de Finanzas
AEFIN; X Foro de Finanzas AEFIN ; VIII Foro de Finanzas AEFIN ; IV Foro de
Finanzas de Segovia ;VII Foro de Finanzas de Segovia ;XXIII Simposium de Análisis
Económico, III Jornadas de Economía Financiera; I Foro de Segovia: Finanzas.
Seminario de Investigación, Forecasting Financial Markets, 6th Annual Conference of
the European Financial Management Association ; International Financial Markets and
Business Cycles. A CEPR Conference, XXI Simposium de Análisis Económico, 13th
International Conference of the French finance Association, 5th Annual Conference of
the European Financial Management Association, II Jornadas de Economía
Financiera. XIX Simposium de Análisis Económico,
e) Membership in scientific committees, editorial boards, academic societies
Comité Científico del XVIII y XIX Foro de Finanzas - Asociación Española de Finanzas
(AEFIN)
Colaborador Como evaluador de proyectos de la agencia nacional de evaluación y
prospectiva MCYT (ANEP)
f) Advisor of PhD
MUTUAL FUND STRUCTURE AND PERFORMANCE Ph. D. Rafael Zambrana
Galacho. UNIVERSIDAD CARLOS III DE MADRID 1/7/2015 Coadvisor: Jesus David
Moreno
NEW INSIGHTS ON THE IDIOSYNCRATIC RISK PUZZLE. PhD. Autora Juliana
Malagon Penen. UNIVERSIDAD CARLOS III DE MADRID 09/07/2013. Coadvisor :
Jesus David Moreno
g) Member of a PhD Jury
-
Miembro del tribunal de tesis de la Universidad de Alicante: la valoración de
activos en el mercado español de valores: 3 ensayos. Doctoranda Belén Nieto.
Director Gonzalo Rubio. Marzo 2001
-
Miembro del tribunal de tesis de la Universidad Carlos III : Tres Ensayos
sobre asignación de activos. Doctorando Ricardo Laborda. Directores:
Alejandro Balbás e Ingancio Peña. Octubre 2004
-
Miembro del tribunal de Tesis de la universidad del País Vasco: Essays
estimating and testing asset pricing models. Doctorando Martín Carlos Lozano
Banda. Director : Gonzalo Rubio. February 2010.
HONORS AND AWARDS
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a) Proyecto de innovación docente: Autogestión y personalización del desarrollo de
competencias en el ámbito de las matemáticas financieras” Curso 2009-2010.
Universidad Carlos III.
b) Proyecto de innovación docente para adaptar la metodología didáctica de los
nuevos títulos de grado. Curso 2008/2009.- Universidad Carlos III.
TEACHING EXPERIENCE
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UNDERGRADUATE:
Gestión Financiera, Economía Financiera, Matemática Financiera,
GRADUATE:
Master in Business Administration and Quantitative Methods. Asset Pricing. Ph D.
program in Economics. Universidad Europea. Fundamentos de Economía Financiera.
Ph D. Program Q-Finance. Univ. País Vasco. Valoración de Activos. MBA (Full time
and part time) – Escuela de Organización Industrial (EOI). Métodos Cuantitativos
Avanzados. Master in Management – ESCP-Europe. Mercados Financieros
Internacionales. Master en Economía Industrial. Gestión de Riesgos. Master en
Análisis Financiero. Gestión de Riesgos. IUP - Master on line Análisis Financiero.
Gestión de Riesgos.
FOREIGN LANGUAGES
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Language English
Spoken level Advanced
Written level Advanced