Research Interests
Portfolio performance; Behavioral Finance; Mutual Funds; Active management and Socially Responsible Investments
Publications
“Bank credit risk and sovereign debt exposure: moral hazard or hedging?”, (Baselga-Pascual, L and Myllymäki, E.R.)
Finance Research Letters, 2025, 71, 106454
“Determinants of non-compliant equity funds with EU portfolio concentration limits” (with Vicente, L and Sarto, J.L.)
Journal of Multinational Financial Management, 2021, 62, 100707
“Eurozone regulation bias in the active share measure” (with Vicente, L. and Sarto, J.L.)
International Review of Financial Analysis, 2020, 72, 101564
“A neural approach to the value investing tool F-Score” (with Gimeno, R. and Vicente, L.)
Finance Research Letters, 2020, 37, 101367
Working Papers
"Dispelling ESG Investing Risk Misconceptions" (With Brito-Ramos, S; and Veiga, H.)
"Do investor preferences align with sustainability goals?" ESG investing and environmental impact (With Baselga-Pascual, L and Serrano, I.)
“Are SFDR labels a definitive policy tool for the transition to a sustainable economy?” (with Badia, G; Ortiz, C and Vicente, L.)
"Governance as a Shield: How Board Monitoring Shape the Relationship Between Credit Risk and Bank Exposure to Sovereign Debt" (With Baselga-Pascual, L and Myllymaki, E.)
"Gender Diversity and Sustainable Fund Classification under SFDR: Evidence from the European Asset Management Industry" (With Baselga-Pascual, L and Stein, V.)
Work in progress
“Analysis of the Climate Relate Financial Disclosures Reports in European financial institutions” (with Locorotondo, P)
“Effects of risk diversification regulations on the performance of European portfolios”