José Luis Sarto Marzal
Senior Lecturer
Personal Docente e Investigador
Departamento de Contabilidad y Finanzas
Area de Economia Financiera y Contabilidad
Facultad de Economía y Empresa
Facultad de Economía y Empresa
Teléfono exterior: 
976762308
Correo electrónico: 
jlsarto@unizar.es
Extensión: 
842308

Docencia

Asignaturas impartidas: 

Gestión de carteras(27547)

Renta fija y derivados(27523)

Ingeniería financiera(27548)

Comportamiento del inversor y del gestor de carteras(61436)

Asignaturas Coordinadas: 

Gestión de carteras(27547)

Renta fija y derivados(27523)

Ingeniería financiera(27548)

Investigación

Actividad investigadora: 

 

José Luis Sarto is a Senior Lecturer of Finance at the University of Zaragoza (UZ). He has taught courses in financial economics at the Faculty of Economics and Business Administration since 1991. His PhD dissertation analysed Collective Investment Portfolios in 1995. He obtained a Financial Research Award  “Antonio Dionis Soler” in 2015. 

 

He has been a visiting researcher at the University of Cologne (Germany) and the University of Minho (Portugal).

 

 

Research topics:

 

·         Mutual Funds and Pension Funds

 

·         Portfolio Management

 

·         Behavioural Finance


Papers selected:

·         “Portfolios in disguise? Window dressing in bond fund holdings” (con Cristina Ortiz y Luis Vicente), Journal of Banking and Finance, 2012, 36, pp. 418-427. (SSCI, JCR Impact Factor 2012: 1.287)

·         “Herding in Style Allocations” (con Laura Andreu y Cristina Ortiz), Journal of Business, Economics and Management, forthcoming. (SSCI, JCR Impact Factor 2014: 0.723)

·         “Financial Consequences of Mutual Fund Mergers” (con Laura Andreu), European Journal of Finance, forthcoming. (SSCI, JCR Impact Factor 2014: 0.75)

·         “Efficiency of the Strategic Style of Pension Funds” (con Laura Andreu y Luis Vicente), Journal of the Operational Research Society, 2014, 65, pp. 1886-1895. (SSCI, JCR Impact Factor 2014: 0.953)

·         “Dynamic Style Analysis of Spanish Balanced Pension Plans” (con Laura Andreu, Pilar Gargallo y Manuel Salvador), Applied Stochastic Models in Business and Industry, 2011, 27(4), pp. 450-464. (SSCI, JCR Impact Factor 2011: 0.690)

Grupos de investigación: 

CIBER. ANÁLISIS ECONÓMICO-FINANCIERO DE LA EMPRESA Y LOS MERCADOS