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Alberto Martín-Utrera · Study
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Author
Alberto Martín-Utrera
5 works
· latest 2024
· 3 institutions
cluster: provisional
ORCID 0000-0002-3812-6173
Works
5 shown
A Multifactor Perspective on Volatility‐Managed Portfolios
The Journal of Finance
·
2024
·
3 authors
·
Open access
61
citations
A Transaction-Cost Perspective on the Multitude of Firm Characteristics
Review of Financial Studies
·
2019
·
4 authors
·
Open access
183
citations
A Portfolio Perspective on the Multitude of Firm Characteristics
SSRN Electronic Journal
·
2017
·
4 authors
·
preprint
·
Open access
38
citations
Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs
Journal of Financial and Quantitative Analysis
·
2015
·
3 authors
54
citations
Size Matters: Optimal Calibration of Shrinkage Estimators for Portfolio Selection
Journal of Banking & Finance
·
2011
·
3 authors
·
Open access
152
citations