Ivy Profile

Selected Publications

• DeMiguel, V., Martin-Utrera, A., & Uppal, R. (forthcoming) "Can Competition Increase Profits in Factor Investing?", Management Science,

• Lassance, N., Martín-Utrera, A., & Simaan, M. (forthcoming) "The Risk of Expected Utility under Parameter Uncertainty", Management Science, Link to Paper

• Victor DeMiguel, Alberto Martin-Utrera, Francisco J. Nogales, Raman Uppal (2020) "A Transaction-Cost Perspective on the Multitude of Firm Characteristics", Review of Financial Studies, 33 (5):2180-2222. Link to Paper

• DeMiguel V., Martin-Utrera A., and Nogales F.J. (2015) "Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs", Journal of Financial and Quantitative Analysis, 50 (6):1443 - 1471. Link to Paper