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amutrera

Alberto Martin-Utrera

Title: Assistant Professor
Department: Finance

Office: 3119 Gerdin Business Building
Phone number: (515) 294-5007




Selected Publications

  • Victor DeMiguel, Alberto Martin-Utrera, Francisco J. Nogales, Raman Uppal "A Transaction-Cost Perspective on the Multitude of Firm Characteristics", Review of Financial Studies, 33 (5)Link to Paper
  • DeMiguel V., Martin-Utrera A., and Nogales F.J. "Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs", Journal of Financial and Quantitative Analysis, 50 (6)