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Alberto Martin-Utrera

Title: Assistant Professor
Department: Finance
Office: 3119 Gerdin

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Selected Publications

  • 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