Concepedia

Alberto Martín-Utrera

AM

9

Publications

555

Citations

9

H-Index

2011

Active since

Affiliations

London Business School(Current)

Universidad Carlos III de Madrid

Iowa State University

Ecole des Hautes Etudes Commerciales du Nord

Centre for Economic Policy Research

Alberto Martín-Utrera is an author at London Business School specializing in business, asset pricing, and economics.

Top concepts

BusinessFinanceEconomicsManagementAsset PricingEconomic AnalysisPortfolio ManagementAsset AllocationPortfolio OptimizationFinancial Economics

Publications per year

2011–2024

9

Publications

9

A Transaction-Cost Perspective on the Multitude of Firm Characteristics

Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales et al. · Review of Financial Studies · 2019 · 184 citations · Full text

Empirical Finance, Economic Rationale, Organizational Economics +22

Size matters: Optimal calibration of shrinkage estimators for portfolio selection

Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales · Journal of Banking & Finance · 2013 · 148 citations

Economics, Portfolio Optimization, Asset Pricing +12

Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs

Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales · Journal of Financial and Quantitative Analysis · 2015 · 57 citations

Mathematical Programming, Portfolio Management, Portfolio Choice +16

Size Matters: Optimal Calibration of Shrinkage Estimators for Portfolio Selection

Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales · SSRN Electronic Journal · 2011 · 47 citations · Full text

Economics, Portfolio Optimization, Asset Pricing +12

A Portfolio Perspective on the Multitude of Firm Characteristics

Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales et al. · SSRN Electronic Journal · 2017 · 39 citations · Full text

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