Items where Author is "Martin-Utrera, A"

Article
DeMiguel, V, Martin-Utrera, A and Uppal, R
(2024)
A Multifactor Perspective on Volatility-Managed Portfolios.
Journal of Finance, 79 (6).
pp. 3679-4355.
ISSN 0022-1082
De-Miguel Campos, V, Martin-Utrera, A and Uppal, R
(2024)
Can competition increase profits in factor investing?
Management Science.
ISSN 0025-1909
(In Press)
Li, S, DeMiguel, V and Martin-Utrera, A
(2024)
Comparing Factor Models with Price-Impact Costs.
Journal of Financial Economics.
ISSN 0304-405X
(In Press)
DeMiguel, V, Martin-Utrera, A, Nogales, F J and Uppal, R
(2020)
A Transaction-Cost Perspective on the Multitude of Firm Characteristics.
Review of Financial Studies, 33 (5).
pp. 2180-2222.
ISSN 0893-9454