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