Alberto Martín-Utrera

发表的论文6 篇，按出版时间

1. 1
   A Multifactor Perspective on Volatility‐Managed PortfoliosJournal of Finance202458
2. 2
   Can Competition Increase Profits in Factor Investing?Management Science20243
3. 3
   Comparing factor models with price-impact costsJournal of Financial Economics202412
4. 4
   The Risk of Expected Utility Under Parameter UncertaintyManagement Science202440
5. 5
   A Transaction-Cost Perspective on the Multitude of Firm CharacteristicsReview of Financial Studies2019183
6. 6
   Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction CostsJournal of Financial and Quantitative Analysis201554