Faculty

Institution

Unit

Venue

Alberto Martin-Utrera

Assistant Professor

Iowa State University

Affiliations

Ivy College of Business

Finance

Alberto Martin-utrera is currently serving as a Finance Assistant Professor at Iowa State University.

Honors

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Experiences

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Education

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Alberto Martin-Utrera

Iowa State University

Assistant Professor

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finance social sciences financial economics investment management asset pricing social science research portfolio optimization behavioral sciences economic behavior portfolio management liquidity spatial uncertainty robust optimization portfolio choice portfolio perspective firm characteristics exploiting behavioral biases liquidity provision parameter uncertainty asset mispricing portfolio gains finance research portfolio allocation

Notable Scholarly Works

Notable Federal Grants

Collaborators

Do Limits to Arbitrage Explain Portfolio Gains From Asset Mispricing?. SSRN Electronic Journal (2024)

Nathan LassanceAlberto Martin-Utrera

asset mispricingportfolio gainssocial sciencesfinancesocial science researchasset pricing

A Robust Approach to Optimal Portfolio Choice With Parameter Uncertainty. SSRN Electronic Journal (2021)

Nathan LassanceAlberto Martin-UtreraMajeed Simaan

financial economicsspatial uncertaintyportfolio choiceportfolio optimizationparameter uncertaintysocial sciencesinvestment managementsocial science researchrobust optimizationasset pricing

Shrinking Against Sentiment: Exploiting Behavioral Biases in Portfolio Optimization. SSRN Electronic Journal (2020)

Nathan LassanceAlberto Martin-Utrera

financial economicsportfolio optimizationexploiting behavioral biasesfinanceeconomic behaviorbehavioral sciences

Crowding and Liquidity Provision in Factor Investing. SSRN Electronic Journal (2019)

Victor DeMiguelAlberto Martin-UtreraRaman Uppal

liquidity provisionliquidityinvestment managementfinance

A Portfolio Perspective on the Multitude of Firm Characteristics. SSRN Electronic Journal (2017)

Victor DeMiguelAlberto Martin-UtreraFrancisco J. NogalesRaman Uppal

portfolio perspectiveportfolio managementfirm characteristicsfinance

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Alberto Martin-Utrera

Assistant Professor

Iowa State University

Affiliations

Ivy College of Business

Finance

Alberto Martin-utrera is currently serving as a Finance Assistant Professor at Iowa State University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Alberto Martin-Utrera

Iowa State University

Assistant Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Do Limits to Arbitrage Explain Portfolio Gains From Asset Mispricing?. SSRN Electronic Journal (2024)

Nathan LassanceAlberto Martin-Utrera

asset mispricingportfolio gainssocial sciencesfinancesocial science researchasset pricing

A Robust Approach to Optimal Portfolio Choice With Parameter Uncertainty. SSRN Electronic Journal (2021)

Nathan LassanceAlberto Martin-UtreraMajeed Simaan

financial economicsspatial uncertaintyportfolio choiceportfolio optimizationparameter uncertaintysocial sciencesinvestment managementsocial science researchrobust optimizationasset pricing

Shrinking Against Sentiment: Exploiting Behavioral Biases in Portfolio Optimization. SSRN Electronic Journal (2020)

Nathan LassanceAlberto Martin-Utrera

financial economicsportfolio optimizationexploiting behavioral biasesfinanceeconomic behaviorbehavioral sciences

Crowding and Liquidity Provision in Factor Investing. SSRN Electronic Journal (2019)

Victor DeMiguelAlberto Martin-UtreraRaman Uppal

liquidity provisionliquidityinvestment managementfinance

A Portfolio Perspective on the Multitude of Firm Characteristics. SSRN Electronic Journal (2017)

Victor DeMiguelAlberto Martin-UtreraFrancisco J. NogalesRaman Uppal

portfolio perspectiveportfolio managementfirm characteristicsfinance

1
10 / page

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Similar Faculty Members

David Harrison

Institution

University of Central Florida

housing study

mortgage markets

Mohammad Najand

Institution

Old Dominion University

equity markets

capital market

Christopher Lamoureux

Institution

University of Arizona

financial stability

international financial market

Stathis Tompaidis

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University of Texas at Austin

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capital market

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capital market

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Terrance Odean

Institution

University of California, Berkeley

finance

investment management

David B. Brown

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dynamic programming

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financial risk management

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finance

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asset allocation

capital market