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科言猫学术研究的AI总结
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A

Alberto Martín-Utrera

London Business School

9H指数
19论文数
569被引数
收录论文 5
发表时间
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Comparing factor models with price-impact costs比较因子模型与价格影响成本
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2024-12-01
err1
errOAAI
errLi, Sicong; Demiguel, Victor; Martin-Utrera, Alberto
err分享
err收藏
A Multifactor Perspective on Volatility-Managed Portfolios
errJOURNAL OF FINANCE
IF9.5
err2024-10-27
err1
errOAAI
errDemiguel, Victor; Martin-Utrera, Alberto; Uppal, Raman
err分享
err收藏
A Transaction-Cost Perspective on the Multitude of Firm Characteristics
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2020-04-17
err74
errOAAI
errDeMiguel, Victor; Martin-Utrera, Alberto; Nogales, Francisco J.; Uppal, Raman
err分享
err收藏
Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2016-01-20
err31
errOAAI
errDeMiguel, Victor; Martin-Utrera, Alberto; Nogales, Francisco J.
err分享
err收藏
Size matters: Optimal calibration of shrinkage estimators for portfolio selection
errJOURNAL OF BANKING & FINANCE
IF3.8
err2013-08-01
err89
PREAI
errDeMiguel, Victor; Martin-Utrera, Alberto; Nogales, Francisco J.
err分享
err收藏

研究方向

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合作学者
合作期刊
F
Francisco J. Nogales
H 指数: 26 · 论文数: 68
V
Victor DeMiguel
H 指数: 25 · 论文数: 57
S
Sicong Li
H 指数: 21 · 论文数: 133
U
Uppal, Raman
H 指数: 0 · 论文数: 1
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