Ivy Profile

Academic History

• Ph.D., University Carlos III of Madrid, 2014

• MBA, University Carlos III of Madrid, 2009

• BA, Economics , Universidad Aut ́onoma de Madrid, 2007

Selected Publications

• Li, S., DeMiguel, V., & Martin-Utrera, A. (forthcoming) "Comparing Factor Models with Price-Impact Costs", Journal of Financial Economics, Link to Paper

• DeMiguel, V., Martin-Utrera, A., & Uppal, R. (forthcoming) "A Multifactor Perspective on Volatility-Managed Portfolios", Journal of Finance, Link to Paper

• DeMiguel, V., Martin-Utrera, A., & Uppal, R. (forthcoming) "Can Competition Increase Profits in Factor Investing?", Management Science, Link to Paper

• Lassance, N., Martín-Utrera, A., & Simaan, M. (forthcoming) "The Risk of Expected Utility under Parameter Uncertainty", Management Science, Link to Paper

• DeMiguel, V., Martin-Utrera, A., Nogales, F. J., & Uppal, R. (2020) "A Transaction-Cost Perspective on the Multitude of Firm Characteristics", Review of Financial Studies, 33 (5):2180-2222. Link to Paper

• DeMiguel, V., Martín-Utrera, A., & Nogales, F. J. (2015) "Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs", Journal of Financial and Quantitative Analysis, 50 (6):1443 - 1471. Link to Paper