| A Transaction-Cost Perspective on the Multitude of Firm Characteristics V DeMiguel, A Martin-Utrera, FJ Nogales, R Uppal The Review of Financial Studies 33 (5), 2180–2222, 2020 | 225* | 2020 |
| Size matters: Optimal calibration of shrinkage estimators for portfolio selection V DeMiguel, A Martin-Utrera, FJ Nogales Journal of Banking & Finance 37 (8), 3018-3034, 2013 | 180 | 2013 |
| Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs V DeMiguel, A Martín-Utrera, FJ Nogales Journal of Financial and Quantitative Analysis, 2015 | 65 | 2015 |
| Can Competition Increase Profits in Factor Investing? V DeMiguel, A Martin Utrera, R Uppal Forthcoming, Management Science, 0 | 16* | |
| A Multifactor Perspective on Volatility-Managed Portfolios V DeMiguel, A Martın-Utrera, R Uppal https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3982504, 2021 | 12 | 2021 |
| Comparing Factor Models with Price-Impact Costs SA Li, V DeMiguel, A Martin-Utrera London Business School Working Paper, 2020 | 12* | 2020 |
| The Risk of Expected Utility under Parameter Uncertainty N Lassance, A Martin-Utrera, M Simaan Management Science. Forthcoming, 0 | 10* | |
| Sentiment-Based Portfolios N Lassance, A Martin-Utrera SSRN Working Paper, 2020 | 4* | 2020 |
| Shrinking against sentiment: Exploiting latent asset demand in portfolio selection N Lassance, A Martin-Utrera Available at SSRN 3551224, 2023 | 1 | 2023 |
| Investor Behavior, Sentiment and Macroeconomic Announcements A Martin-Utrera | 1 | 2018 |
| Do Limits to Arbitrage Explain Portfolio Gains from Asset Mispricing? N Lassance, A Martin-Utrera Available at SSRN, 2024 | | 2024 |
| Transaction Cost–Optimized Equity Factors around the World F Bašić, H Lohre, A Martín-Utrera, I Nolte, S Nolte The Journal of Portfolio Management, 2024 | | 2024 |
| The risk of falling short: Implementation Shortfall variance in portfolio construction F Basic, A Martin-Utrera, I Nolte Sandra, The risk of falling short: Implementation Shortfall variance in …, 2022 | | 2022 |
| What Alleviates Crowding in Factor Investing? R Uppal, V DeMiguel, A Martin-Utrera CEPR Discussion Papers, 2021 | | 2021 |
| Fifty Ways to Beat the Benchmark? Designing Optimally-Diversified Smart Beta ETFs V DeMiguel, A Martın-Utrera, FJ Nogales, R Uppal | | 2017 |
| Fifty Ways to Beat the Market? A Portfolio Perspective on Investment Anomalies V DeMiguel, A Martın-Utrera, FJ Nogales, R Uppal | | 2016 |
Victor DeMiguelProfessor, London Business SchoolVerified email at london.edu
