Alberto Martín-Utrera

Finance · 2011–2020

A researcher in the Science corpus: 2 papers; trusts 28 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 44 citations into it; #8,205 of 10,518 by trust here, #9,027 by citations
• Economics and Econometrics — 26 citations into it; #17,882 of 23,481 by trust here, #22,128 by citations
• Management Science and Operations Research — 18 citations into it; #9,326 of 11,946 by trust here, #10,893 by citations
• Accounting — 12 citations into it
• Strategy and Management — 8 citations into it
• Statistics and Probability — 7 citations into it

Whom Alberto Martín-Utrera trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Olivier Ledoit
2. Michael Wolf
3. Victor DeMiguel
4. Ľuboš Pástor
5. Philippe Jorion
6. Robert Novy-Marx
7. Halbert White
8. Dimitris Nicolas Politis
9. Lorenzo Garlappi
10. Ravi Jagannathan

Who trusts Alberto Martín-Utrera overall

1. Raj Agrawal

Papers from Alberto Martín-Utrera's perspective

Ordered by how strongly the researchers Alberto Martín-Utrera trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
2. The other side of value: The gross profitability premium.
3. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
4. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
5. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆
6. Bootstrap Methods: Another Look at the Jackknife
7. The Cross-Section of Volatility and Expected Returns
8. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
9. Optimal Portfolio Choice with Parameter Uncertainty (Journal of Financial and Quantitative Analysis)
10. A well-conditioned estimator for large-dimensional covariance matrices

Their papers

• Size Matters: Optimal Calibration of Shrinkage Estimators for Portfolio Selection (2011) — 134 citations
• A Transaction-Cost Perspective on the Multitude of Firm Characteristics (2020) — 124 citations