Alberto Martin-Utrera presents A Multifactor Perspective on Volatility-Managed Portfolios.

Speaker

Dr. Alberto Martin-Utrera is an Assistant Professor of Finance at Iowa State University. Alberto has a passion for asset pricing and portfolio optimization, and his research focuses on the interface between asset allocation and statistics. In particular, his research addresses how investors can benefit from statistical and optimization techniques that alleviate the impact of parameter uncertainty in portfolio decisions. Alberto's research has been published in top journals such as The Review of Financial Studies and Journal of Financial and Quantitative Analysis, among others.

Alberto received his Ph.D. in Business Administration and Quantitative Methods from Universidad Carlos III de Madrid. During his PhD, he was a visiting researcher in the Operations and Management Science department at London Business School. He holds a B.A. degree in Economics from Universidad Autonoma de Madrid, Spain.