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QF & Fintech Research seminar with Alberto Martin-Utrera

Part of the Bath AFL - QF & Fintech Research seminar series.

  • 7 Feb 2022, 2.00pm to 7 Feb 2022, 3.30pm GMT
  • This is an online event.
  • This event is free

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


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.

How to access the event

Meeting ID: 964 9402 0619 Passcode: 340555

Contact us

If you have any questions regarding the seminar, please contact Emmanouil Platanakis.