Victor DeMiguel

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2025 J jnl
Can Competition Increase Profits in Factor Investing?
Manag. Sci.
Victor DeMiguel, Alberto Martín-Utrera, Raman Uppal
2022 J jnl
Optimal Portfolio Diversification via Independent Component Analysis.
Oper. Res.
Nathan Lassance, Victor DeMiguel, Frédéric Vrins
2021 J jnl
Cover-Up of Vehicle Defects: The Role of Regulator Investigation Announcements.
Manag. Sci.
Soo-Haeng Cho, Victor DeMiguel, Woonam Hwang
2018 J jnl
Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization.
Oper. Res.
Alba V. Olivares-Nadal, Victor DeMiguel
2011 J jnl
Supply Chain Competition with Multiple Manufacturers and Retailers.
Oper. Res.
Elodie Adida, Victor DeMiguel
2009 J jnl
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms.
Manag. Sci.
Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales, Raman Uppal
2009 J jnl
A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application.
Oper. Res.
Victor DeMiguel, Huifu Xu
2009 J jnl
Portfolio Selection with Robust Estimation.
Oper. Res.
Victor DeMiguel, Francisco J. Nogales
2008 J jnl
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs.
Math. Oper. Res.
Victor DeMiguel, Francisco J. Nogales
2005 J jnl
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints.
SIAM J. Optim.
Victor DeMiguel, Michael P. Friedlander, Francisco J. Nogales, Stefan Scholtes
2005 J jnl
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming.
Manag. Sci.
Victor DeMiguel, Raman Uppal
2025 Best paper conf
Assessing the Effectiveness of the Tigress Obfuscator Against MOPSA and BinaryNinja.
CheckMATE
Nicolò Altamura, Enrico Bragastini, Marco Campion, Mila Dalla Preda
2026 Best paper preprint
ASSEMBLAGE-DEEPHISTORY: A Cross-Build Binary Dataset with Temporal Coverage.
arXiv
Chang Liu, Noah Fleischmann, Nicolò Altamura, Edward Raff, James Holt, Kristopher Micinski