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