Victor DeMiguel

Publication Activity (10 Years)

Years Active: 2005-2022
Publications (10 Years): 3

Top Topics

Traffic Surveillance

Optimal Portfolio

Transaction Costs

Factor Analysis

Top Venues

Publications

Nathan Lassance, Victor DeMiguel, Frédéric Vrins
Optimal Portfolio Diversification via Independent Component Analysis. Oper. Res. 70 (1) (2022)
Soo-Haeng Cho, Victor DeMiguel, Woonam Hwang
Cover-Up of Vehicle Defects: The Role of Regulator Investigation Announcements. Manag. Sci. 67 (6) (2021)
Alba V. Olivares-Nadal, Victor DeMiguel
Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization. Oper. Res. 66 (3) (2018)
Elodie Adida, Victor DeMiguel
Supply Chain Competition with Multiple Manufacturers and Retailers. Oper. Res. 59 (1) (2011)
Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales, Raman Uppal
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms. Manag. Sci. 55 (5) (2009)
Victor DeMiguel, Huifu Xu
A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application. Oper. Res. 57 (5) (2009)
Victor DeMiguel, Francisco J. Nogales
Portfolio Selection with Robust Estimation. Oper. Res. 57 (3) (2009)
Victor DeMiguel, Francisco J. Nogales
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs. Math. Oper. Res. 33 (1) (2008)
Victor DeMiguel, Michael P. Friedlander, Francisco J. Nogales, Stefan Scholtes
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints. SIAM J. Optim. 16 (2) (2005)
Victor DeMiguel, Raman Uppal
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming. Manag. Sci. 51 (2) (2005)