According to our database1, Victor DeMiguel authored at least 8 papers between 2005 and 2018.
Legend:Book In proceedings Article PhD thesis Other
Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization.
Oper. Res., 2018
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms.
Manag. Sci., 2009
A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application.
Oper. Res., 2009
Math. Oper. Res., 2008
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints.
SIAM J. Optim., 2005
Manag. Sci., 2005