Victor DeMiguel

According to our database, Victor DeMiguel authored at least 10 papers between 2005 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Optimal Portfolio Diversification via Independent Component Analysis.

Nathan Lassance, Victor DeMiguel, Frédéric Vrins

Oper. Res., 2022

2021

Cover-Up of Vehicle Defects: The Role of Regulator Investigation Announcements.

Soo-Haeng Cho, Victor DeMiguel, Woonam Hwang

Manag. Sci., 2021

2018

Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization.

Alba V. Olivares-Nadal, Victor DeMiguel

Oper. Res., 2018

2011

Supply Chain Competition with Multiple Manufacturers and Retailers.

Elodie Adida, Victor DeMiguel

Oper. Res., 2011

2009

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms.

Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales, Raman Uppal

Manag. Sci., 2009

A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application.

Victor DeMiguel, Huifu Xu

Oper. Res., 2009

Portfolio Selection with Robust Estimation.

Victor DeMiguel, Francisco J. Nogales

Oper. Res., 2009

2008

On Decomposition Methods for a Class of Partially Separable Nonlinear Programs.

Victor DeMiguel, Francisco J. Nogales

Math. Oper. Res., 2008

2005

A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints.

Victor DeMiguel, Michael P. Friedlander, Francisco J. Nogales, Stefan Scholtes

SIAM J. Optim., 2005

Portfolio Investment with the Exact Tax Basis via Nonlinear Programming.

Victor DeMiguel, Raman Uppal

Manag. Sci., 2005