Victor DeMiguel

According to our database1, Victor DeMiguel authored at least 8 papers between 2005 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization.
Oper. Res., 2018

2011
Supply Chain Competition with Multiple Manufacturers and Retailers.
Oper. Res., 2011

2009
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

Portfolio Selection with Robust Estimation.
Oper. Res., 2009

2008
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs.
Math. Oper. Res., 2008

2005
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints.
SIAM J. Optim., 2005

Portfolio Investment with the Exact Tax Basis via Nonlinear Programming.
Manag. Sci., 2005


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