Portfolio Investment with the Exact Tax Basis via Nonlinear Programming. - Victor DeMiguel; Raman Uppal (Manag. Sci., 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)

On Decomposition Methods for a Class of Partially Separable Nonlinear Programs. - Victor DeMiguel; Francisco J. Nogales (Math. Oper. Res., 2008)

Portfolio Selection with Robust Estimation. - Victor DeMiguel; Francisco J. Nogales (Oper. Res., 2009)

A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application. - Victor DeMiguel; Huifu Xu (Oper. Res., 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)

Supply Chain Competition with Multiple Manufacturers and Retailers. - Elodie Adida; Victor DeMiguel (Oper. Res., 2011)

Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization. - Alba V. Olivares-Nadal; Victor DeMiguel (Oper. Res., 2018)

Cover-Up of Vehicle Defects: The Role of Regulator Investigation Announcements. - Soo-Haeng Cho; Victor DeMiguel; Woonam Hwang (Manag. Sci., 2021)

Optimal Portfolio Diversification via Independent Component Analysis. - Nathan Lassance; Victor DeMiguel; Frédéric Vrins (Oper. Res., 2022)

Can Competition Increase Profits in Factor Investing? - Victor DeMiguel; Alberto Martín-Utrera; Raman Uppal (Manag. Sci., 2025)