Victor DeMiguel
19 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-7787-5185
London Business School, London NW1 4SA, United Kingdom
Publications
- Can Competition Increase Profits in Factor Investing? — Management Science 2025
- A Multifactor Perspective on Volatility-Managed Portfolios — The Journal of Finance 2024
- Comparing factor models with price-impact costs — Journal of Financial Economics 2024
- Machine learning and fund characteristics help to select mutual funds with positive alpha — Journal of Financial Economics 2023
- Optimal Portfolio Diversification via Independent Component Analysis — Operations Research 2022
- Cover-Up of Vehicle Defects: The Role of Regulator Investigation Announcements — Management Science 2021
- A Transaction-Cost Perspective on the Multitude of Firm Characteristics — The Review of Financial Studies 2020
- Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization — Operations Research 2018
- Wholesale Price Contracts for Reliable Supply — Production and Operations Management 2018
- Supplier Capacity and Intermediary Profits: Can Less Be More? — Production and Operations Management 2016
- Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs — Journal of Financial and Quantitative Analysis 2015
- Stock Return Serial Dependence and Out-of-Sample Portfolio Performance — The Review of Financial Studies 2014
- Improving Portfolio Selection Using Option-Implied Volatility and Skewness — Journal of Financial and Quantitative Analysis 2013
- Supply Chain Competition with Multiple Manufacturers and Retailers — Operations Research 2011
- Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? — The Review of Financial Studies 2009
- A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application — Operations Research 2009
- A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms — Management Science 2009
- Portfolio Selection with Robust Estimation — Operations Research 2009
- Portfolio Investment with the Exact Tax Basis via Nonlinear Programming — Management Science 2005