Items where Author is "DeMiguel, V"

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Number of items: 11.

Article

DeMiguel, V, Martin-Utrera, A, Nogales, F J and Uppal, R (2019) A transaction-cost perspective on the multitude of firm characteristics. The Review of Financial Studies. ISSN 0893-9454 (In Press)

Hwang, W, Bakshi, N and DeMiguel, V (2018) Wholesale price contracts for reliable supply. Production and Operations Management, 27 (6). pp. 1021-1037. ISSN 1059-1478

Olivares-Nadal, A V and DeMiguel, V (2018) Technical note: a robust perspective on transaction costs in portfolio optimization. Operations Research, 66 (3). pp. 733-739. ISSN 0030-364X OPEN ACCESS

Mei, X, DeMiguel, V and Nogales, F J (2016) Multiperiod portfolio optimization with multiple risky assets and general transaction costs. Journal of Banking & Finance, 69 (August). pp. 108-120. OPEN ACCESS

DeMiguel, V, Adida, E and Bakshi, N (2016) Supplier capacity and intermediary profits: Can less be more? Production and Operations Management, 25 (4). pp. 630-646. ISSN 1059-1478

DeMiguel, V, Martín-Utrera, A and Nogales, F J (2015) Parameter uncertainty in multiperiod portfolio optimization with transaction costs. Journal of Financial and Quantitative Analysis (JFQA), 50 (06). pp. 1443-1471. ISSN 0022-1090

DeMiguel, V, Nogales, F J and Uppal, R (2014) Stock return serial dependence and out-of-sample portfolio. Review of Financial Studies, 27 (4). pp. 1031-1073. ISSN 0893-9454

DeMiguel, V and Adida, E (2011) Supply chain competition with multiple manufacturers and retailers. Operations Research, 59 (1). pp. 156-172. ISSN 1526-5463

DeMiguel, V, Uppal, R and Garlappi, L (2009) Optimal versus naive diversification: how inefficient is the 1/N portfolio strategy? Review of Financial Studies, 22 (5). pp. 1915-1953. ISSN 1465-7368

DeMiguel, V, Garlappi, L, Nogales, F J and Uppal, R (2009) A generalized approach to portfolio optimization: improving performance by constraining portfolio norms. Management Science, 55 (5). pp. 798-812. ISSN 1526-5501

DeMiguel, V and Xu, H (2009) A stochastic multiple-leader Stackelberg Model: analysis, computation, and application. Operations Research, 57 (5). pp. 1220-1235. ISSN 1526-5463

This list was generated on Mon Oct 14 01:07:03 2019 BST.