Items where Author is "Nogales, F J"

DeMiguel, V, Gil-Bazo, J, Nogales, F J and Santos, A A P (2023) Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha. Journal of Financial Economics, 150 (3). p. 103737. ISSN 0304-405X

DeMiguel, V, Martin-Utrera, A, Nogales, F J and Uppal, R (2020) A Transaction-Cost Perspective on the Multitude of Firm Characteristics. Review of Financial Studies, 33 (5). pp. 2180-2222. ISSN 0893-9454

Mei, X, DeMiguel, V and Nogales, F J (2016) Multiperiod portfolio optimization with multiple risky assets and general transaction costs. Journal of Banking and Finance, 69 (August). pp. 108-120. ISSN 0378-4266

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, 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 Performance. Review of Financial Studies, 27 (4). pp. 1031-1073. ISSN 0893-9454

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 0025-1909