Victor DeMiguel
Orcid: 0000-0002-7787-5185
According to our database1,
Victor DeMiguel
authored at least 10 papers
between 2005 and 2022.
Collaborative distances:
Collaborative distances:
Timeline
2006
2008
2010
2012
2014
2016
2018
2020
2022
0
1
2
3
4
1
1
1
1
3
1
2
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
-
on orcid.org
On csauthors.net:
Bibliography
2022
Oper. Res., 2022
2021
Manag. Sci., 2021
2018
Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization.
Oper. Res., 2018
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
2008
Math. Oper. Res., 2008
2005
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints.
SIAM J. Optim., 2005
Manag. Sci., 2005