E-LIB Suche - Ergebnisse für: DeMiguel, Victor

1

Machine learning and fund characteristics help to select mu..:

DeMiguel, Victor ; Gil-Bazo, Javier ; Nogales, Francisco J..
Journal of Financial Economics. 150 (2023) 3 - p. 103737 , 2023

Link: https://doi.org/10.1016/..

2

A Transaction-Cost Perspective on the Multitude of Firm Cha..:

DeMiguel, Victor ; Martín-Utrera, Alberto ; Nogales, Francisco J..
The Review of Financial Studies. 33 (2020) 5 - p. 2180-2222 , 2020

Link: https://doi.org/10.1093/..

3

Technical Note—A Robust Perspective on Transaction Costs in..:

Olivares-Nadal, Alba V. ; DeMiguel, Victor
Operations Research. 66 (2018) 3 - p. 733-739 , 2018

Link: https://www.jstor.org/st..

4

Wholesale Price Contracts for Reliable Supply:

Hwang, Woonam ; Bakshi, Nitin ; DeMiguel, Victor
Production and Operations Management. 27 (2018) 6 - p. 1021-1037 , 2018

Link: https://doi.org/10.1111/..

5

Supplier Capacity and Intermediary Profits: Can Less Be Mor..:

Adida, Elodie ; Bakshi, Nitin ; DeMiguel, Victor
Production and Operations Management. 25 (2016) 4 - p. 630-646 , 2016

Link: https://doi.org/10.1111/..

6

Multiperiod portfolio optimization with multiple risky asse..:

Mei, Xiaoling ; DeMiguel, Victor ; Nogales, Francisco J.
Journal of Banking & Finance. 69 (2016) - p. 108-120 , 2016

Link: https://doi.org/10.1016/..

7

Parameter Uncertainty in Multiperiod Portfolio Optimization..:

DeMiguel, Victor ; Martín-Utrera, Alberto ; Nogales, Francisco J.
Journal of Financial and Quantitative Analysis. 50 (2015) 6 - p. 1443-1471 , 2015

Link: https://doi.org/10.1017/..

8

Parameter Uncertainty in Multiperiod Portfolio Optimization..:

DeMiguel, Victor ; Martín-Utrera, Alberto ; Nogales, Francisco J.
The Journal of Financial and Quantitative Analysis. 50 (2015) 6 - p. 1443-1471 , 2015

Link: http://www.jstor.org/sta..

9

Stock Return Serial Dependence and Out-of-Sample Portfolio ..:

DeMiguel, Victor ; Nogales, Francisco J. ; Uppal, Raman
The Review of Financial Studies. 27 (2014) 4 - p. 1031-1073 , 2014

Link: https://www.jstor.org/st..

10

Stock Return Serial Dependence and Out-of-Sample Portfolio ..:

DeMiguel, Victor ; Nogales, Francisco J. ; Uppal, Raman
Review of Financial Studies. 27 (2014) 4 - p. 1031-1073 , 2014

Link: https://doi.org/10.1093/..

11

Size matters: Optimal calibration of shrinkage estimators f..:

DeMiguel, Victor ; Martin-Utrera, Alberto ; Nogales, Francisco J.
Journal of Banking & Finance. 37 (2013) 8 - p. 3018-3034 , 2013

Link: https://doi.org/10.1016/..

12

Improving Portfolio Selection Using Option-Implied Volatili..:

DeMiguel, Victor ; Plyakha, Yuliya ; Uppal, Raman.
The Journal of Financial and Quantitative Analysis. 48 (2013) 6 - p. 1813-1845 , 2013

Link: https://www.jstor.org/st..

13

Improving Portfolio Selection Using Option-Implied Volatili..:

DeMiguel, Victor ; Plyakha, Yuliya ; Uppal, Raman.
Journal of Financial and Quantitative Analysis. 48 (2013) 6 - p. 1813-1845 , 2013

Link: https://doi.org/10.1017/..

14

Supply Chain Competition with Multiple Manufacturers and Re..:

Adida, Elodie ; DeMiguel, Victor
Operations Research. 59 (2011) 1 - p. 156-172 , 2011

Link: https://www.jstor.org/st..

15

A Generalized Approach to Portfolio Optimization: Improving..:

DeMiguel, Victor ; Garlappi, Lorenzo ; Nogales, Francisco J..
Management Science. 55 (2009) 5 - p. 798-812 , 2009

Link: https://www.jstor.org/st..