Victor DeMiguel

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal portfolio diversification via independent component analysis Operations Research	2022-02-18	Paper
Technical note: A robust perspective on transaction costs in portfolio optimization Operations Research	2020-10-12	Paper
A generalized approach to portfolio optimization: improving performance by constraining portfolio norms Management Science	2012-03-01	Paper
Portfolio investment with the exact tax basis via nonlinear programming Management Science	2012-02-21	Paper
Portfolio selection with robust estimation Operations Research	2011-11-24	Paper
A stochastic multiple-leader Stackelberg model: analysis, computation, and application Operations Research	2011-11-24	Paper
Supply chain competition with multiple manufacturers and retailers Operations Research	2011-07-19	Paper
A local convergence analysis of bilevel decomposition algorithms Optimization and Engineering	2009-08-12	Paper
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs Mathematics of Operations Research	2008-05-27	Paper
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints SIAM Journal on Optimization	2006-05-30	Paper

Research outcomes over time

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