Victor DeMiguel

Available identifiers

zbMath Open demiguel.victorMaRDI QIDQ833416

List of research outcomes

Publication	Date of Publication	Type
Optimal Portfolio Diversification via Independent Component Analysis	2022-02-18	Paper
Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization	2020-10-12	Paper
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms	2012-03-01	Paper
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming	2012-02-21	Paper
Portfolio Selection with Robust Estimation	2011-11-24	Paper
A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application	2011-11-24	Paper
Supply Chain Competition with Multiple Manufacturers and Retailers	2011-07-19	Paper
A local convergence analysis of bilevel decomposition algorithms	2009-08-12	Paper
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs	2008-05-27	Paper
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints	2006-05-30	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Victor DeMiguel