Victor DeMiguel

Available identifiers

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

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