The following pages link to Victor DeMiguel (Q833416):
Displaying 10 items.
- A local convergence analysis of bilevel decomposition algorithms (Q833417) (← links)
- Supply Chain Competition with Multiple Manufacturers and Retailers (Q3013926) (← links)
- Portfolio Selection with Robust Estimation (Q3100367) (← links)
- A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application (Q3100419) (← links)
- Portfolio Investment with the Exact Tax Basis via Nonlinear Programming (Q3115449) (← links)
- A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Q3117825) (← links)
- Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization (Q4971373) (← links)
- Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
- On Decomposition Methods for a Class of Partially Separable Nonlinear Programs (Q5388074) (← links)
- A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints (Q5470211) (← links)
