オープン アクセスを義務付けられた論文 - Victor DeMiguel詳細
一般公開: 8 件
A Transaction-Cost Perspective on the Multitude of Firm Characteristics
V DeMiguel, A Martin-Utrera, FJ Nogales, R Uppal
The Review of Financial Studies 33 (5), 2180-2222, 2020
委任: Government of Spain
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
V DeMiguel, FJ Nogales, R Uppal
The Review of Financial Studies 27 (4), 1031--1073, 2014
委任: Government of Spain
Size matters: Optimal calibration of shrinkage estimators for portfolio selection
V DeMiguel, A Martin-Utrera, FJ Nogales
Journal of Banking & Finance 37 (8), 3018-3034, 2013
委任: Government of Spain
Multiperiod portfolio optimization with multiple risky assets and general transaction costs
V DeMiguel, X Mei, FJ Nogales
Journal of Banking and Finance 69, 108--120, 2016
委任: Government of Spain
Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization
AV Olivares-Nadal, V DeMiguel
Operations Research 66 (3), 733--739, 2018
委任: Government of Spain
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
V Miguel, A Martín Utrera, FJ Nogales
Journal of Financial and Quantitative Analysis 50 (6), 1443-1471, 2015
委任: Government of Spain
Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha
V DeMiguel, J Gil-Bazo, FJ Nogales, A A. P. Santos
The Journal of Financial Ecomomics 150 (3), 2023
委任: Government of Spain
Optimal Portfolio Diversification via Independent Component Analysis
N Lassance, V DeMiguel, F Vrins
Operations Research 70 (1), 55-72, 2022
委任: National Fund for Scientific Research, Belgium, Belgian Science Policy Office
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