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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of public economics"
~isPartOf:"The journal of asset management"
~person:"Nogales, Francisco J."
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Nogales, Francisco J.
Satchell, Stephen
9
Baptista, Alexandre M.
7
Fabozzi, Frank J.
7
Mitra, Gautam
7
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6
Branger, Nicole
5
Dorfleitner, Gregor
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Guidolin, Massimo
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Munk, Claus
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Gruber, Martin Jay
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Journal of banking & finance
Journal of public economics
The journal of asset management
The review of financial studies
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AFA 2011 Denver Meetings Paper
1
Barcelona GSE working paper series : working paper
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Discussion paper / Centre for Economic Policy Research
1
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
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Portfolio selection with proportional transaction costs and predictability
Mei, Xiaoling
;
Nogales, Francisco J.
- In:
Journal of banking & finance
94
(
2018
),
pp. 131-151
Persistent link: https://www.econbiz.de/10011966487
Saved in:
2
Multiperiod portfolio optimization with multiple risky assets and general transaction costs
Mei, Xiaoling
;
DeMiguel, Victor
;
Nogales, Francisco J.
- In:
Journal of banking & finance
69
(
2016
),
pp. 108-120
Persistent link: https://www.econbiz.de/10011635053
Saved in:
3
Size matters : optimal calibration of shrinkage estimators for portfolio selection
DeMiguel, Victor
;
Martin-Utrera, Alberto
;
Nogales, …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3018-3034
Persistent link: https://www.econbiz.de/10009777150
Saved in:
4
Optimal portfolios with minimum capital requirements
Santos, André A. P.
;
Nogales, Francisco J.
;
Ruiz, Esther
; …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1928-1942
Persistent link: https://www.econbiz.de/10009629778
Saved in:
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