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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Operations research"
~person:"DeMiguel, Victor"
~subject:"Portfolio-Management"
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DeMiguel, Victor
Li, Duan
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Journal of economic dynamics & control
Operations research
Discussion paper / Centre for Economic Policy Research
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The review of financial studies
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
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A robust perspective on transaction costs in portfolio
optimization
Olivares-Nadal, Alba V.
;
DeMiguel, Victor
- In:
Operations research
66
(
2018
)
3
,
pp. 733-739
Persistent link: https://www.econbiz.de/10011884278
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2
Optimal portfolio diversification via independent component analysis
Lassance, Nathan
;
DeMiguel, Victor
;
Vrins, Frédéric
- In:
Operations research
70
(
2022
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10012820639
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