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~person:"DeMiguel, Victor"
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DeMiguel, Victor
Uppal, Raman
228
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A generalized approach to portfolio optimization : improving performance by constraining portfolio norms
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Nogales, Francisco J.
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 798-812
Persistent link: https://www.econbiz.de/10003859991
Saved in:
2
Optimal versus naive diversification : how inefficient is the 1/N portfolio strategy?
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Uppal, Raman
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10003886034
Saved in:
3
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
4
A generalized approach to portfolio optimization : improving performance by constraining portfolio norms
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Nogales, Francisco J.
-
2007
Persistent link: https://www.econbiz.de/10003580221
Saved in:
5
Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor
;
Nogales, Francisco J.
;
Uppal, Raman
-
2013
Persistent link: https://www.econbiz.de/10009745642
Saved in:
6
Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor
;
Nogales, Francisco J.
;
Uppal, Raman
- In:
The review of financial studies
27
(
2014
)
4
,
pp. 1031-1073
Persistent link: https://www.econbiz.de/10010370827
Saved in:
7
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Saved in:
8
How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003025635
Saved in:
9
A transaction-cost perspective on the multitude of firm characteristics
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2180-2222
Persistent link: https://www.econbiz.de/10012244743
Saved in:
10
A portfolio perspective on the multitude of firm characteristics
DeMiguel, Victor
;
Martin-Utrera, Alberto
;
Nogales, …
-
2017
Persistent link: https://www.econbiz.de/10011817174
Saved in:
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