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Uppal, Raman
34
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10
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10
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7
Demiguel, Victor
6
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6
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6
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3
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The review of financial studies
11
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc
5
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3
Operations research : the journal of the Operations Research Society of America
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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/10008252148
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2
Portfolio Selection with Robust Estimation
Demiguel, Victor
;
Nogales, Francisco J.
- In:
Operations research : the journal of the Operations …
57
(
2009
)
3
,
pp. 560-577
Persistent link: https://www.econbiz.de/10008267470
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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/10010132117
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4
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
Demiguel, Victor
;
Nogales, Francisco J.
- In:
Mathematics of operations research
33
(
2008
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10007979896
Saved in:
5
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming
Demiguel, Victor
;
Uppal, Raman
- In:
Management science : journal of the Institute for …
51
(
2005
)
2
,
pp. 277-290
Persistent link: https://www.econbiz.de/10006078496
Saved in:
6
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. 1915-1954
Persistent link: https://www.econbiz.de/10008238829
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7
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
(
2013
)
5
,
pp. 1915-1914
Persistent link: https://www.econbiz.de/10010114058
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8
A Decomposition Methodology Applied to the Multi-Area Optimal Power Flow Problem
Nogales, Francisco J.
;
Prieto, Francisco J.
;
Conejo, …
-
2003
Persistent link: https://www.econbiz.de/10008215618
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9
Optimal portfolios with minimum capital requirements
Santos, André A.P.
;
Nogales, Francisco J.
;
Ruiz, Esther
; …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1928-1943
Persistent link: https://www.econbiz.de/10009972358
Saved in:
10
A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application
Demiguel, Victor
;
Xu, Huifu
- In:
Operations research : the journal of the Operations …
57
(
2009
)
5
,
pp. 1220-1235
Persistent link: https://www.econbiz.de/10008321590
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