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A portfolio perspective on the multitude of firm characteristics
DeMiguel, Victor; Martin-Utrera, Alberto; Nogales, … - 2017
Persistent link: https://www.econbiz.de/10011817174
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What alleviates crowding in factor investing?
Uppal, Raman; DeMiguel, Victor; Martin-Utrera, Alberto - 2021
Persistent link: https://www.econbiz.de/10012616121
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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
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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
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Can machine learning help to select portfolios of mutual funds?
DeMiguel, Victor; Gil-Bazo, Javier; Nogales, Francisco J.; … - 2021 - This version: March 24, 2021
Persistent link: https://www.econbiz.de/10012819375
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Can machine learning help to select portfolios of mutual funds?
DeMiguel, Victor; Gil-Bazo, Javier; Nogales, Francisco J.; … - 2021
Persistent link: https://www.econbiz.de/10012822132
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
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How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10003025635
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Cover-up of vehicle defects : the role of regulator investigation announcements
Cho, Soo-Haeng; DeMiguel, Victor; Hwang, Woonam - 2018
Persistent link: https://www.econbiz.de/10012120576