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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The review of financial studies"
~person:"DeMiguel, Victor"
~type:"article"
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Portfolio selection
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DeMiguel, Victor
Baptista, Alexandre M.
7
Başak, Suleyman
7
Alexander, Gordon J.
6
Levy, Haim
6
Nogales, Francisco J.
6
Branger, Nicole
5
Detemple, Jérôme B.
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Levy, Moshe
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Brunetti, Marianna
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Kwan, Clarence C. Y.
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Discussion paper / Centre for Economic Policy Research
Journal of banking & finance
The review of financial studies
Journal of financial and quantitative analysis : JFQA
2
Operations research
2
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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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:
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
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:
4
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:
5
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:
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