Concepedia

Victor DeMiguel

VD

36

Publications

6.5K

Citations

24

H-Index

2000

Active since

Affiliations

London Business School(Current)

Universidad Carlos III de Madrid

Centre for Economic Policy Research

Ecole des Hautes Etudes Commerciales du Nord

Iowa State University

Victor DeMiguel is an author at London Business School specializing in business, management, and finance.

Top concepts

BusinessManagementFinanceAsset PricingPortfolio OptimizationPortfolio ManagementEconomicsMathematical ProgrammingEngineeringFinancial Engineering

Publications per year

2000–2024

36

Publications

36

Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi, Raman Uppal · Review of Financial Studies · 2007 · 3.1K citations

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms

Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales et al. · Management Science · 2009 · 1.1K citations

Mathematical Programming, Engineering, Asset Allocation +16

Portfolio Selection with Robust Estimation

Victor DeMiguel, Francisco J. Nogales · Operations Research · 2009 · 310 citations

Portfolio Optimization, Covariance Matrix, Asset Pricing +14

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

Victor DeMiguel, Yuliya Plyakha, Raman Uppal et al. · Journal of Financial and Quantitative Analysis · 2013 · 237 citations

Option Pricing, Portfolio Optimization, Financial Economics +13

A Transaction-Cost Perspective on the Multitude of Firm Characteristics

Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales et al. · Review of Financial Studies · 2019 · 184 citations · Full text

Empirical Finance, Economic Rationale, Organizational Economics +22

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