Victor DeMiguel
London Business School
H-index: 23
Europe-United Kingdom
Top articles of Victor DeMiguel
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Can Competition Increase Profits in Factor Investing? | accepted to Management Science | Victor DeMiguel Alberto Martin-Utrera Raman Uppal | 2024 |
A Multifactor Perspective on Volatility-Managed Portfolios | Victor DeMiguel Alberto Martın-Utrera Raman Uppal | 2021/3/14 | |
Asset-Pricing Factors with Economic Targets | Available at SSRN 4344837 | Svetlana Bryzgalova Victor DeMiguel Sicong Li Markus Pelger | 2023/2/1 |
Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha | The Journal of Financial Ecomomics | Victor DeMiguel Javier Gil-Bazo Francisco J Nogales André A. P. Santos | 2023 |
Comparing Factor Models with Price-Impact Costs | London Business School Working Paper | Sicong (Allen) Li Victor DeMiguel Alberto Martin-Utrera | 2020/5 |
Optimal Portfolio Diversification via Independent Component Analysis | Operations Research | Nathan Lassance Victor DeMiguel Frédéric Vrins | 2022/1 |
Cover-Up of Vehicle Defects: The Role of Regulator Investigation Announcements | Management Science | Soo-Haeng Cho Victor DeMiguel Woonam Hwang | 2021/6 |
A Transaction-Cost Perspective on the Multitude of Firm Characteristics | The Review of Financial Studies | Victor DeMiguel Alberto Martin-Utrera Francisco J Nogales Raman Uppal | 2020/5 |
Co-Authors
