Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio NormsDeMiguel, Victor ; Garlappi, Lorenzo ; Nogales, Francisco J ; Uppal, RamanManagement science, 2009-05, Vol.55 (5), p.798-812 [Periódico revisado por pares]Hanover, MD: INFORMSTexto completo disponível |
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2 |
Material Type: Artigo
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A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and ApplicationDeMiguel, Victor ; Xu, HuifuOperations research, 2009-09, Vol.57 (5), p.1220-1235 [Periódico revisado por pares]Hanover, MD: INFORMSTexto completo disponível |
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3 |
Material Type: Artigo
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Wholesale Price Contracts for Reliable SupplyHwang, Woonam ; Bakshi, Nitin ; DeMiguel, VictorProduction and operations management, 2018-06, Vol.27 (6), p.1021-1037 [Periódico revisado por pares]Los Angeles, CA: SAGE PublicationsTexto completo disponível |
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4 |
Material Type: Artigo
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Optimal versus Naive Diversification: How Inefficient Is the 1/N Portfolio Strategy?DeMiguel, Victor ; Garlappi, Lorenzo ; Uppal, RamanThe Review of financial studies, 2009-05, Vol.22 (5), p.1915-1953 [Periódico revisado por pares]Oxford: Oxford University PressTexto completo disponível |
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5 |
Material Type: Artigo
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Supply Chain Competition with Multiple Manufacturers and RetailersAdida, Elodie ; DeMiguel, VictorOperations research, 2011-01, Vol.59 (1), p.156-172 [Periódico revisado por pares]Hanover, MD: INFORMSTexto completo disponível |
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6 |
Material Type: Artigo
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Comparing factor models with price-impact costsLi, Sicong ; DeMiguel, Victor ; Martín-Utrera, AlbertoJournal of financial economics, 2024-12, Vol.162, Article 103949 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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7 |
Material Type: Dataset
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Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive AlphaSantos, AndreMendeley Data 2023Texto completo disponível |
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8 |
Material Type: Dataset
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Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive AlphaSantos, AndreMendeley Data 2023Texto completo disponível |
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9 |
Material Type: Dataset
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Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive AlphaSantos, AndreMendeley Data 2023Texto completo disponível |
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10 |
Material Type: Dataset
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Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive AlphaSantos, AndreMendeley Data 2023Texto completo disponível |