logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
V

Victor DeMiguel

university of london

25H指数
57论文数
6.9K被引数
收录论文 10
发表时间
logo
Comparing factor models with price-impact costs比较因子模型与价格影响成本
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2024-12-01
err1
errOAAI
errLi, Sicong; Demiguel, Victor; Martin-Utrera, Alberto
err分享
err收藏
A Multifactor Perspective on Volatility-Managed Portfolios
errJOURNAL OF FINANCE
IF9.5
err2024-10-27
err1
errOAAI
errDemiguel, Victor; Martin-Utrera, Alberto; Uppal, Raman
err分享
err收藏
Can Competition Increase Profits in Factor Investing?竞争能在因子投资中增加利润吗？
errMANAGEMENT SCIENCE
IF4.9
err2024-10-09
err0
PREAI
errDeMiguel, Victor; Martin-Utrera, Alberto; Uppal, Raman
err分享
err收藏
A Transaction-Cost Perspective on the Multitude of Firm Characteristics
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2020-04-17
err74
errOAAI
errDeMiguel, Victor; Martin-Utrera, Alberto; Nogales, Francisco J.; Uppal, Raman
err分享
err收藏
Multiperiod portfolio optimization with multiple risky assets and general transaction costs具有多种风险资产和一般交易成本的多期投资组合优化
errJOURNAL OF BANKING & FINANCE
IF3.8
err2016-08-01
err37
errOAAI
errMei, Xiaoling; DeMiguel, Victor; Nogales, Francisco J.
err分享
err收藏
Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2016-01-20
err31
errOAAI
errDeMiguel, Victor; Martin-Utrera, Alberto; Nogales, Francisco J.
err分享
err收藏
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2014-02-06
err78
PREAI
errDeMiguel, Victor; Nogales, Francisco J.; Uppal, Raman
err分享
err收藏
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2014-01-02
err130
PREAI
errDeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; Vilkov, Grigory
err分享
err收藏
Size matters: Optimal calibration of shrinkage estimators for portfolio selection
errJOURNAL OF BANKING & FINANCE
IF3.8
err2013-08-01
err89
PREAI
errDeMiguel, Victor; Martin-Utrera, Alberto; Nogales, Francisco J.
err分享
err收藏
Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2007-12-03
err1.8K
PREAI
errDeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
F
Francisco J. Nogales
H 指数: 26 · 论文数: 68
L
Lorenzo Garlappi
H 指数: 25 · 论文数: 80
G
Grigory Vilkov
H 指数: 23 · 论文数: 73
S
Sicong Li
H 指数: 21 · 论文数: 133
A
Alberto Martín-Utrera
H 指数: 9 · 论文数: 19
查看更多