| Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy? V DeMiguel, L Garlappi, R Uppal The Review of Financial Studies 22 (5), 1915-1953, 2009 | 3352 | 2009 |
| A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms V DeMiguel, L Garlappi, FJ Nogales, R Uppal Management Science 55 (5), 798-812, 2009 | 992 | 2009 |
| Portfolio selection with robust estimation V DeMiguel, FJ Nogales Operations Research 57 (3), 560-577, 2009 | 400 | 2009 |
| Improving portfolio selection using option-implied volatility and skewness V DeMiguel, Y Plyakha, R Uppal, G Vilkov Journal of Financial and Quantitative Analysis 48 (6), 1813-1845, 2013 | 238 | 2013 |
| A stochastic multiple leader Stackelberg model: analysis, computation, and application V DeMiguel, H Xu Operations Research 57 (5), 1220-1235, 2009 | 188 | 2009 |
| Stock Return Serial Dependence and Out-of-Sample Portfolio Performance V DeMiguel, FJ Nogales, R Uppal The Review of Financial Studies 27 (4), 1031--1073, 2014 | 161 | 2014 |
| A Transaction-Cost Perspective on the Multitude of Firm Characteristics V DeMiguel, A Martin-Utrera, FJ Nogales, R Uppal The Review of Financial Studies 33 (5), 2180-2222, 2020 | 145* | 2020 |
| Size matters: Optimal calibration of shrinkage estimators for portfolio selection V DeMiguel, A Martin-Utrera, FJ Nogales Journal of Banking & Finance 37 (8), 3018-3034, 2013 | 145 | 2013 |
| A two-sided relaxation scheme for mathematical programs with equilibrium constraints V DeMiguel, MP Friedlander, FJ Nogales, S Scholtes SIAM Journal on Optimization 16 (2), 587-609, 2005 | 129* | 2005 |
| Supply chain competition with multiple manufacturers and retailers E Adida, V DeMiguel Operations Research 59 (1), 156-172, 2010 | 123 | 2010 |
| An analysis of collaborative optimization methods AV DeMiguel, W Murray 8th symposium on multidisciplinary analysis and optimization, 4720, 2000 | 122 | 2000 |
| A local convergence analysis of bilevel decomposition algorithms V DeMiguel, W Murray Optimization and Engineering 7 (2), 99-133, 2006 | 82 | 2006 |
| Portfolio Investment with the Exact Tax Basis via Nonlinear Programming V DeMiguel, R Uppal Management Science 51 (2), 277-290, 2005 | 81 | 2005 |
| Multiperiod portfolio optimization with multiple risky assets and general transaction costs V DeMiguel, X Mei, FJ Nogales Journal of Banking and Finance 69, 108--120, 2016 | 64* | 2016 |
| Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization AV Olivares-Nadal, V DeMiguel Operations Research 66 (3), 733--739, 2018 | 55 | 2018 |
| Parameter uncertainty in multiperiod portfolio optimization with transaction costs V Miguel, A Martín Utrera, FJ Nogales Journal of Financial and Quantitative Analysis 50 (6), 1443-1471, 2015 | 48 | 2015 |
| Two decomposition algorithms for nonconvex optimization problems with global variables AV De Miguel Stanford University, 2001 | 48 | 2001 |
| Wholesale Price Contracts for Reliable Supply W Hwang, N Bakshi, V DeMiguel Production and Operations Management 27 (6), 1021--1037, 2018 | 39* | 2018 |
| Supplier Capacity and Intermediary Profits: Can Less Be More? E Adida, N Bakshi, V DeMiguel Production and Operations Management 25 (4), 630-646, 2016 | 31* | 2016 |
| What multistage stochastic programming can do for network revenue management V DeMiguel, N Mishra Working paper, London Business School, 2006 and Optimization Online URL …, 2006 | 27* | 2006 |
Raman UppalProfessor of Finance, Edhec Business SchoolVerified email at edhec.edu
