 | 2011 |
|---|
| 7 |       | Elodie Adida,
Victor DeMiguel:
Supply Chain Competition with Multiple Manufacturers and Retailers.
Operations Research 59(1): 156-172 (2011) |
| 2009 |
|---|
| 6 | | Victor DeMiguel,
Lorenzo Garlappi,
Francisco J. Nogales,
Raman Uppal:
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms.
Management Science 55(5): 798-812 (2009) |
| 5 | | Victor DeMiguel,
Francisco J. Nogales:
Portfolio Selection with Robust Estimation.
Operations Research 57(3): 560-577 (2009) |
| 4 | | Victor DeMiguel,
Huifu Xu:
A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application.
Operations Research 57(5): 1220-1235 (2009) |
| 2008 |
|---|
| 3 | | Victor DeMiguel,
Francisco J. Nogales:
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs.
Math. Oper. Res. 33(1): 119-139 (2008) |
| 2005 |
|---|
| 2 | | Victor DeMiguel,
Raman Uppal:
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming.
Management Science 51(2): 277-290 (2005) |
| 1 | | Victor DeMiguel,
Michael P. Friedlander,
Francisco J. Nogales,
Stefan Scholtes:
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints.
SIAM Journal on Optimization 16(2): 587-609 (2005) |
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