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Professor of Management Science and Operations
MSc (Madrid) MSc PhD (Stanford)
Professor Victor DeMiguel’s main research interest is portfolio optimization and asset pricing in the presence of parameter uncertainty and trading costs. More generally, he is interested in applications of optimization in finance and management.
He teaches MBA courses on Business Analytics and Financial Analytics as well as the Advanced Development Programme of Executive Education. He is the recipient of the Junior Faculty Teaching Award for 2003/2004 and the Outstanding Core Course Teaching Award for 2008/2009 at London Business School.
Professor DeMiguel’s papers have been published in most of the top journals of his field, including Management Science and Operations Research. One of his most popular papers received the Best Paper Award from the Institute for Quantitative Investment Research and was published in The Review of Financial Studies.
Professor DeMiguel is a regular speaker at academic and practitioner conferences on quantitative investment management and he has consulted for several financial institutions. He is a member of the editorial boards of Operations Research and Management Science.
2022
Lassance N; DeMiguel V; Vrins F
Operations Research 2022 Vol 70:1 p 55-72
2020
DeMiguel V; Martin-Utrera A; Nogales F J; Uppal R
Review of Financial Studies 2020 Vol 33:5 p 2180-2222
Cho S-H; DeMiguel V; Hwang W
Management Science 2020 Vol 67:6 p 3834-3582
2018
Olivares-Nadal A V; DeMiguel V
Operations Research 2018 Vol 66:3 p 733-739
DeMiquel V; Hwang W; Bakshi N
Production and Operations Management 2018 Vol 27:6 p 1021-1037
2016
Mei X; DeMiguel V; Nogales F
Journal of Banking and Finance 2016 Vol 69:August p 108-120
DeMiguel V; Adida E; Bakshi N
Production and Operations Management 2016 Vol 25:4 p 630-646
2015
DeMiguel V; Martin-Utrera A; Nogales F J
Journal of Financial and Quantitative Analysis 2015 Vol 50:6 p 1443-1471
2014
DeMiguel V; Nogales F J; Uppal R
Review of Financial Studies 2014 Vol 27:4 p 1031-1073
2013
De Miguel V; Plyakha Y; Uppal R; Vilkov G
Journal of Financial and Quantitative Analysis 2013 Vol 48:6 p 1813-1845
DeMiguel V; Martin-Utrera A; Nogales F J
Journal of Banking and Finance 2013 Vol 37:8 p 3018-3034
2011
DeMiguel V; Adida E
Operations Research 2011 Vol 59:1 p 156-172
2009
DeMiguel V; Garlappi L; Nogales F J; Uppal R
Management Science 2009 Vol 55:5 p 798-812
DeMiguel V; Xu H
Operations Research 2009 Vol 57:5 p 1220-1235
DeMiguel V; Garlappi L; Uppal R
Review of Financial Studies 2009 Vol 22:5 p 1915-1953
DeMiguel V; Nogales F J
Operations Research 2009 Vol 57:3 p 560-577
2008
De Miguel V; Nogales F J
Mathematics of Operations Research 2008 Vol 33:1 p 119-139
2006
DeMiguel V; Murray W
Optimization and Engineering 2006 Vol 7:2 p 99-133
DeMiguel V; et al.
SIAM Journal on Optimization 2006 Vol 16:2 p 587-609
DeMiguel V; Uppal R
Management Science 2006 Vol 51:2 p 277-290
2004
DeMiguel V; Fridgeirsdottir K; Stefanescu C; et al.
in Proceedings of the American Statistical Association, Business and Economics Statistics Section, Alexandria, VA, 2004
2001
DeMiguel V; Murray W
Technical report SOL 01-2 Dept of MS&E, Stanford University, 2001
DeMiguel V; Murray W
Technical report SOL 01-1, Dept of MS&E, Stanford University, 2001
2000
DeMiguel V; Murray W
in Proceedings of the Eighth AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization, 2000
2018
Cho S-H; DeMiguel V; Hwang W
HEC Paris Research Paper
Lassance N; DeMiguel V; Vrins F D
Social Sciences Research Network
2017
DeMiquel V; Martin-Utrera A; Nogales FJ; Uppal R
Social Sciences Research Network
2006
DeMiguel V; Mishra N
Decision Sciences Working Paper
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