S. Demiguel: search on Z-Library

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1

Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?

DeMiguel, Victor, Garlappi, Lorenzo, Uppal, Raman

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 307 KB

english, 2009

2

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms

DeMiguel, Victor, Garlappi, Lorenzo, Nogales, Francisco J., Uppal, Raman

Journal:

Management Science

Year:

2009

Language:

english

File:

PDF, 231 KB

english, 2009

3

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

DeMiguel, Victor, Plyakha, Yuliya, Uppal, Raman, Vilkov, Grigory

Journal:

Journal of Financial and Quantitative Analysis

Year:

2013

Language:

english

File:

PDF, 187 KB

english, 2013

4

Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization

Olivares-Nadal, Alba V., DeMiguel, Victor

Journal:

Operations Research

Year:

2018

Language:

english

File:

PDF, 484 KB

english, 2018

5

Supply Chain Competition with Multiple Manufacturers and Retailers

Adida, Elodie, DeMiguel, Victor

Journal:

Operations Research

Year:

2011

Language:

english

File:

PDF, 185 KB

english, 2011

6

Portfolio Selection with Robust Estimation

Victor DeMiguel and Francisco J. Nogales

Journal:

Operations Research

Year:

2009

Language:

english

File:

PDF, 3.15 MB

english, 2009

7

Optimal versus Naive Diversification: How Inefficient Is the 1/N Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi and Raman Uppal

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 4.12 MB

english, 2009

8

Size matters: Optimal calibration of shrinkage estimators for portfolio selection

DeMiguel, Victor, Martin-Utrera, Alberto, Nogales, Francisco J.

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 790 KB

english, 2013

9

Portfolio Selection with Robust Estimation

DeMiguel, Victor, Nogales, Francisco J.

Journal:

Operations Research

Year:

2009

Language:

english

File:

PDF, 247 KB

english, 2009

10

Psychophysiological, Body Composition, Biomechanical and Autonomic Modulation Analysis Procedures in an Ultraendurance Mountain Race

Belinchon-deMiguel, Pedro, Clemente-Suárez, Vicente Javier

Journal:

Journal of Medical Systems

Year:

2018

Language:

english

File:

PDF, 1002 KB

english, 2018

11

Calibration of life history traits with epiphyseal closure, dental eruption and bone histology in captive and wild red deer

Calderón, Teresa, DeMiguel, Daniel, Arnold, Walter, Stalder, Gabrielle, Köhler, Meike

Journal:

Journal of Anatomy

Year:

2019

Language:

english

File:

PDF, 1.64 MB

english, 2019

12

Optimal Portfolio Diversification via Independent Component Analysis

Lassance, Nathan, DeMiguel, Victor, Vrins, Frederic Daniel

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 496 KB

english, 2018

13

Recent advances in avalanche photodiodes

Campbell, J.C., Demiguel, S., Feng Ma, Beck, A., Xiangyi Guo, Shuling Wang, Xiaoguang Zheng, Xiaowei Li, Beck, J.D., Kinch, M.A., Huntington, A., Coldren, L.A., Decobert, J., Tscherptner, N.

Journal:

IEEE Journal of Selected Topics in Quantum Electronics

Year:

2004

Language:

english

File:

PDF, 1.47 MB

english, 2004

14

European pliopithecid diets revised in the light of dental microwear in Pliopithecus canmatensis and Barberapithecus huerzeleri

DeMiguel, Daniel, Alba, David M., Moyà-Solà, Salvador

Journal:

American Journal of Physical Anthropology

Year:

2013

Language:

english

File:

PDF, 429 KB

english, 2013

15

A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application

DeMiguel, Victor, Xu, Huifu

Journal:

Operations Research

Year:

2009

Language:

english

File:

PDF, 327 KB

english, 2009

16

Dietary Specialization during the Evolution of Western Eurasian Hominoids and the Extinction of European Great Apes

DeMiguel, Daniel, Alba, David M., Moyà-Solà, Salvador, Rook, Lorenzo

Journal:

Year:

2014

Language:

english

File:

PDF, 952 KB

english, 2014

17

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

DeMiguel, Victor, Plyakha, Yuliya, Uppal, Raman, Vilkov, Grigory

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 512 KB

english, 2012

18

SYSTEMATICS AND TAXONOMY OF THE SPANISH ANCHITHERIINAE, AND THEIR RELATIONSHIP WITH REGIONAL CLIMATE CHANGES: A COMMENT ON ERONEN ET AL.

Manuel J. Salesa, Israel M. Sánchez, Beatriz Azanza, Daniel DeMiguel, Jorge Morales

Journal:

Year:

2011

Language:

english

File:

PDF, 192 KB

english, 2011

19

Miocene small-bodied ape from Eurasia sheds light on hominoid evolution

Alba, D. M., Almecija, S., DeMiguel, D., Fortuny, J., de los Rios, M. P., Pina, M., Robles, J. M., Moya-Sola, S.

Journal:

Year:

2015

Language:

english

File:

PDF, 1.74 MB

english, 2015

20

High-saturation-current InP-InGaAs photodiode with partially depleted absorber

Xiaowei Li, Ning Li, Xiaoguang Zheng, Demiguel, S., Campbell, J.C., Tulchinsky, D.A., Williams, K.J.

Journal:

IEEE Photonics Technology Letters

Year:

2003

Language:

english

File:

PDF, 207 KB

english, 2003

21

[American Institute of Aeronautics and Astronautics 8th Symposium on Multidisciplinary Analysis and Optimization - Long Beach,CA,U.S.A. (06 September 2000 - 08 September 2000)] 8th Symposium on Multidisciplinary Analysis and Optimization - An analysis of collaborative optimization methods

DeMiguel, Angel-Victor, Murray, Walter

Year:

2000

Language:

english

File:

PDF, 1.35 MB

english, 2000

22

Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs

DeMiguel, Victor, Martín-Utrera, Alberto, Nogales, Francisco J.

Journal:

Journal of Financial and Quantitative Analysis

Year:

2015

Language:

english

File:

PDF, 392 KB

english, 2015

23

Psychophysiological Stress Response of a Paralympic Athlete During an Ultra-Endurance Event. A Case Study

Belinchón-deMiguel, Pedro, Ruisoto-Palomera, Pablo, Clemente-Suárez, Vicente Javier

Journal:

Journal of Medical Systems

Year:

2019

Language:

english

File:

PDF, 1.50 MB

english, 2019

24

High-saturation-current charge-compensated InGaAs-InP uni-traveling-carrier photodiode

Ning Li, Xiaowei Li, S. Demiguel, Xiaoguang Zheng, J.C. Campbell, D.A. Tulchinsky, K.J. Williams, T.D. Isshiki, G.S. Kinsey, R. Sudharsansan

Journal:

IEEE Photonics Technology Letters

Year:

2004

Language:

english

File:

PDF, 279 KB

english, 2004

25

Optical design of evanescently coupled, waveguide-fed photodiodes for ultrawide-band applications

Giraudet, L., Banfi, F., Demiguel, S., Herve-Gruyer, G.

Journal:

IEEE Photonics Technology Letters

Year:

1999

Language:

english

File:

PDF, 87 KB

english, 1999

26

[IEEE 12th IEEE International Conference on Semiconductor Laser - Switzerland (Sept. 9-14, 1990)] 12th IEEE International Conference on Semiconductor Laser - Integration of 1.3 micron wavelength lasers and amplifiers

Koren, U., Miller, B.I., Raybon, G., Oron, M., Young, M.G., Koch, T.L., DeMiguel, J.L., Chien, M., Tell, B., Brown-Guebler, K., Burrus, C.A.

Year:

1990

Language:

english

File:

PDF, 124 KB

english, 1990

27

[IEEE 12th IEEE International Conference on Semiconductor Laser - Switzerland (Sept. 9-14, 1990)] 12th IEEE International Conference on Semiconductor Laser - Simple in-line bi-directional 1.5μm/1.3 μm transceivers

Koch, T.L., Koren, U., Gnauck, A.H., Reichmann, K.C., Kogelnik, H., Raybon, G., Gnall, R.P., Oron, M., Young, M.G., deMiguel, J.L., Miller, B.I.

Year:

1990

Language:

english

File:

PDF, 154 KB

english, 1990

28

Electric field screening by photogenerated holes in multiple quantum wells: A new mechanism for absorption saturation

Wood, Thomas H., Pastalan, John Z., Burrus, Charles A., Johnson, Bart C., Miller, Barry I., deMiguel, Jose L., Koren, Uziel, Young, Martin G.

Journal:

Applied Physics Letters

Year:

1990

Language:

english

File:

PDF, 647 KB

english, 1990

29

Ecological correlates of ghost lineages in ruminants

Cantalapiedra, Juan L., Fernández, Manuel Hernández, Alcalde, Gema, Azanza, Beatriz, DeMiguel, Daniel, Morales, Jorge

Journal:

Year:

2012

Language:

english

File:

PDF, 528 KB

english, 2012

30

First evidence of Tethytragus Azanza and Morales, 1994 (Ruminantia, Bovidae), in the Miocene of the Vallès-Penedès Basin (Spain)

Demiguel, Daniel, Sánchez, Israel M., Alba, David M., Galindo, Jordi, Robles, Josep M., Moyà-Solà, Salvador

Journal:

Journal of Vertebrate Paleontology

Year:

2012

Language:

english

File:

PDF, 543 KB

english, 2012

31

Improving Performance By Constraining Portfolio Norms: A Generalized Approach to Portfolio Optimization

DeMiguel, Victor, Garlappi, Lorenzo, Nogales, Francisco J., Uppal, Raman

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 406 KB

english, 2007

32

A partially depleted absorber photodiode with graded doping injection regions

Xiaowei Li, Ning Li, S. Demiguel, Xiaoguang Zheng, J.C. Campbell, H.H. Tan, C. Jagadish

Journal:

IEEE Photonics Technology Letters

Year:

2004

Language:

english

File:

PDF, 161 KB

english, 2004

33

Hair-containing lesions within the anal canal

H. Ortiz, J. Marti, M. DeMiguel, A. Carmona, I. P. Cabañas

Journal:

International Journal of Colorectal Disease

Year:

1987

Language:

english

File:

PDF, 290 KB

english, 1987

34

Optimized tilted c-axis AlN films for improved operation of shear mode resonators

DeMiguel-Ramos, M., Mirea, T., Clement, M., Olivares, J., Sangrador, J., Iborra, E.

Journal:

Thin Solid Films

Year:

2015

Language:

english

File:

PDF, 796 KB

english, 2015

35

Very high-responsivity evanescently coupled photodiodes integrating a short planar multimode waveguide for high-speed applications

Demiguel, S., Ning Li, Xiaowei Li, Xiaoguang Zheng, Jooyong Kim, Campbell, J.C., Hanfei Lu, Anselm, A.

Journal:

IEEE Photonics Technology Letters

Year:

2003

Language:

english

File:

PDF, 437 KB

english, 2003

36

Portfolio Investment with the Exact Tax Basis via Nonlinear Programming

DeMiguel, Victor, Uppal, Raman

Journal:

Management Science

Year:

2005

Language:

english

File:

PDF, 476 KB

english, 2005

37

High Power Photodiode Wafer Bonded to Si Using Au With Improved Responsivity and Output Power

Ning Li, Hao Chen, Ning Duan, Mingguo Liu, Demiguel, S., Sidhu, R., Holmes, A.L., Campbell, J.C.

Journal:

IEEE Photonics Technology Letters

Year:

2006

Language:

english

File:

PDF, 214 KB

english, 2006

38

[IEEE 2016 European Frequency and Time Forum (EFTF) - York, United Kingdom (2016.4.4-2016.4.7)] 2016 European Frequency and Time Forum (EFTF) - Transparent thin film bulk acoustic wave resonators

DeMiguel-Ramos, Mario, Rughoobur, Girish, Flewitt, Andrew, Mirea, Teona, Diaz-Duran, Barbara, Olivares, Jimena, Clement, Marta, Iborra, Enrique

Year:

2016

Language:

english

File:

PDF, 1.25 MB

english, 2016

39

Carbon nanotube isolation layer enhancing in-liquid quality-factors of thin film bulk acoustic wave resonators for gravimetric sensing

Rughoobur, Girish, Sugime, Hisashi, DeMiguel-Ramos, Mario, Mirea, Teona, Zheng, Shan, Robertson, John, Iborra, Enrique, Flewitt, Andrew John

Journal:

Sensors and Actuators B: Chemical

Year:

2018

Language:

english

File:

PDF, 2.62 MB

english, 2018

40

Dietary response of early Pleistocene ungulate communities to the climate oscillations of the Gelasian/Calabrian transition in Central Italy

Strani, Flavia, DeMiguel, Daniel, Bellucci, Luca, Sardella, Raffaele

Journal:

Palaeogeography, Palaeoclimatology, Palaeoecology

Year:

2018

Language:

english

File:

PDF, 2.23 MB

english, 2018

41

Efficiency enhancement of GT-MHRs applied on ship propulsion plants

Ramon Ferreiro Garcia, José Carbia Carril, Alberto DeMiguel Catoira, Javier Romero Gomez

Journal:

Nuclear Engineering and Design

Year:

2012

Language:

english

File:

PDF, 516 KB

english, 2012

42

On the relationship between hypsodonty and longevity in Myotragus balearicus -A comment on van der Geer (2014)

JORDANA, Xavier, DeMIGUEL, Daniel, KÖHLER, Meike

Journal:

Integrative Zoology (Wiley)

Year:

2015

Language:

english

File:

PDF, 229 KB

english, 2015

43

Sheet resistance measurements of carbon nanotube forests for extended electrodes

Díaz-Durán, B., Olivares, J., Mirea, T., Clement, M., DeMiguel-Ramos, M., Sangrador, J., Iborra, E.

Journal:

Diamond and Related Materials

Year:

2016

Language:

english

File:

PDF, 1.07 MB

english, 2016

44

High-power charge-compensated unitraveling-carrier balanced photodetector

Ning Li, Hao Chen, S. Demiguel, Xiaowei Li, J.C. Campbell, T.D. Isshiki, G.S. Kinsey, R. Sudharsansan

Journal:

IEEE Photonics Technology Letters

Year:

2004

Language:

english

File:

PDF, 176 KB

english, 2004

45

A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application

Victor DeMiguel and Huifu Xu

Journal:

Operations Research

Year:

2009

Language:

english

File:

PDF, 2.39 MB

english, 2009

46

The effects of the “0.9 Ma event” on the Mediterranean ecosystems during the Early-Middle Pleistocene transition as revealed by dental wear patterns of fossil ungulates

Strani, Flavia, DeMiguel, Daniel, Alba, David M., Moyà-Solà, Salvador, Bellucci, Luca, Sardella, Raffaele, Madurell-Malapeira, Joan

Journal:

Quaternary Science Reviews

Year:

2019

File:

PDF, 1.19 MB

2019

47

Demonstration of high-speed staggered lineup GaAsSb-InP unitraveling carrier photodiodes

Liguang Zheng, Xiong Zhang, Yuping Zeng, S.R. Tatavarti, S.P. Watkins, C.R. Bolognesi, S. Demiguel, J.C. Campbell

Journal:

IEEE Photonics Technology Letters

Year:

2005

Language:

english

File:

PDF, 228 KB

english, 2005

48

An Animal Model of Abdominal Aortic Aneurysm Created with Peritoneal Patch: Technique and Initial Results

Manuel Maynar, Zhong Qian, Javier Hernandez, Fei Sun, Carmen DeMiguel, Veronica Crisostomo, Jesus Usón, Luis-Fernando Pineda, Carmen G. Espinoza, Wilfrido R. Castañeda

Journal:

CardioVascular and Interventional Radiology

Year:

2003

Language:

english

File:

PDF, 1.01 MB

english, 2003

49

A Transaction-Cost Perspective on the Multitude of Firm Characteristics

DeMiguel, Victor, MartÃn-Utrera, Alberto, Nogales, Francisco J, Uppal, Raman, Karolyi, Andrew

Journal:

Review of Financial Studies

Year:

2020

File:

PDF, 749 KB

2020

50

Short-cavity distributed Bragg reflector laser with an integrated tapered output waveguide

Chien, M., Koren, U., Koch, T.L., Miller, B.I., Oron, M., Young, M.G., Demiguel, J.L.

Journal:

IEEE Photonics Technology Letters

Year:

1991

Language:

english

File:

PDF, 184 KB

english, 1991

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