DeMiguel Victor

Victor DeMiguel

Information about the author Victor DeMiguel will soon be added to the site.
Found 6 papers in total
Supplier Capacity and Intermediary Profits: Can Less Be More?
Supplier Capacity and Intermediary Profits: Can Less Be More?
2016
We identify market conditions under which intermediaries can thrive in...
Supply Chain Competition with Multiple Manufacturers and Retailers
Supply Chain Competition with Multiple Manufacturers and Retailers
2011
We study competition in a supply chain where multiple manufacturers compete in...
A stochastic multiple-leader Stackelberg model: Analysis, computation, and application
A stochastic multiple-leader Stackelberg model: Analysis, computation, and application
2009
We study an oligopoly consisting of M leaders and N followers that supply a...
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
2008
We study two different decomposition algorithms for the general (nonconvex) partially...
A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms
A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms
2009
We provide a general framework for finding portfolios that perform well out-of-sample...
Portfolio investment with the exact tax basis via nonlinear programming
Portfolio investment with the exact tax basis via nonlinear programming
2005
Computing the optimal portfolio policy of an investor facing capital gains tax is a...
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