Victor DeMiguel

Finance · 2009–2020

A researcher in the Science corpus: 7 papers; trusts 52 researchers and is trusted by 59 researchers here, as inferred from the citation graph.

Subfields

Whom Victor DeMiguel trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Olivier Ledoit
  2. Michael Wolf
  3. Ravi Jagannathan
  4. Ľuboš Pástor
  5. J. Lewellen
  6. Dimitris Nicolas Politis
  7. Philippe Jorion
  8. Kenneth R. French
  9. Lorenzo Garlappi
  10. Oliver Ledoit

Who trusts Victor DeMiguel overall

  1. Olivier Ledoit
  2. Clifford Lam
  3. Yacine Aït-Sahalia
  4. Emmanouil Platanakis
  5. Michael Wolf
  6. Francisco Javier Nogales
  7. Asger Lunde
  8. A. Kourtis
  9. Georg Ch. Pflug
  10. G. D. Nard

Papers from Victor DeMiguel's perspective

Ordered by how strongly the researchers Victor DeMiguel trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  3. The Cross-Section of Volatility and Expected Returns
  4. The other side of value: The gross profitability premium.
  5. The Cross Section of Expected Stock Returns
  6. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  7. Regression Shrinkage and Selection via the Lasso
  8. On Estimating the Expected Return on the Market: An Exploratory Investigation
  9. The Pricing of Options and Corporate Liabilities
  10. Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies

Their papers