Victor DeMiguel
|In Person |Research| Papers| Courses| CV |

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My research focuses on the design, analysis, and application of optimization models and methods for managerial decision making. I work on two different areas: portfolio selection and supply chain competition.

Portfolio selection

• Investment anomalies
• Portfolio selection with estimation error.
• Portfolio selection with transaction costs and taxes.
• Slides on Data-Driven Investment Management, Keynote talk at CMS 2014, Lisbon. (Slides.pdf).

Supply chain competition

• Multi-tier competition models.
• Equilibrium existence and uniqueness.
• Methodologies for equilibrium computation.

Current collaborators

• Elodie Adida
• Nitin Bakshi
• Woonam Hwang
• Alberto Martin-Utrera
• Francisco J. Nogales
• Alba V. Olivares-Nadal
• Yuliya Plyakha
• Raman Uppal
• Grigory Vilkov
• Mei Xiaoling

Links

• Google Scholar Citations

• Download manuscripts

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| London Business School |  Management Science and Operations |