Portfolio Selection with Robust EstimationDEMIGUEL, Victor; NOGALES, Francisco J.Operations research. 2009, Vol 57, Num 3, pp 560-577, issn 0030-364X, 18 p.Article

Solving dynamic stochastic economic models by mathematical programming decomposition methodsESTEBAN-BRAVO, Mercedes; NOGALES, Francisco J.Computers & operations research. 2008, Vol 35, Num 1, pp 226-240, issn 0305-0548, 15 p.Article

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio NormsDEMIGUEL, Victor; GARLAPPI, Lorenzo; NOGALES, Francisco J et al.Management science. 2009, Vol 55, Num 5, pp 798-812, issn 0025-1909, 15 p.Article