Items where Author is "Nogales, Francisco J."

Journal Article

Martin Utrera, Alberto and DeMiguel, Victor and Uppal, Raman and Nogales, Francisco J. (2020) A Transaction-Cost Perspective on the Multitude of Firm Characteristics. Review of Financial Studies, 33 (5). 2180–2222. ISSN 0893-9454

DeMiguel, Victor and Martin Utrera, Alberto and Nogales, Francisco J. (2015) Parameter uncertainty in multiperiod portfolio optimization with transaction costs. Journal of Financial and Quantitative Analysis, 50 (6). pp. 1443-1471. ISSN 0022-1090

DeMiguel, Victor and Martin Utrera, Alberto and Nogales, Francisco J. (2013) Size matters : optimal calibration of shrinkage estimators for portfolio selection. Journal of Banking and Finance, 37 (8). pp. 3018-3034. ISSN 0378-4266

Monograph

Martin Utrera, Alberto and DeMiguel, Victor and Uppal, Raman and Nogales, Francisco J. (2017) A Transaction-Cost Perspective on the Multitude of Firm Characteristics. Working Paper. UNSPECIFIED.