Discussion paper DP16527 What Alleviates Crowding in Factor Investing? Victor DeMiguel Alberto Martin-Utrera Raman Uppal 9 Sep 2021 Financial Economics G11 G12 G23 L11
Discussion paper DP12417 A Portfolio Perspective on the Multitude of Firm Characteristics Victor DeMiguel Alberto Martin-Utrera Raman Uppal 1 Nov 2017 Financial Economics G11
Discussion paper DP9456 Stock Return Serial Dependence and Out-of-Sample Portfolio Performance Victor DeMiguel Raman Uppal 28 Apr 2013 Financial Economics G11
Discussion paper DP7686 Improving Portfolio Selection Using Option-Implied Volatility and Skewness Victor DeMiguel Yuliya Plyakha Raman Uppal Grigory Vilkov 14 Feb 2010 Financial Economics G11 G12 G13 G17
Discussion paper DP5142 How Inefficient is the 1/N Asset-Allocation Strategy? Lorenzo Garlappi Victor DeMiguel Raman Uppal 23 Jul 2005 Financial Economics G11