个人简介

Professor Victor DeMiguel’s main research interest is portfolio optimization in the presence of estimation error, transaction costs, and taxes. More generally, he is interested in applications of optimization in finance and management.

He teaches MBA courses on Business and Financial Analytics as well as the Decision Making Strategies for Leaders and the Advanced Development Programmes of Executive Education. He is the recipient of the Junior Faculty Teaching Award for 2003/2004 and the Outstanding Core Course Teaching Award for 2008/2009 at London Business School.

Professor DeMiguel’s papers have been published in most of the top journals of his field, including Management Science and Operations Research. One of his most popular papers received the Best Paper Award from the Institute for Quantitative Investment Research and was published in The Review of Financial Studies.

Professor DeMiguel is a regular speaker at academic and practitioner conferences on quantitative investment management and he has consulted for several financial institutions. He is a member of the editorial boards of Operations Research and Management Science.