Victor DeMiguel
@VictorDeMiguel2
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Professor @LBS interested in portfolio management and asset pricing with estimation error and transaction costs
London
Joined May 2012
Brief practitioner article @LBS about "Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha," published at @J_Fin_Economics with @JGilBazo, @fjnogales, @AndrePortelaSa1 : https://t.co/Qx7luENYxp
london.edu
Active funds are a riskier proposition than passive funds, but research suggests they can sometimes be a gamble worth taking
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Tenure-Track Assistant Professor Faculty Position - Management Science & Operations
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Tenure-track faculty position open in the Management Science and Operations group at @LBS . More details here: https://t.co/mWkFHYf2mg
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If you're one of those who think that the US' exorbitant privilege is really a burden, give the Chancellor of the Exchequer a call.
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Short @LBS video about "Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha," published at @J_Fin_Economics with @JGilBazo, @fjnogales, @AndrePortelaSa1. https://t.co/RB7LvqxTSB via @YouTube
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We are accepting applications for a postdoctoral position at London Business School: https://t.co/GLecPqYyNV
london.edu
The Management Science and Operations area at London Business School invites applications for a one-year full-time data science research assistant position.
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Submission deadline approaching! Deadline for submission: February 1, 2025 at midnight Standard Pacific Time.
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I am excited about the relaunch of our Executive MBA programme: https://t.co/XwYE3374yl via @YouTube
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The AI-generated podcast for our paper "A Multifactor Perspective on Volatility-Managed Portfolios" with @MartinUtrera and @RamanUppalProf is surprisingly good: https://t.co/KQ8gvJShxK
notebooklm.google.com
Use the power of AI for quick summarization and note taking, NotebookLM is your powerful virtual research assistant rooted in information you can trust.
"A Multifactor Perspective on Volatility‐Managed Portfolios" with @MartinUtrera & @RamanUppalProf: https://t.co/tNV8sos3jf Multifactor portfolio whose factor weights vary with market volatility and accounts for trading costs outperforms benchmark out-of-sample and net of costs.
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I am looking forward to my seminar at CUNEF Universidad in Madrid tomorrow
New Seminars! 29/10/2024 - "Do the Trades and Holdings of Market Participants Contain Information About Stocks? A Machine-Learning Approach", with @VictorDeMiguel2 20/10/2024 - "Harmonic Maps Into The Sphere: How Bad Can They Be?", with Antoine Detaille #CUNEFReserch
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"A Multifactor Perspective on Volatility‐Managed Portfolios" with @MartinUtrera & @RamanUppalProf: https://t.co/tNV8sos3jf Multifactor portfolio whose factor weights vary with market volatility and accounts for trading costs outperforms benchmark out-of-sample and net of costs.
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Touching account of her @LBS experience from first-generation MBS student Divya. Breaking The Glass Ceiling: An Indian First-Generation Student’s Path To London Business School https://t.co/V9ZsqBquV4 via @PoetsAndQuants
poetsandquants.com
How a first-generation B-school student from India found herself studying for an MBA in London.
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Impressive how fast and efficient was the production process for our paper at @J_Fin_Economics. "Comparing factor models with price-impact costs" with @allen_lisicong and @MartinUtrera now in print:
Comparing Factor Models with Price-Impact Costs, with @allen_lisicong and @MartinUtrera, accepted (pending uploads) to @J_Fin_Economics. Grateful to editor @NickRoussanov and an outstanding referee who helped us greatly improve our empirical contribution: https://t.co/qlWaj91Dug
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When you cite a paper from 1688 and it makes into the official @EFA_org photostream:
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Comparing Factor Models with Price-Impact Costs, with @allen_lisicong and @MartinUtrera, accepted (pending uploads) to @J_Fin_Economics. Grateful to editor @NickRoussanov and an outstanding referee who helped us greatly improve our empirical contribution: https://t.co/qlWaj91Dug
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Congratulations @aedmans and @EliasPapaioann2 on your appointment as Fellows of the British Academy!
Thanks for your wishes for my name day; thanks to the @BritishAcademy_ for the incredible honor to join; and thanks to @JoeBiden for showing humility, courage, patriotism and decency. The British Academy welcomes 86 new Fellows in 2024
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@Econ_4_Everyone This is a condensed version of my Journal of Economic Perspectives piece with David and Jonathan. A number of journals link to this checklist in their referee invite emails. I agree the culture must change.
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Very insightful book presentation by @aedmans at @Wheeler_LBS! "May Contain Lies" is a deep dive into the world of misinformation and personal biases. Now I can't even trust my own grocery list...
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“The only credible way to address GPT-4o’s externality problem is for regulators to limit AI firms’ ability to collect and use the data their users share.” LBS’s @AlexSYang talks to @ProSyn about the high cost of GPT-40. https://t.co/SSjPfLWsNJ
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