Victor DeMiguel

Professor Victor DeMiguel’s main research interest is portfolio optimization and asset pricing in the presence of parameter uncertainty and trading costs. More generally, he is interested in applications of optimization in finance and management.

He teaches MBA courses on Business Analytics and Financial Analytics. 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.