Victor DeMiguel

Victor DeMiguel is a Professor of Management Science and Operations at London Business School, holding an MSc from Madrid and a PhD from Stanford. His research integrates machine learning, AI, and optimization to address portfolio management, asset pricing, and market frictions. He teaches MBA courses in Business Analytics and Financial Analytics and has received teaching awards for excellence.

Research Focus: DeMiguel explores portfolio optimization under uncertainty, transaction costs, and market inefficiencies. His work bridges finance, operations research, and AI, emphasizing practical applications in asset management and quantitative investment strategies.

Publications: His articles (15 most recent extracted) consistently focus on portfolio theory, factor investing, and machine learning in finance. Key themes include transaction-cost modeling, volatility management, and data-driven fund selection, published in top journals like Management Science and Journal of Finance.

Awards:

• Bates-White Best Paper Award (2023)
• INFORMS Finance Student Paper Award (2023)
• Junior Faculty Teaching Award (2003/2004)
• Outstanding Core Course Teaching Award (2008/2009)
• Best Paper Award from the Institute for Quantitative Investment Research

Professional Activities: He serves on editorial boards for Operations Research and Management Science and consults for asset-management firms. No advising or grant details are provided.