The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:
- Who is researching a specific topic?
- What is an expert, group or particular department researching?
The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.
Nogales Martin, Fco. Javier fjnm@est-econ.uc3m.es
Publications
- Articles 17
- Books 0
- Book chapters 0
- Conferences 2
- Working papers 11
- Technical reports 0
- Research projects 24
- Supervised theses 6
- Patent or software license 0
Stock return serial dependence and out-of-sample portfolio performance
- De Miguel, Victor
- Nogales Martin, Francisco Javier
- Uppal, Raman
REVIEW OF FINANCIAL STUDIES (p. 1031-1073) - 4/2014
https://doi.org/10.1093/rfs/hhu002 View at source
- EISSN 1465-7368
- ISSN 0893-9454
A transaction-cost perspective on the multitude of firm characteristics
- De Miguel, Victor
- Martin Utrera, Alberto
- Nogales Martin, Francisco Javier
- Uppal, Raman
REVIEW OF FINANCIAL STUDIES (p. 2180-2222) - 5/2020
https://doi.org/10.1093/rfs/hhz085 View at source
- EISSN 1465-7368
- ISSN 0893-9454
Portfolio Selection with Robust Estimation
- Nogales Martin, Francisco Javier
- De Miguel, Victor
OPERATIONS RESEARCH (p. 560-577) - 6/2009
https://doi.org/10.1287/opre.1080.0566 View at source
- EISSN 1526-5463
- ISSN 0030-364X
Retail Equilibrium with Switching Consumers in Electricity Markets.
- Ruiz Mora, Carlos
- Nogales Martin, Francisco Javier
- Prieto Fernandez, Francisco Javier
NETWORKS & SPATIAL ECONOMICS (p. 145-180) - 3/2018
10.1007/s11067-018-9384-3 View at source
- EISSN 1572-9427
- ISSN 1566-113X
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
- De Miguel, Victor
- Nogales Martin, Francisco Javier
MATHEMATICS OF OPERATIONS RESEARCH (p. 119-139) - 2/2008
https://doi.org/10.1287/moor.1070.0282 View at source
- EISSN 1526-5471
- ISSN 0364-765X
A Generalized Approach to Portfolio Optimization: Improving Performance By Constraining Portfolio Norms
- Nogales Martin, Francisco Javier
- De Miguel, Victor
- Garlappi, Lorenzo
- Uppal, Raman
MANAGEMENT SCIENCE (p. 798-812) - 1/2009
https://doi.org/10.1287/mnsc.1080.0986 View at source
- EISSN 1526-5501
- ISSN 0025-1909
Combining Multivariate Volatility Forecasts: An Economic-Based Approach
- Caldeira, João F.
- Moura, Guilherme V.
- Nogales Martin, Francisco Javier
- Alves Portela Santos, Andre
Journal of Financial Econometrics (p. 247-285) - 9/2017
https://doi.org/10.1093/jjfinec/nbw010 View at source
- EISSN 1479-8417
- ISSN 1479-8409
Electricity Pool Prices: Long-Term Uncertainty Characterization for Futures-Market Trading and Risk Management
- Conejo, Antonio J
- Nogales Martin, Francisco Javier
- Carrion, Miguel
- Morales, J.m
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (p. 235-245) - 2/2010
https://doi.org/10.1057/jors.2008.140 View at source
- EISSN 1476-9360
- ISSN 0160-5682
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
- De Miguel, Angel Victor
- Martin Utrera, Alberto
- Nogales Martin, Francisco Javier
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (p. 1443-1471) - 12/2015
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1017/s002210901500054x View at source
- EISSN 1756-6916
- ISSN 0022-1090
Improving the Graphical Lasso Estimation for the Precision Matrix Through Roots of the Sample Covariance Matrix
- Avagyan, Vahe
- Alonso Fernandez, Andres Modesto
- Nogales Martin, Francisco Javier
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS (p. 865-872) - 10/2017
Editor: Universidad Carlos III de Madrid. Departamento de Estadística
https://doi.org/10.1080/10618600.2017.1340890 View at source
- EISSN 1537-2715
- ISSN 1061-8600
This researcher has no books.
This researcher has no book chapters.
Calibration of Shrinkage Estimators for Portfolio Optimization
- De Miguel, Angel Victor
- Martin Utrera, Alberto
- Nogales Martin, Francisco Javier
INFORMS Annual Meeting: TransfORmation - 2011
Editor: Universidad Carlos III de Madrid. Departamento de Estadística
Retail competition with switching consumers in electricity markets
- Ruiz Mora, Carlos
- Nogales Martin, Francisco Javier
- Prieto Fernandez, Francisco Javier
2015
Editor: UNIVERSIDAD CARLOS III DE MADRID
LIBOR Additive Model Calibration to Swaptions Markets
- Perez Colino, Jesus
- Nogales Martin, Francisco Javier
- Stute, Winfried
2008
Editor: UNIVERSIDAD CARLOS III DE MADRID
A vehicle routing model with split delivery and stop nodes
- Berbotto, Leonardo Martin
- Garcia Saiz, Sergio Javier
- Nogales Martin, Francisco Javier
2011
Editor: Universidad Carlos III de Madrid. Departamento de Estadística
Predictive day-ahead offering for renewable generators in uncertain spot and balancing markets
- Feng, Wenxiu
- Ruiz Mora, Carlos
- Nogales Martin, Francisco Javier
2024
Editor: UNIVERSIDAD CARLOS III DE MADRID
D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties
- Avagyan, Vahe
- Alonso Fernandez, Andres Modesto
- Nogales Martin, Francisco Javier
2015
Multiperiod portfolio selection with transaction and market-impact costs
- De Miguel, Angel Victor
- Mei, Xiaoling
- Nogales Martin, Francisco Javier
2013
Editor: UNIVERSIDAD CARLOS III DE MADRID
Robust and sparse estimation of high-dimensional precision matrices via bivariate outlier detection
- Lafit, Ginette
- Nogales Martin, Francisco Javier
2017
Editor: UNIVERSIDAD CARLOS III DE MADRID
Ranking Edges and Model Selection in High-Dimensional Graphs
- Lafit, Ginette
- Nogales Martin, Francisco Javier
- Zamar, Ruben Horacio
2015
Editor: UNIVERSIDAD CARLOS III DE MADRID
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk
- Alves Portela Santos, Andre
- Nogales Martin, Francisco Javier
- Ruiz Ortega, Esther
Journal of Financial Econometrics (p. 400-441) - 4/2009
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1093/jjfinec/nbs015 View at source
- EISSN 1479-8417
- ISSN 1479-8409
Optimal Portfolios with Minimum Capital Requirements
- Alves Portela Santos, Andre
- Nogales Martin, Francisco Javier
- Ruiz Ortega, Esther
- Van Dijk, D
JOURNAL OF BANKING & FINANCE (p. 1928-1942) - 7/2010
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1016/j.jbankfin.2012.03.001 View at source
- EISSN 1872-6372
- ISSN 0378-4266
This researcher has no technical reports.
Desarrollo de un novedoso sistema de gestión inteligente de eficiencia energética
- Nogales Martin, Francisco Javier
- Alonso Fernandez, Andres Modesto
- Ruiz Mora, Carlos
Period: 16-01-2017 - 15-10-2017
Type of funding: Regional
Funding entity: AICOX SOLUCIONES S.A.
ZEROGASPAIN-CM-UC3M - Plan de contingencia para eliminar el gas natural del sistema eléctrico español: ¿Pueden las centrales termosolares sustituir a las centrales de ciclo combinado en los próximos años?
- Ruiz Mora, Carlos
- Gonzalez Gomez, Pedro Angel
- Santana Santana, Domingo Jose
- Nogales Martin, Francisco Javier
- Alonso Fernandez, Andres Modesto
- Fernandez Torrijos, Maria
- Rodriguez Reviejo, Tomas
- Sanchez Rocha, Patricia
Period: 01-01-2020 - 31-03-2022
Type of funding: Regional
Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION
CCG07-UC3M/ESP-3389 - Optimización de sistemas de grandes dimensiones mediante programación matemática.
- Niño Mora, Jose
- Nogales Martin, Francisco Javier
- Molina Ferragut, Elisenda
- Martin Barragan, Belen
- Garcia Quiles, Sergio
- D Auria, Bernardo
- Jacko, Peter
Period: 01-01-2008 - 28-02-2009
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
UC3M-MTM-05-075 - Modelos de optimización dinámica estocástica y combinatoria de sistemas productivos, logísticos y financieros
- Niño Mora, Jose
- Prieto Fernandez, Francisco Javier
- Nogales Martin, Francisco Javier
- Albareda Sambola, Maria
- Molina Ferragut, Elisenda
- Jacko, Peter
Period: 01-01-2006 - 31-12-2006
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
TED2021-130980B-I00 - Paideia: Desarrollo de un sistema para la mejora del diagnóstico y el tratamiento de las enfermedades del neurodesarrollo a través de herramientas digitales
- Delgado Gomez, David
- Pastor Perez, Luis
- Nogales Martin, Francisco Javier
- San Martin Lopez, Jose Javier
- Arribas Gil, Ana
- Ruiz Mora, Carlos
- Navarro Jimenez, Rocio
- Ardoy Cuadros, Juan
- Peñuelas Calvo, Inmaculada
- Sújar Garrido, Aarón
- Bayona Beriso, Sofia
- Robles Sanchez, Oscar David
- Garcia Lorenzo, Marcos José
- Mata, Susana
- Carmona Camacho, Rodrigo
- Martinez Martin, Nuria
- Miguelez Fernandez, Carolina
- Jimenez Fernandez, Sara
Period: 01-12-2022 - 30-11-2024
Type of funding: National
Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)
MTM2010-16519 - Optimización bajo incertidumbre en finanzas: nuevos modelos y tecnicas.
- Nogales Martin, Francisco Javier
- D Auria, Bernardo
- Martin Utrera, Alberto
- Berbotto, Leonardo Martin
- Delgado Gomez, David
Period: 01-01-2011 - 30-06-2014
Type of funding: National
Funding entity: MINISTERIO DE CIENCIA E INNOVACION
MTM2017-88979-P - Nuevos modelos de predicción y optimización bajo incertidumbre en el entorno del Data Science
- Nogales Martin, Francisco Javier
- Ruiz Mora, Carlos
- Prieto Fernandez, Francisco Javier
Period: 01-01-2018 - 30-09-2021
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
MTM2013-44902-P - Optimización regularizada: nuevos modelos y métodos en el análisis de big data
- Nogales Martin, Francisco Javier
- Prieto Fernandez, Francisco Javier
- Avagyan, Vahe
- Lafit, Ginette
- Fabila Carrasco, John Stewart
- Carballo Gonzalez, Alba
Period: 01-01-2014 - 30-06-2018
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
PID2020-116694GB-I00 - Optimización bajo incertidumbre y control estocástico: aplicaciones a mercados estocásticos en el paradigma del Big Data
- Ruiz Mora, Carlos
- Prieto Fernandez, Francisco Javier
- Nogales Martin, Francisco Javier
- D Auria, Bernardo
- Ferriero, Alessandro
Period: 01-09-2021 - 31-08-2024
Type of funding: National
Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)
Multivariate volatility models in financial risk management and portfolio selection
- Alves Portela Santos, Andre
- Nogales Martin, Francisco Javier
- Ruiz Ortega, Esther
Reading date: 01-06-2010
Reading institution: FACULTAD CIENCIAS SOCIALES Y JURIDICAS
New estimation methods for high dimensional inverse covariance matrices
- Alonso Fernandez, Andres Modesto
- Avagyan, Vahe
- Nogales Martin, Francisco Javier
Reading date: 18-02-2016
Parameter uncertainty in portfolio optimization
- De Miguel, Victor
- Martin Utrera, Alberto
- Nogales Martin, Francisco Javier
Reading date: 27-09-2013
Reading institution: FACULTAD CIENCIAS SOCIALES Y JURIDICAS
Dynamic portfolio selection with transaction costs and estimation error
- Mei, Xiaoling
- Nogales Martin, Francisco Javier
Reading date: 15-01-2016
Robust and Sparse Estimation of Large Precision Matrices
- Lafit, Ginette
- Nogales Martin, Francisco Javier
- Zamar, Ruben Horacio
Reading date: 28-09-2017
This researcher has no patents or software licenses.
Research groups
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