ARIMA models to predict next-day electricity prices J Contreras, R Espinola, FJ Nogales, AJ Conejo IEEE transactions on power systems 18 (3), 1014-1020, 2003 | 2124 | 2003 |
Forecasting next-day electricity prices by time series models FJ Nogales, J Contreras, AJ Conejo, R Espínola IEEE Transactions on power systems 17 (2), 342-348, 2002 | 1297 | 2002 |
A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms V DeMiguel, L Garlappi, FJ Nogales, R Uppal Management science 55 (5), 798-812, 2009 | 1208 | 2009 |
Portfolio selection with robust estimation V DeMiguel, FJ Nogales Operations research 57 (3), 560-577, 2009 | 466 | 2009 |
Price-taker bidding strategy under price uncertainty AJ Conejo, FJ Nogales, JM Arroyo IEEE Transactions on Power Systems 17 (4), 1081-1088, 2002 | 442 | 2002 |
A decomposition methodology applied to the multi-area optimal power flow problem FJ Nogales, FJ Prieto, AJ Conejo Annals of operations research 120, 99-116, 2003 | 276 | 2003 |
A decomposition procedure based on approximate Newton directions AJ Conejo, FJ Nogales, FJ Prieto Mathematical programming 93, 495-515, 2002 | 256 | 2002 |
Risk-constrained self-scheduling of a thermal power producer AJ Conejo, FJ Nogales, JM Arroyo, R García-Bertrand IEEE Transactions on Power Systems 19 (3), 1569-1574, 2004 | 229 | 2004 |
Electricity price forecasting through transfer function models FJ Nogales, AJ Conejo Journal of the Operational Research Society 57, 350-356, 2006 | 195 | 2006 |
Stock return serial dependence and out-of-sample portfolio performance V DeMiguel, FJ Nogales, R Uppal The Review of Financial Studies 27 (4), 1031-1073, 2014 | 194 | 2014 |
A transaction-cost perspective on the multitude of firm characteristics V DeMiguel, A Martin-Utrera, FJ Nogales, R Uppal The Review of Financial Studies 33 (5), 2180-2222, 2020 | 184 | 2020 |
Size matters: Optimal calibration of shrinkage estimators for portfolio selection V DeMiguel, A Martin-Utrera, FJ Nogales Journal of Banking & Finance 37 (8), 3018-3034, 2013 | 177 | 2013 |
Comparing univariate and multivariate models to forecast portfolio value-at-risk AAP Santos, FJ Nogales, E Ruiz Journal of financial econometrics 11 (2), 400-441, 2013 | 126 | 2013 |
A two-sided relaxation scheme for mathematical programs with equilibrium constraints V DeMiguel, MP Friedlander, FJ Nogales, S Scholtes SIAM Journal on Optimization 16 (2), 587-609, 2005 | 117 | 2005 |
A randomized granular tabu search heuristic for the split delivery vehicle routing problem L Berbotto, S García, FJ Nogales Annals of Operations Research 222, 153-173, 2014 | 79 | 2014 |
Multiperiod Portfolio Optimization with General Transaction Costs X Mei, V DeMiguel, FJ Nogales Journal of Banking and Finance 69, 108-120, 2016 | 76 | 2016 |
Parameter uncertainty in multiperiod portfolio optimization with transaction costs V DeMiguel, A Martín-Utrera, FJ Nogales Journal of Financial and Quantitative Analysis 50 (6), 1443-1471, 2015 | 65 | 2015 |
A portfolio perspective on the multitude of firm characteristics V DeMiguel, A Martin Utrera, FJ Nogales, R Uppal CEPR Discussion Paper No. DP12417, 2017 | 55 | 2017 |
Multi-area AC optimal power flow: A new decomposition approach FJ Nogales, FJ Prieto, AJ Conejo Proceedings of the 13th power systems control conference (PSCC), 1201-1206, 1999 | 45 | 1999 |
Hierarchical Clustering for Smart Meter Electricity Loads Based on Quantile Autocovariances AM Alonso, FJ Nogales, C Ruiz IEEE Transactions on Smart Grid, 2020 | 41 | 2020 |