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Nogales, Francisco J.

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Author ID: nogales.francisco-j Recent zbMATH articles by "Nogales, Francisco J."
Published as: Nogales, F. J.; Nogales, Francisco J.
Documents Indexed: 11 Publications since 2002

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 220 times in 205 Documents Cited by Year
A generalized approach to portfolio optimization: improving performance by constraining portfolio norms. Zbl 1232.91617
Demiguel, Victor; Garlappi, Lorenzo; Nogales, Francisco J.; Uppal, Raman
115
2009
Portfolio selection with robust estimation. Zbl 1233.91240
DeMiguel, Victor; Nogales, Francisco J.
56
2009
A two-sided relaxation scheme for mathematical programs with equilibrium constraints. Zbl 1122.90060
DeMiguel, Victor; Friedlander, Michael P.; Nogales, Francisco J.; Scholtes, Stefan
23
2005
A randomized granular tabu search heuristic for the split delivery vehicle routing problem. Zbl 1303.90008
Berbotto, Leonardo; García, Sergio; Nogales, Francisco J.
9
2014
Electricity price forecasting through transfer function models. Zbl 1086.91505
Nogales, F. J.; Coneijo, A. J.
5
2006
A decomposition procedure based on approximate Newton directions. Zbl 1023.90084
Conejo, A. J.; Nogales, F. J.; Prieto, F. J.
5
2002
A decomposition methodology applied to the multi-area optimal power flow problem. Zbl 1038.90502
Nogales, Francisco J.; Prieto, Francisco J.; Conejo, Antonio J.
4
2003
On decomposition methods for a class of partially separable nonlinear programs. Zbl 1190.90207
Demiguel, Victor; Nogales, Francisco J.
2
2008
D-trace estimation of a precision matrix using adaptive lasso penalties. Zbl 1414.62224
Avagyan, Vahe; Alonso, Andrés M.; Nogales, Francisco J.
1
2018
D-trace estimation of a precision matrix using adaptive lasso penalties. Zbl 1414.62224
Avagyan, Vahe; Alonso, Andrés M.; Nogales, Francisco J.
1
2018
A randomized granular tabu search heuristic for the split delivery vehicle routing problem. Zbl 1303.90008
Berbotto, Leonardo; García, Sergio; Nogales, Francisco J.
9
2014
A generalized approach to portfolio optimization: improving performance by constraining portfolio norms. Zbl 1232.91617
Demiguel, Victor; Garlappi, Lorenzo; Nogales, Francisco J.; Uppal, Raman
115
2009
Portfolio selection with robust estimation. Zbl 1233.91240
DeMiguel, Victor; Nogales, Francisco J.
56
2009
On decomposition methods for a class of partially separable nonlinear programs. Zbl 1190.90207
Demiguel, Victor; Nogales, Francisco J.
2
2008
Electricity price forecasting through transfer function models. Zbl 1086.91505
Nogales, F. J.; Coneijo, A. J.
5
2006
A two-sided relaxation scheme for mathematical programs with equilibrium constraints. Zbl 1122.90060
DeMiguel, Victor; Friedlander, Michael P.; Nogales, Francisco J.; Scholtes, Stefan
23
2005
A decomposition methodology applied to the multi-area optimal power flow problem. Zbl 1038.90502
Nogales, Francisco J.; Prieto, Francisco J.; Conejo, Antonio J.
4
2003
A decomposition procedure based on approximate Newton directions. Zbl 1023.90084
Conejo, A. J.; Nogales, F. J.; Prieto, F. J.
5
2002
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Cited by 457 Authors

8 Paterlini, Sandra
7 Kanzow, Christian
6 Schwartz, Alexandra
6 Takeda, Akiko
5 Gotoh, Jun-ya
5 Hoheisel, Tim
4 Pinar, Mustafa Çelebi
4 Pun, Chi Seng
3 Fan, Jianqing
3 Fastrich, Björn
3 Giuzio, Margherita
3 Kuhn, Daniel
3 Santos, André A. P.
3 Winker, Peter
3 Wong, Hoi Ying
2 Aït-Sahalia, Yacine
2 Bertsimas, Dimitris John
2 Bodnar, Taras
2 Chakrabarti, Deepayan
2 Corsaro, Stefania
2 De Simone, Valentina
2 Dussault, Jean-Pierre
2 Fabozzi, Frank J.
2 Frahm, Gabriel
2 Hanasusanto, Grani A.
2 Hassapis, Christis
2 Jasra, Ajay
2 Ji, Ran
2 Kadrani, Abdeslam
2 Kang, Zhilin
2 Lam, Clifford
2 Lejeune, Miguel A.
2 Levy, Haim
2 Li, Yingying
2 Li, Zhongfei
2 Lim, Andrew E. B.
2 Lu, Zhaosong
2 Moura, Guilherme V.
2 Parolya, Nestor R.
2 Post, Thierry
2 Recchia, Raffaella
2 Roitch, Vladimir
2 Rustem, Berc
2 Salahi, Maziar
2 Schmid, Wolfgang
2 Scutellà, Maria Grazia
2 Simaan, Yusif E.
2 Stein, Oliver
2 Thiele, Aurélie C.
2 Weissensteiner, Alex
2 Wiesemann, Wolfram
2 Wu, Jia
2 Xidonas, Panos
2 Xu, Fengmin
2 Zhang, Liwei
2 Zhang, Yi
2 Zheng, Xinghua
2 Zhu, Shushang
1 Abad, Carlos
1 Achtziger, Wolfgang
1 Adams, Niall M.
1 Adcock, C. J.
1 Adjiman, Claire S.
1 Ahn, Miju
1 Åkesson, Johan
1 Alabi, Adebayo
1 Alfieri, Elise
1 Allaj, Erindi
1 Allison, James S.
1 Anderson, Edward James
1 Archetti, Claudia
1 Arif, Muhammad
1 Arvanitis, Stelios
1 Asanga, Sujith
1 Asimit, Alexandru V.
1 Aw, Grace
1 Babat, Onur
1 Badescu, Alexandru M.
1 Bajeux-Besnainou, Isabelle
1 Baldick, Ross
1 Bandara, Wachindra
1 Baule, Rainer
1 Beasley, John E.
1 Benati, Stefano
1 Benchakroun, Abdelhamid
1 Benita, Francisco
1 Beskos, Alexandros
1 Biagini, Sara
1 Bian, Zhicun
1 Bianchessi, Nicola
1 Bjerring, Thomas Trier
1 Bollerslev, Tim
1 Bonaccolto, Giovanni
1 Bortfeldt, Andreas
1 Boudt, Kris
1 Boyd, Stephen Poythress
1 Branda, Martin
1 Branger, Nicole
1 Brodie, Joshua
1 Bucher, Max
...and 357 more Authors
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Cited in 67 Serials

32 European Journal of Operational Research
16 Annals of Operations Research
12 Computational Management Science
11 Quantitative Finance
8 Journal of Econometrics
8 Mathematical Programming. Series A. Series B
8 Computational Optimization and Applications
7 Computers & Operations Research
6 Optimization Methods & Software
6 SIAM Journal on Financial Mathematics
5 Operations Research
5 Journal of Economic Dynamics & Control
5 Computational Statistics and Data Analysis
5 Mathematical Problems in Engineering
4 Operations Research Letters
4 Journal of Industrial and Management Optimization
3 Optimization
2 Journal of the American Statistical Association
2 Journal of Multivariate Analysis
2 Journal of Global Optimization
2 International Transactions in Operational Research
2 Optimization and Engineering
2 RAIRO. Operations Research
2 Mathematics and Financial Economics
2 EURO Journal on Computational Optimization
1 Journal of Mathematical Analysis and Applications
1 Mathematical Methods in the Applied Sciences
1 The Annals of Statistics
1 Information Sciences
1 Journal of Economic Theory
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 Numerical Functional Analysis and Optimization
1 SIAM Journal on Numerical Analysis
1 Theory and Decision
1 Insurance Mathematics & Economics
1 Asia-Pacific Journal of Operational Research
1 Numerical Algorithms
1 Computational Statistics
1 Journal of Statistical Computation and Simulation
1 Proceedings of the National Academy of Sciences of the United States of America
1 Statistical Papers
1 Top
1 Applied Mathematical Finance
1 Journal of Nonparametric Statistics
1 Abstract and Applied Analysis
1 Mathematical Methods of Operations Research
1 Studies in Nonlinear Dynamics and Econometrics
1 New Journal of Physics
1 Brazilian Journal of Probability and Statistics
1 Entropy
1 Journal of Applied Mathematics and Computing
1 Structural and Multidisciplinary Optimization
1 4OR
1 North American Actuarial Journal
1 Fuzzy Optimization and Decision Making
1 Networks and Spatial Economics
1 Journal of Forecasting
1 Advances in Data Analysis and Classification. ADAC
1 Optimization Letters
1 Statistical Analysis and Data Mining
1 AStA. Advances in Statistical Analysis
1 Electronic Journal of Statistics
1 Algorithms
1 Science China. Mathematics
1 Statistics and Computing
1 Annals of Finance

Citations by Year