Impossible to disable power saving on Wifi

to maximize the performance of my wifi connection I would like to disable Power Saving on my Intel 7260 PCIe board, but when I send the command

iwconfig wlan0 power off

I get the error

Error for wireless request "Set Power Management" (8B2C) :
    SET failed on device wlan0 ; Invalid argument.

I also tried with

sudo iw wlan0 set power_save off

but I get an similar error.

Is wifi power saving locked by a kernel setting?