Details about Miguel Lejeune

Access statistics for papers by Miguel Lejeune.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: ple536

Working Papers

2009

1. An Exact Solution Approach for Integer Constrained Portfolio Optimization Problems Under Stochastic Constraints
   Post-Print, HAL View citations (58)

Journal Articles

2023

1. Liquidity-constrained index tracking optimization models
   Annals of Operations Research, 2023, 330, (1), 73-118

2022

2. Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
   INFORMS Journal on Computing, 2022, 34, (2), 729-751 View citations (3)
3. Distributionally robust portfolio optimization with linearized STARR performance measure
   Quantitative Finance, 2022, 22, (1), 113-127 View citations (3)
4. Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests
   INFORMS Journal on Computing, 2022, 34, (1), 4-10

2021

5. A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
   INFORMS Journal on Computing, 2021, 33, (3), 1015-1036
6. Data-Driven Optimization of Reward-Risk Ratio Measures
   INFORMS Journal on Computing, 2021, 33, (3), 1120-1137 View citations (4)
7. Data-driven distributionally robust chance-constrained optimization with Wasserstein metric
   Journal of Global Optimization, 2021, 79, (4), 779-811 View citations (7)
8. Mobility‐As‐A‐Service for Resilience Delivery in Power Distribution Systems
   Production and Operations Management, 2021, 30, (8), 2492-2521 View citations (4)

2020

9. Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution
   Management Science, 2020, 66, (8), 3735-3753 View citations (5)

2019

10. Note on “A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning”
    European Journal of Operational Research, 2019, 275, (2), 793-794
11. Planning Online Advertising Using Gini Indices
    Operations Research, 2019, 67, (5), 1222-1245 View citations (1)
12. Recent advances in the theory and practice of Logical Analysis of Data
    European Journal of Operational Research, 2019, 275, (1), 1-15 View citations (1)
13. Resource deployment and donation allocation for epidemic outbreaks
    Annals of Operations Research, 2019, 283, (1), 9-32 View citations (16)

2018

14. A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
    Computational Management Science, 2018, 15, (3), 583-597 View citations (1)
15. Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times
    Management Science, 2018, 64, (12), 5481-5496 View citations (5)
16. Data laboratory for supply chain response models during epidemic outbreaks
    Annals of Operations Research, 2018, 270, (1), 53-64 View citations (13)
17. Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
    Annals of Operations Research, 2018, 262, (2), 547-578 View citations (8)

2017

18. Managing Reliability and Stability Risks in Forest Harvesting
    Manufacturing & Service Operations Management, 2017, 19, (4), 620-638 View citations (3)
19. Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria
    Annals of Operations Research, 2017, 248, (1), 305-343 View citations (4)

2016

20. Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization
    European Journal of Operational Research, 2016, 252, (2), 522-539 View citations (11)
21. Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
    Operations Research, 2016, 64, (4), 939-957 View citations (11)

2015

22. Stochastic network design for disaster preparedness
    IISE Transactions, 2015, 47, (4), 329-357 View citations (40)

2014

23. How supply competency affects FDI decisions: Some insights
    International Journal of Production Economics, 2014, 147, (PB), 239-251 View citations (7)
24. Public facility location using dispersion, population, and equity criteria
    European Journal of Operational Research, 2014, 234, (3), 819-829 View citations (14)
25. Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs
    Journal of Optimization Theory and Applications, 2014, 161, (1), 308-329 View citations (7)

2013

26. Probabilistic modeling of multiperiod service levels
    European Journal of Operational Research, 2013, 230, (2), 299-312 View citations (3)

2012

27. Game Theoretical Approach for Reliable Enhanced Indexation
    Decision Analysis, 2012, 9, (2), 146-155 View citations (14)
28. Pattern definition of the p-efficiency concept
    Annals of Operations Research, 2012, 200, (1), 23-36 View citations (6)
29. Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems
    Operations Research, 2012, 60, (6), 1356-1372 View citations (16)

2011

30. A VaR Black–Litterman model for the construction of absolute return fund-of-funds
    Quantitative Finance, 2011, 11, (10), 1489-1501 View citations (6)
31. Optimization for simulation: LAD accelerator
    Annals of Operations Research, 2011, 188, (1), 285-305 View citations (3)
32. Reverse-engineering country risk ratings: a combinatorial non-recursive model
    Annals of Operations Research, 2011, 188, (1), 185-213 View citations (10)

2010

33. Mathematical programming approaches for generating p-efficient points
    European Journal of Operational Research, 2010, 207, (2), 590-600 View citations (11)

2009

34. An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
    Operations Research, 2009, 57, (3), 650-670 View citations (58)

2008

35. Preprocessing techniques and column generation algorithms for stochastically efficient demand
    Journal of the Operational Research Society, 2008, 59, (9), 1239-1252 View citations (2)
36. Showcase Scheduling at Fred Astaire East Side Dance Studio
    Interfaces, 2008, 38, (3), 176-186 View citations (1)

2007

37. An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems
    Operations Research, 2007, 55, (2), 378-394 View citations (13)

2006

38. A variable neighborhood decomposition search method for supply chain management planning problems
    European Journal of Operational Research, 2006, 175, (2), 959-976 View citations (16)
39. Modeling country risk ratings using partial orders
    European Journal of Operational Research, 2006, 175, (2), 836-859 View citations (18)

2003

40. Heuristic optimization of experimental designs
    European Journal of Operational Research, 2003, 147, (3), 484-498 View citations (4)

2002

41. Awareness of Distributed Denial of Service Attacks' Dangers: Role of Internet Pricing Mechanisms
    Netnomics, 2002, 4, (2), 145-162