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Details about Miguel Lejeune

Homepage:http://home.gwu.edu/~mlejeune/
Workplace:School of Business, George Washington University, (more information at EDIRC)

Access statistics for papers by Miguel Lejeune.

Last updated 2020-09-04. Update your information in the RePEc Author Service.

Short-id: ple536


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Working Papers

2009

  1. An Exact Solution Approach for Integer Constrained Portfolio Optimization Problems Under Stochastic Constraints
    Post-Print, HAL View citations (37)

Journal Articles

2020

  1. Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution
    Management Science, 2020, 66, (8), 3735-3753 Downloads View citations (1)

2019

  1. 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 Downloads
  2. Planning Online Advertising Using Gini Indices
    Operations Research, 2019, 67, (5), 1222-1245 Downloads
  3. Recent advances in the theory and practice of Logical Analysis of Data
    European Journal of Operational Research, 2019, 275, (1), 1-15 Downloads View citations (1)
  4. Resource deployment and donation allocation for epidemic outbreaks
    Annals of Operations Research, 2019, 283, (1), 9-32 Downloads View citations (2)

2018

  1. A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
    Computational Management Science, 2018, 15, (3), 583-597 Downloads View citations (1)
  2. Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times
    Management Science, 2018, 64, (12), 5481-5496 Downloads View citations (2)
  3. Data laboratory for supply chain response models during epidemic outbreaks
    Annals of Operations Research, 2018, 270, (1), 53-64 Downloads View citations (4)
  4. Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
    Annals of Operations Research, 2018, 262, (2), 547-578 Downloads View citations (2)

2017

  1. Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria
    Annals of Operations Research, 2017, 248, (1), 305-343 Downloads View citations (2)

2016

  1. Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization
    European Journal of Operational Research, 2016, 252, (2), 522-539 Downloads View citations (6)
  2. Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
    Operations Research, 2016, 64, (4), 939-957 Downloads View citations (9)

2015

  1. Stochastic network design for disaster preparedness
    IISE Transactions, 2015, 47, (4), 329-357 Downloads View citations (19)

2014

  1. How supply competency affects FDI decisions: Some insights
    International Journal of Production Economics, 2014, 147, (PB), 239-251 Downloads View citations (5)
  2. Public facility location using dispersion, population, and equity criteria
    European Journal of Operational Research, 2014, 234, (3), 819-829 Downloads View citations (10)
  3. Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs
    Journal of Optimization Theory and Applications, 2014, 161, (1), 308-329 Downloads View citations (4)

2013

  1. Construction of Risk-Averse Enhanced Index Funds
    INFORMS Journal on Computing, 2013, 25, (4), 701-719 Downloads View citations (7)
  2. Probabilistic modeling of multiperiod service levels
    European Journal of Operational Research, 2013, 230, (2), 299-312 Downloads View citations (3)

2012

  1. Game Theoretical Approach for Reliable Enhanced Indexation
    Decision Analysis, 2012, 9, (2), 146-155 Downloads View citations (7)
  2. Pattern definition of the p-efficiency concept
    Annals of Operations Research, 2012, 200, (1), 23-36 Downloads View citations (6)
  3. Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems
    Operations Research, 2012, 60, (6), 1356-1372 Downloads View citations (11)

2011

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

2010

  1. Mathematical programming approaches for generating p-efficient points
    European Journal of Operational Research, 2010, 207, (2), 590-600 Downloads View citations (9)

2009

  1. An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
    Operations Research, 2009, 57, (3), 650-670 Downloads View citations (29)

2008

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

2007

  1. An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems
    Operations Research, 2007, 55, (2), 378-394 Downloads View citations (7)

2006

  1. A variable neighborhood decomposition search method for supply chain management planning problems
    European Journal of Operational Research, 2006, 175, (2), 959-976 Downloads View citations (12)
  2. Modeling country risk ratings using partial orders
    European Journal of Operational Research, 2006, 175, (2), 836-859 Downloads View citations (16)

2003

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

2002

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