All Stories

  1. Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times

    Article • Management Science, February 2018, INFORMS

    Professor Miguel Lejeune

  2. Managing Reliability and Stability Risks in Forest Harvesting

    Article • Manufacturing & Service Operations Management, August 2017, INFORMS

    Professor Miguel Lejeune

  3. Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities

    Article • Operations Research, August 2016, INFORMS

    Professor Miguel Lejeune

  4. Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization

    Article • European Journal of Operational Research, July 2016, Elsevier

    Professor Miguel Lejeune

  5. A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry

    Article • Optimization and Engineering, March 2016, Springer Science + Business Media

    Professor Miguel Lejeune

  6. Erratum to: Threshold Boolean form for joint probabilistic constraints with random technology matrix

    Article • Mathematical Programming, December 2015, Springer Science + Business Media

    Professor Miguel Lejeune

  7. Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints

    Article • Annals of Operations Research, October 2015, Springer Science + Business Media

    Professor Miguel Lejeune

  8. Stochastic network design for disaster preparedness

    Article • IIE Transactions, November 2014, Taylor & Francis

    Professor Miguel Lejeune

  9. Combinatorial Methods for Constructing Credit Risk Ratings

    Article • August 2014, Springer Science + Business Media

    Professor Miguel Lejeune

  10. Public facility location using dispersion, population, and equity criteria

    Article • European Journal of Operational Research, May 2014, Elsevier

    Professor Miguel Lejeune

  11. How supply competency affects FDI decisions: Some insights

    Article • International Journal of Production Economics, January 2014, Elsevier

    Professor Miguel Lejeune

  12. Threshold Boolean form for joint probabilistic constraints with random technology matrix

    Article • Mathematical Programming, December 2013, Springer Science + Business Media

    Professor Miguel Lejeune

  13. Construction of Risk-Averse Enhanced Index Funds

    Article • INFORMS Journal on Computing, November 2013, INFORMS

    Professor Miguel Lejeune

  14. Probabilistic modeling of multiperiod service levels

    Article • European Journal of Operational Research, October 2013, Elsevier

    Professor Miguel Lejeune

  15. Effectiveness-equity models for facility location problems on tree networks

    Article • Networks, June 2013, Wiley

    Professor Miguel Lejeune

  16. Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs

    Article • Journal of Optimization Theory and Applications, June 2013, Springer Science + Business Media

    Professor Miguel Lejeune

  17. Portfolio Optimization with Combinatorial and Downside Return Constraints

    Article • January 2013, Springer Science + Business Media

    Professor Miguel Lejeune

  18. Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems

    Article • Operations Research, December 2012, INFORMS

    Professor Miguel Lejeune

  19. A logical analysis of banks’ financial strength ratings

    Article • Expert Systems with Applications, July 2012, Elsevier

    Professor Miguel Lejeune

  20. Game Theoretical Approach for Reliable Enhanced Indexation

    Article • Decision Analysis, June 2012, INFORMS

    Professor Miguel Lejeune

  21. Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments

    Article • Operations Research Letters, May 2012, Elsevier

    Professor Miguel Lejeune

  22. A VaR Black–Litterman model for the construction of absolute return fund-of-funds

    Article • Quantitative Finance, October 2011, Taylor & Francis

    Professor Miguel Lejeune

  23. Pattern definition of the p-efficiency concept

    Article • Annals of Operations Research, November 2010, Springer Science + Business Media

    Professor Miguel Lejeune

  24. Combinatorial Methods for Constructing Credit Risk Ratings

    Article • January 2010, Springer Science + Business Media

    Professor Miguel Lejeune

  25. An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

    Article • Operations Research, June 2009, INFORMS

    Professor Miguel Lejeune

  26. Optimization for simulation: LAD accelerator

    Article • Annals of Operations Research, February 2009, Springer Science + Business Media

    Professor Miguel Lejeune

  27. MIP reformulations of the probabilistic set covering problem

    Article • Mathematical Programming, June 2008, Springer Science + Business Media

    Professor Miguel Lejeune

  28. Showcase Scheduling at Fred Astaire East Side Dance Studio

    Article • INFORMS Journal on Applied Analytics, June 2008, INFORMS

    Professor Miguel Lejeune

  29. Integer programming solution approach for inventory-production–distribution problems with direct shipments

    Article • International Transactions in Operational Research, May 2008, Wiley

    Professor Miguel Lejeune

  30. An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems

    Article • Operations Research, April 2007, INFORMS

    Professor Miguel Lejeune

  31. Heuristic optimization of experimental designs

    Article • European Journal of Operational Research, June 2003, Elsevier

    Professor Miguel Lejeune

  32. A “Coordinate-Columnwise” Exchange Algorithm for the Construction of Supersaturated, Saturated, and Non-Saturated Experimental Designs

    Article • American Journal of Mathematical and Management Sciences, January 2003, Taylor & Francis

    Professor Miguel Lejeune

  33. Measuring the impact of data mining on churn management

    Article • Internet Research, December 2001, Emerald

    Professor Miguel Lejeune

  34. Planning Online Advertising Using Lorenz Curves

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Miguel Lejeune, John G Turner

  35. A Logical Analysis of Banks’ Financial Strength Ratings

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Miguel Lejeune

  36. Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Miguel Lejeune

  37. Threshold Boolean Form for Joint Probabilistic Constraints with Random Technology Matrix

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Miguel Lejeune

  38. Construction of Risk-Averse Enhanced Index Funds

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Miguel Lejeune

  39. Data-Driven Optimization of Ambiguous Reward-Risk Ratio Measures

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Miguel Lejeune

  40. Reverse-Engineering Country Risk Ratings: Combinatorial Non-Recursive Model

    Article • SSRN Electronic Journal, Elsevier

    Professor Miguel Lejeune

  41. An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Miguel Lejeune