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Construction of risk-averse enhanced index funds
Lejeune, Miguel A.; Samatlı-Paç, Gülay - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 701-719
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010203600
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Managing reliability and stability risks in forest harvesting
Lejeune, Miguel A.; Kettunen, Janne - In: Manufacturing & service operations management : M & SOM 19 (2017) 4, pp. 620-638
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011770573
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Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
Ji, Ran; Lejeune, Miguel A. - In: Risk management decisions and wealth management in …, (pp. 547-578). 2018
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011871712
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Aeromedical battlefield evacuation under endogenous uncertainty in casualty delivery times
Lejeune, Miguel A.; Margot, François - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5481-5496
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011964511
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Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon; Lejeune, Miguel A. - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3735-3753
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012289204
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Profit-based unit commitment models with price-responsive decision-dependent uncertainty
Lejeune, Miguel A.; Dehghanian, Payman; Ma, Wenbo - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1052-1064
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014456935