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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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Stochastic portfolio optimization with proportional transaction costs : convex reformulations and computational experiments
Filomena, Tiago P.; Lejeune, Miguel A. - In: Operations research letters 40 (2012) 3, pp. 212-217
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009546517
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Solving chance-constrained optimization problems with stochastic quadraric inequalities
Lejeune, Miguel A.; Margot, François - In: Operations research 64 (2016) 4, pp. 939-957
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011538579
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A factional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
Lejeune, Miguel A.; Kettunen, Janne - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 583-597
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011923008
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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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Technical note: waterfall and agile product development approaches : disjunctive stochastic programming formulations
Kettunen, Janne; Lejeune, Miguel A. - In: Operations research 68 (2020) 5, pp. 1356-1363
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012301548
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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
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Data-driven project portfolio selection : decision-dependent stochastic programming formulations with reliability and time to market requirements
Kettunen, Janne; Lejeune, Miguel A. - In: Computers & operations research : and their … 143 (2022), pp. 1-13
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013343228