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Miguel Lejeune

Personal Details

First Name:Miguel
Middle Name:
Last Name:Lejeune
Suffix:
RePEc Short-ID:ple536
[This author has chosen not to make the email address public]
http://home.gwu.edu/~mlejeune/

Affiliation

School of Business
George Washington University

Washington, District of Columbia (United States)
http://www.business.gwu.edu/
RePEc:edi:sbpgwus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pierre Bonami & Miguel A. Lejeune, 2009. "An Exact Solution Approach for Integer Constrained Portfolio Optimization Problems Under Stochastic Constraints," Post-Print hal-00421756, HAL.

Articles

  1. Eduardo Bered Fernandes Vieira & Tiago Pascoal Filomena & Leonardo Riegel Sant’anna & Miguel A. Lejeune, 2023. "Liquidity-constrained index tracking optimization models," Annals of Operations Research, Springer, vol. 330(1), pages 73-118, November.
  2. Nilay Noyan & Gábor Rudolf & Miguel Lejeune, 2022. "Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 729-751, March.
  3. Janiele E. S. C. Custodio & Miguel A. Lejeune, 2022. "Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 4-10, January.
  4. Ran Ji & Miguel A. Lejeune & Zhengyang Fan, 2022. "Distributionally robust portfolio optimization with linearized STARR performance measure," Quantitative Finance, Taylor & Francis Journals, vol. 22(1), pages 113-127, January.
  5. Roya Karimi & Jianqiang Cheng & Miguel A. Lejeune, 2021. "A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1015-1036, July.
  6. Ran Ji & Miguel A. Lejeune, 2021. "Data-Driven Optimization of Reward-Risk Ratio Measures," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1120-1137, July.
  7. Ran Ji & Miguel A. Lejeune, 2021. "Data-driven distributionally robust chance-constrained optimization with Wasserstein metric," Journal of Global Optimization, Springer, vol. 79(4), pages 779-811, April.
  8. Dmitry Anokhin & Payman Dehghanian & Miguel A. Lejeune & Jinshun Su, 2021. "Mobility‐As‐A‐Service for Resilience Delivery in Power Distribution Systems," Production and Operations Management, Production and Operations Management Society, vol. 30(8), pages 2492-2521, August.
  9. So Yeon Chun & Miguel A. Lejeune, 2020. "Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution," Management Science, INFORMS, vol. 66(8), pages 3735-3753, August.
  10. Miguel A. Lejeune & John Turner, 2019. "Planning Online Advertising Using Gini Indices," Operations Research, INFORMS, vol. 67(5), pages 1222-1245, September.
  11. Azrah Anparasan & Miguel Lejeune, 2019. "Resource deployment and donation allocation for epidemic outbreaks," Annals of Operations Research, Springer, vol. 283(1), pages 9-32, December.
  12. Custodio, Janiele & Lejeune, Miguel & Zavaleta, Antonio, 2019. "Note on “A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning”," European Journal of Operational Research, Elsevier, vol. 275(2), pages 793-794.
  13. Lejeune, Miguel & Lozin, Vadim & Lozina, Irina & Ragab, Ahmed & Yacout, Soumaya, 2019. "Recent advances in the theory and practice of Logical Analysis of Data," European Journal of Operational Research, Elsevier, vol. 275(1), pages 1-15.
  14. Miguel A. Lejeune & Francois Margot, 2018. "Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times," Management Science, INFORMS, vol. 64(12), pages 5481-5496, December.
  15. Miguel A. Lejeune & Janne Kettunen, 2018. "A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting," Computational Management Science, Springer, vol. 15(3), pages 583-597, October.
  16. Ran Ji & Miguel A. Lejeune, 2018. "Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints," Annals of Operations Research, Springer, vol. 262(2), pages 547-578, March.
  17. Azrah A. Anparasan & Miguel A. Lejeune, 2018. "Data laboratory for supply chain response models during epidemic outbreaks," Annals of Operations Research, Springer, vol. 270(1), pages 53-64, November.
  18. Miguel A. Lejeune & Janne Kettunen, 2017. "Managing Reliability and Stability Risks in Forest Harvesting," Manufacturing & Service Operations Management, INFORMS, vol. 19(4), pages 620-638, October.
  19. Ran Ji & Miguel A. Lejeune & Srinivas Y. Prasad, 2017. "Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria," Annals of Operations Research, Springer, vol. 248(1), pages 305-343, January.
  20. Lejeune, Miguel A. & Shen, Siqian, 2016. "Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization," European Journal of Operational Research, Elsevier, vol. 252(2), pages 522-539.
  21. Miguel A. Lejeune & François Margot, 2016. "Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities," Operations Research, INFORMS, vol. 64(4), pages 939-957, August.
  22. Xing Hong & Miguel A. Lejeune & Nilay Noyan, 2015. "Stochastic network design for disaster preparedness," IISE Transactions, Taylor & Francis Journals, vol. 47(4), pages 329-357, April.
  23. Bagchi, Prabir & Lejeune, Miguel A. & Alam, A., 2014. "How supply competency affects FDI decisions: Some insights," International Journal of Production Economics, Elsevier, vol. 147(PB), pages 239-251.
  24. Tiago P. Filomena & Miguel A. Lejeune, 2014. "Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs," Journal of Optimization Theory and Applications, Springer, vol. 161(1), pages 308-329, April.
  25. Batta, Rajan & Lejeune, Miguel & Prasad, Srinivas, 2014. "Public facility location using dispersion, population, and equity criteria," European Journal of Operational Research, Elsevier, vol. 234(3), pages 819-829.
  26. Lejeune, Miguel A., 2013. "Probabilistic modeling of multiperiod service levels," European Journal of Operational Research, Elsevier, vol. 230(2), pages 299-312.
  27. Miguel Lejeune, 2012. "Pattern definition of the p-efficiency concept," Annals of Operations Research, Springer, vol. 200(1), pages 23-36, November.
  28. Miguel A. Lejeune, 2012. "Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems," Operations Research, INFORMS, vol. 60(6), pages 1356-1372, December.
  29. Miguel A. Lejeune, 2012. "Game Theoretical Approach for Reliable Enhanced Indexation," Decision Analysis, INFORMS, vol. 9(2), pages 146-155, June.
  30. P. Hammer & A. Kogan & M. Lejeune, 2011. "Reverse-engineering country risk ratings: a combinatorial non-recursive model," Annals of Operations Research, Springer, vol. 188(1), pages 185-213, August.
  31. Miguel Lejeune, 2011. "A VaR Black–Litterman model for the construction of absolute return fund-of-funds," Quantitative Finance, Taylor & Francis Journals, vol. 11(10), pages 1489-1501.
  32. Miguel Lejeune & François Margot, 2011. "Optimization for simulation: LAD accelerator," Annals of Operations Research, Springer, vol. 188(1), pages 285-305, August.
  33. Lejeune, Miguel & Noyan, Nilay, 2010. "Mathematical programming approaches for generating p-efficient points," European Journal of Operational Research, Elsevier, vol. 207(2), pages 590-600, December.
  34. P. Bonami & M. A. Lejeune, 2009. "An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints," Operations Research, INFORMS, vol. 57(3), pages 650-670, June.
  35. Miguel A. Lejeune & Nevena Yakova, 2008. "Showcase Scheduling at Fred Astaire East Side Dance Studio," Interfaces, INFORMS, vol. 38(3), pages 176-186, June.
  36. M A Lejeune, 2008. "Preprocessing techniques and column generation algorithms for stochastically efficient demand," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(9), pages 1239-1252, September.
  37. Miguel A. Lejeune & Andrzej Ruszczyński, 2007. "An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems," Operations Research, INFORMS, vol. 55(2), pages 378-394, April.
  38. Hammer, P.L. & Kogan, A. & Lejeune, M.A., 2006. "Modeling country risk ratings using partial orders," European Journal of Operational Research, Elsevier, vol. 175(2), pages 836-859, December.
  39. Lejeune, M.A., 2006. "A variable neighborhood decomposition search method for supply chain management planning problems," European Journal of Operational Research, Elsevier, vol. 175(2), pages 959-976, December.
  40. Lejeune, Miguel A., 2003. "Heuristic optimization of experimental designs," European Journal of Operational Research, Elsevier, vol. 147(3), pages 484-498, June.
  41. Miguel A. Lejeune, 2002. "Awareness of Distributed Denial of Service Attacks' Dangers: Role of Internet Pricing Mechanisms," Netnomics, Springer, vol. 4(2), pages 145-162, November.
    RePEc:inm:orijoc:v:25:y:2013:i:4:p:701-719 is not listed on IDEAS
    RePEc:inm:oropre:v:68:y:2020:i:5:p:1356-1363 is not listed on IDEAS

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