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ECONIS (ZBW)
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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://www.econbiz.de/10009546517
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2
A framework for solving chance-constrained linear matrix inequality programs
Karimi, Roya
;
Cheng, Jianqiang
;
Lejeune, Miguel A.
- In:
INFORMS journal on computing : JOC
33
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://www.econbiz.de/10012631641
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3
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://www.econbiz.de/10012289204
Saved in:
4
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://www.econbiz.de/10012301548
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5
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://www.econbiz.de/10011923008
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6
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://www.econbiz.de/10011770573
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7
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://www.econbiz.de/10014456935
Saved in:
8
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://www.econbiz.de/10013343228
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