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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://www.econbiz.de/10010203600
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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://www.econbiz.de/10011538579
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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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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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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