Miguel Lejeune
Miguel Lejeune, assistant professor of decision sciences, authored three papers published in 2012:
- “Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems,” Operations Research, 60 (6), 1356-1372;
- “Pattern Definition of the p-Efficiency Concept,” Annals of Operations Research 200 (1), 23-36; and
- “Game Theoretical Approach for Reliable Enhanced Indexation,” Decision Analysis 9 (2), 146-155.
Lejeune co-authored two papers published last year:
- “Stochastic Portfolio Optimization with Proportional Transaction Costs: Convex Reformulations and Computational Experiments” (with T. Filomena), Operations Research Letters 40 (1), 207-212; and
- “A Logical Analysis of Banks’ Financial Strength Ratings” (with P.L. Hammer and A. Kogan), Expert Systems with Applications 39 (9), 7808-7821.
Posted by gwsb on February 12, 2013 | Filed under: GWSB News,Publications.
