10
H index
11
i10 index
381
Citations
George Washington University | 10 H index 11 i10 index 381 Citations RESEARCH PRODUCTION: 44 Articles 1 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Miguel Lejeune. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| European Journal of Operational Research | 9 |
| Annals of Operations Research | 8 |
| Journal of Optimization Theory and Applications | 2 |
| Quantitative Finance | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Risk Budgeting Allocation for Dynamic Risk Measures. (2024). Targino, Rodrigo ; Saporito, Yuri F ; Pesenti, Silvana M ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2305.11319. Full description at Econpapers || Download paper |
| 2024 | Portfolio optimisation: bridging the gap between theory and practice. (2024). Valle, Cristiano Arbex. In: Papers. RePEc:arx:papers:2407.00887. Full description at Econpapers || Download paper |
| 2025 | Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks. (2025). Korangi, Kamesh ; Bravo, Cristi'An ; Mues, Christophe. In: Papers. RePEc:arx:papers:2407.15532. Full description at Econpapers || Download paper |
| 2025 | The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization. (2025). Murthy, Karthyek ; Deo, Anand. In: Papers. RePEc:arx:papers:2504.07728. Full description at Econpapers || Download paper |
| 2025 | Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty. (2025). Yadav, Rupendra ; Mehra, Aparna. In: Papers. RePEc:arx:papers:2509.00447. Full description at Econpapers || Download paper |
| 2025 | Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective. (2025). Xu, Peng. In: Papers. RePEc:arx:papers:2509.22896. Full description at Econpapers || Download paper |
| 2025 | Where to Experiment? Site Selection Under Distribution Shift via Optimal Transport and Wasserstein DRO. (2025). Bouyamourn, Adam. In: Papers. RePEc:arx:papers:2511.04658. Full description at Econpapers || Download paper |
| 2024 | Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Ahn, Kwangwon ; Park, Jungyeon ; Jeon, Jooyoung ; Kim, Hokyun ; Petropoulos, Fotios ; Alvarenga, Estevo ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733. Full description at Econpapers || Download paper |
| 2025 | Sequential service restoration with grid-interactive flexibility from building AC systems for resilient microgrids under endogenous and exogenous uncertainties. (2025). Song, Ziyou ; Hatziargyriou, Nikos D ; Wang, Chong ; Chen, Dong ; Lei, Shunbo ; Ma, Cheng. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s0306261924017343. Full description at Econpapers || Download paper |
| 2024 | A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data. (2024). Ketkov, Sergey S. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:602-615. Full description at Econpapers || Download paper |
| 2024 | Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation. (2024). Peng, Shen ; Jiang, Jie. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:616-627. Full description at Econpapers || Download paper |
| 2024 | Profit-based unit commitment models with price-responsive decision-dependent uncertainty. (2024). Ma, Wenbo ; Dehghanian, Payman ; Lejeune, Miguel A. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1052-1064. Full description at Econpapers || Download paper |
| 2025 | Optimizing integrated berth allocation and quay crane assignment: A distributionally robust approach. (2025). Xiang, XI ; Wang, QI ; Miao, Lixin ; Zhang, Canrong. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:593-615. Full description at Econpapers || Download paper |
| 2025 | The impact of frequency and magnitude of natural disasters on inventory prepositioning. (2025). Asgari, Nasrin ; Ruiz, Rubn ; Farahani, Reza Zanjirani ; Ghasemzadeh, Fatemeh ; Fardi, Keyvan ; Laker, Benjamin. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:511-540. Full description at Econpapers || Download paper |
| 2025 | Optimal ranking model of fuzzy preference relations with self-confidence for addressing self-confidence failure. (2025). Luo, Dandan ; Zhang, Chonghui ; Benjamin, Lev ; Su, Weihua. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:615-628. Full description at Econpapers || Download paper |
| 2024 | Value of sorting and recovery in post-disaster relief aid distribution. (2024). Salman, Sibel F ; Acar, Muge ; Alegoz, Mehmet. In: Omega. RePEc:eee:jomega:v:122:y:2024:i:c:s030504832300110x. Full description at Econpapers || Download paper |
| 2025 | Robust doctor–patient assignment with endogenous service duration uncertainty and no-show behavior. (2025). Wang, Shanshan ; Peng, Chun ; Ji, Menglei ; Li, Jinlin. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048325000052. Full description at Econpapers || Download paper |
| 2024 | Distributional robustness based on Wasserstein-metric approach for humanitarian logistics problem under road disruptions. (2024). Ding, Xianghai ; Gao, Yingying ; Yu, Wuyang. In: Operations Research Perspectives. RePEc:eee:oprepe:v:13:y:2024:i:c:s2214716024000216. Full description at Econpapers || Download paper |
| 2025 | Machine learning applied to forecasting the manufacturing time of new products prototypes and ETO products: An exploratory study. (2025). Rosa, Roberto Canedo ; Macdo, Sanderson Csar ; Gonalves, Marcelo Carneiro. In: International Journal of Production Economics. RePEc:eee:proeco:v:287:y:2025:i:c:s0925527325001732. Full description at Econpapers || Download paper |
| 2025 | Can CFOs improve enterprise loan bargaining power? An empirical analysis based on CFO characteristics. (2025). Feng, Qingwen ; Wei, QI ; Dong, Yan ; Hui, Zhiyang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s027553192500193x. Full description at Econpapers || Download paper |
| 2025 | Fairness-oriented multi-objective optimization of supply chain planning under uncertainties. (2025). Liu, Songsong ; Yang, Zijing. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:99:y:2025:i:c:s0038012125000473. Full description at Econpapers || Download paper |
| 2024 | Random games under normal mean–variance mixture distributed independent linear joint chance constraints. (2024). Singh, Vikas Vikram ; Nguyen, Hoang Nam ; Lisser, Abdel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000051. Full description at Econpapers || Download paper |
| 2024 | Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach. (2024). Yang, Xiaoying ; Cui, Tianxiang ; Ding, Shusheng ; Du, Nanjiang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006297. Full description at Econpapers || Download paper |
| 2024 | Multi-period distributionally robust emergency medical service location model with customized ambiguity sets. (2024). Wu, Zhongqi ; Zhou, Yangye ; Liang, Xiaoyu ; Jiang, Hui. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:181:y:2024:i:c:s1366554523003678. Full description at Econpapers || Download paper |
| 2024 | Data-driven drone pre-positioning for traffic accident rapid assessment. (2024). Meng, Zhu ; Liu, Zhaocai ; Yang, Yuance ; Zhu, Ning ; Zhang, Guowei ; Ke, Ginger Y. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:183:y:2024:i:c:s1366554524000425. Full description at Econpapers || Download paper |
| 2024 | The capacitated r-hub interdiction problem with congestion: Models and solution approaches. (2024). Bhatt, Sneha Dhyani ; Jayaswal, Sachin ; Sinha, Ankur. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524000723. Full description at Econpapers || Download paper |
| 2024 | Enhancing emergency medical service location model for spatial accessibility and equity under random demand and travel time. (2024). Wu, Zhongqi ; Zhou, Yangye ; Jiang, Hui ; Li, Haoyan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524000929. Full description at Econpapers || Download paper |
| 2024 | Hybrid risk-averse location-inventory-allocation with secondary disaster considerations in disaster relief logistics: A distributionally robust approach. (2024). Yang, Lixing ; Yuen, Kum Fai ; Dong, Jianjun ; Wang, Duo. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:186:y:2024:i:c:s1366554524001492. Full description at Econpapers || Download paper |
| 2025 | Designing integrated relief aid procurement and last-mile distribution strategies for disaster response operations. (2025). Nawazish, Mohammed ; Padhi, Sidhartha S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:200:y:2025:i:c:s1366554525002248. Full description at Econpapers || Download paper |
| 2025 | Sequential resource allocation for humanitarian operations using approximate dynamic programming. (2025). Lee, Paul Tae-Woo ; Abareshi, Ahmad ; Ansari, Sina ; Fadaki, Masih. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:201:y:2025:i:c:s1366554525002546. Full description at Econpapers || Download paper |
| 2025 | Wasserstein Distributionally Robust Optimization for Chance Constrained Facility Location Under Uncertain Demand. (2025). Seyedi, Iman ; Candelieri, Antonio ; Messina, Enza ; Archetti, Francesco. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2144-:d:1691516. Full description at Econpapers || Download paper |
| 2025 | Modeling Portfolio Selection Under Intuitionistic Fuzzy Environments. (2025). Derya, Tusan ; Kelce, Mehve Gliz ; Atalay, Kumru Didem. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:20:p:3303-:d:1772607. Full description at Econpapers || Download paper |
| 2024 | Designing a Framework to Support Multi-Criteria Decision Analysis for Sustainable Public Facility Location: Insights from Centro Hospitalar Oeste, Portugal. (2024). Gonalves, Carlos ; Barroso, Srgio ; Spolaor, Slvia ; Calado, Liliana ; Vieira, Snia. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:9719-:d:1516317. Full description at Econpapers || Download paper |
| 2024 | An Efficient Global Optimal Method for Cardinality Constrained Portfolio Optimization. (2024). Xu, Wei ; Cedric, Ka Fai ; Tang, Jie ; Peng, Jian Wen. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:2:p:690-704. Full description at Econpapers || Download paper |
| 2024 | A simple way to integrate distributed storage into a wholesale electricity market. (2024). Lamadrid L., Alberto ; Mount, Timothy D ; Lu, Hao. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:65:y:2024:i:1:d:10.1007_s11149-023-09467-w. Full description at Econpapers || Download paper |
| 2025 | Efficiency versus fairness in link recommendation algorithms. (2025). Mandel, Antoine ; Rusinowska, Agnieszka ; Grabisch, Michel. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:25001. Full description at Econpapers || Download paper |
| 2025 | Hundreds of grocery outlets needed across the United States to achieve walkable cities. (2025). Speakman, Emily ; Skipper, Daphne ; Logan, Tom M ; Horton, Drew. In: Nature Communications. RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-61454-1. Full description at Econpapers || Download paper |
| 2025 | The celebrity disaster area effect: exploring the impact of social media on the distribution of humanitarian goods. (2025). Lu, YI ; Li, Rui ; Zhang, Liuyue ; Wang, Yuhang. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04722-1. Full description at Econpapers || Download paper |
| 2024 | Measuring the impact of donations at the Bottom of the Pyramid (BoP) amid the COVID-19 pandemic. (2024). PICANCO RODRIGUES, VINICIUS ; Leiras, Adriana ; Ceryno, Paula Santos ; Alves, Luiza Ribeiro. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:3:d:10.1007_s10479-021-04378-5. Full description at Econpapers || Download paper |
| 2024 | Learnings from COVID-19 for managing humanitarian supply chains: systematic literature review and future research directions. (2024). Kumar, Pravin ; Singh, Rajesh Kumar ; Shahgholian, Azar. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:3:d:10.1007_s10479-022-04753-w. Full description at Econpapers || Download paper |
| 2024 | A robust multi-objective model for healthcare resource management and location planning during pandemics. (2024). Eriskin, Levent ; Karatas, Mumtaz ; Zheng, Yu-Jun. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:3:d:10.1007_s10479-022-04760-x. Full description at Econpapers || Download paper |
| 2024 | COVID-19 vaccine hesitancy: a social media analysis using deep learning. (2024). Nyawa, Serge ; Fosso-Wamba, Samuel ; Tchuente, Dieudonne. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-04792-3. Full description at Econpapers || Download paper |
| 2024 | Resource management in disaster relief: a bibliometric and content-analysis-based literature review. (2024). Gong, YU ; Geng, Shaoqing ; Onggo, Bhakti Stephan ; Yang, Jianliang ; Hou, Hanping. In: Annals of Operations Research. RePEc:spr:annopr:v:343:y:2024:i:1:d:10.1007_s10479-024-06324-7. Full description at Econpapers || Download paper |
| 2025 | Understanding the role of technological complexity in sustainability transitions using stochastic, bi-level optimization. (2025). Boyd, Nathan T ; Gabriel, Steven A. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:1:d:10.1007_s10287-025-00534-5. Full description at Econpapers || Download paper |
| 2024 | Multi-verse metaheuristic and deep learning approach for portfolio selection with higher moments. (2024). , Nupur ; Sahay, Rishi Rajan ; Jain, Veena. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:15:y:2024:i:5:d:10.1007_s13198-023-02218-2. Full description at Econpapers || Download paper |
| 2024 | A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies. (2024). el Mansour, Meriam ; Lepinette, Emmanuel ; Cherif, Dorsaf. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:201:y:2024:i:3:d:10.1007_s10957-024-02409-2. Full description at Econpapers || Download paper |
| 2025 | Mixed Integer Programming Model for Planning Interventions to Care for Cardiovascular Patients After Natural Disasters. (2025). Farzana, Faria ; Perez, Eduardo. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:3:d:10.1007_s43069-025-00535-9. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Mobility‐As‐A‐Service for Resilience Delivery in Power Distribution Systems In: Production and Operations Management. [Full Text][Citation analysis] | article | 5 |
| 2003 | Heuristic optimization of experimental designs In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 2006 | Modeling country risk ratings using partial orders In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 13 |
| 2006 | A variable neighborhood decomposition search method for supply chain management planning problems In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 16 |
| 2010 | Mathematical programming approaches for generating p-efficient points In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 8 |
| 2013 | Probabilistic modeling of multiperiod service levels In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 2014 | Public facility location using dispersion, population, and equity criteria In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 16 |
| 2016 | Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 8 |
| 2019 | Recent advances in the theory and practice of Logical Analysis of Data In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2019 | Note on “A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning” In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2014 | How supply competency affects FDI decisions: Some insights In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 6 |
| 2009 | An Exact Solution Approach for Integer Constrained Portfolio Optimization Problems Under Stochastic Constraints In: Post-Print. [Citation analysis] | paper | 53 |
| 2012 | Game Theoretical Approach for Reliable Enhanced Indexation In: Decision Analysis. [Full Text][Citation analysis] | article | 14 |
| 2013 | Construction of Risk-Averse Enhanced Index Funds In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 6 |
| 2021 | A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 0 |
| 2021 | Data-Driven Optimization of Reward-Risk Ratio Measures In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 4 |
| 2022 | Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 0 |
| 2022 | Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 6 |
| 2008 | Showcase Scheduling at Fred Astaire East Side Dance Studio In: Interfaces. [Full Text][Citation analysis] | article | 1 |
| 2018 | Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times In: Management Science. [Full Text][Citation analysis] | article | 5 |
| 2020 | Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution In: Management Science. [Full Text][Citation analysis] | article | 7 |
| 2017 | Managing Reliability and Stability Risks in Forest Harvesting In: Manufacturing & Service Operations Management. [Full Text][Citation analysis] | article | 2 |
| 2007 | An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems In: Operations Research. [Full Text][Citation analysis] | article | 9 |
| 2009 | An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints In: Operations Research. [Full Text][Citation analysis] | article | 53 |
| 2012 | Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems In: Operations Research. [Full Text][Citation analysis] | article | 11 |
| 2016 | Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities In: Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2019 | Planning Online Advertising Using Gini Indices In: Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2025 | Drone-Delivery Network for Opioid Overdose: Nonlinear Integer Queueing-Optimization Models and Methods In: Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2002 | Awareness of Distributed Denial of Service Attacks Dangers: Role of Internet Pricing Mechanisms In: Netnomics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Preprocessing techniques and column generation algorithms for stochastically efficient demand In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 1 |
| 2011 | Reverse-engineering country risk ratings: a combinatorial non-recursive model In: Annals of Operations Research. [Full Text][Citation analysis] | article | 7 |
| 2011 | Optimization for simulation: LAD accelerator In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2012 | Pattern definition of the p-efficiency concept In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2017 | Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria In: Annals of Operations Research. [Full Text][Citation analysis] | article | 5 |
| 2018 | Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints In: Annals of Operations Research. [Full Text][Citation analysis] | article | 9 |
| 2018 | Data laboratory for supply chain response models during epidemic outbreaks In: Annals of Operations Research. [Full Text][Citation analysis] | article | 15 |
| 2019 | Resource deployment and donation allocation for epidemic outbreaks In: Annals of Operations Research. [Full Text][Citation analysis] | article | 18 |
| 2023 | Liquidity-constrained index tracking optimization models In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2018 | A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting In: Computational Management Science. [Full Text][Citation analysis] | article | 0 |
| 2021 | Data-driven distributionally robust chance-constrained optimization with Wasserstein metric In: Journal of Global Optimization. [Full Text][Citation analysis] | article | 8 |
| 2014 | Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 5 |
| 2024 | Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 1 |
| 2011 | A VaR Black–Litterman model for the construction of absolute return fund-of-funds In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | Distributionally robust portfolio optimization with linearized STARR performance measure In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2015 | Stochastic network design for disaster preparedness In: IISE Transactions. [Full Text][Citation analysis] | article | 41 |
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