Lejeune Miguel A

Miguel A Lejeune

Information about the author Miguel A Lejeune will soon be added to the site.
Found 4 papers in total
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
2016
We propose a new and systematic reformulation and algorithmic approach to solve a...
Construction of Risk‐Averse Enhanced Index Funds
Construction of Risk‐Averse Enhanced Index Funds
2013
We propose a partial replication strategy to construct risk‐averse enhanced...
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments
2012
We propose a probabilistic version of the Markowitz portfolio problem with...
Showcase scheduling at Fred Astaire East Side Dance Studio
Showcase scheduling at Fred Astaire East Side Dance Studio
2008
The Fred Astaire East Side Dance Studio in New York City holds ballroom dancing...
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