Miguel Sousa Lobo

I am an assistant professor of decision sciences at INSEAD. I completed my graduate work at Stanford University, with a Ph.D. from the Information Systems Laboratory and an M.A. in Political Science, and have previously taught at the business schools of Duke and Columbia University. My research interests include dynamic decision problems with applications in pricing and finance, and Bayesian models for intraorganizational networks and interpersonal affect. Publications include:
• Human Judgment is Heavy-Tailed: Empirical Evidence and Implications for the Aggregation of Estimates and Forecasts, with D. Yao, Management Science (forthcoming)
• Optimal Portfolio Liquidation with Distress Risk, with D. Brown and B. Carlin, Management Science (2010)
• Resource and Revenue Management in Nonprofit Operations, with F. de Vericourt, Operations Research (2009)
• Interpersonal Affect and Formation of Work Ties, with T. Casciaro, Administrative Science Quarterly (2008)
• Episodic Liquidy Crises: Cooperative and Predatory Trading, with B. Carlin and S. Viswanathan, Journal of Finance (2007)
• Portfolio Optimization with Linear and Fixed Transaction Costs, Annals of Operations Research (2007)
• Competent Jerks, Lovable Fools, and the Formation of Social Networks, Harvard Business Review (2005)
• Policies for Simultaneous Estimation and Optimization, Proceedings of the American Control Conference (1999)
• Applications of Second-order Cone Programming, Linear Algebra and its Applications (1998)

Here's my Curriculum Vitae.

Current and former cities

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Professional society web sites

Operations Research and Management Science (INFORMS)
Management (AOM)
Finance (AFA)
Decision Analysis (INFORMS/DAS)
Revenue Management and Pricing (INFORMS/RM)
Social Networks (INSNA)
Industrial and Applied Mathematics (SIAM)
Optimization (SIAG/OPT)
Electrical Engineering (IEEE)
Control (AACC)
Control (IEEE/CSS)
Statistics (ASA)