Research
Miguel Sousa Lobo


Google Scholar research profile (see also citations count by INSEAD Libraries).

Google

Interested in pursuing a Ph.D. in Decision Sciences? See the INSEAD Ph.D. programme, and the specialization in Decision Sciences.


Social Networks

A Short JAGS Tutorial with an Interpersonal Perception/Social Network Example (Professional Development Workshop, Academy of Management 2011 Meeting, tutorial, files for example)

Affective Primacy in Intraorganizational Task Networks (with T. Casciaro, under review)

When Competence Is Irrelevant: The Role of Interpersonal Affect in Task-Related Ties (with T. Casciaro, 2008, Administrative Science Quarterly, article)

Competent Jerks, Lovable Fools, and the Formation of Social Networks (with T. Casciaro, 2005, Harvard Business Review, article)

Decision Analysis and Revenue Management

Human Judgment is Heavy-Tailed: Empirical Evidence and Implications for the Aggregation of Estimates and Forecasts (with D. Yao, forthcoming, Management Science, article)

Resource and Revenue Management in Nonprofit Organizations (with F. de Véricourt, 2009, Operations Research, article)

Pricing and Learning with Uncertain Demand (working paper, talk)

Finance

Optimal Portfolio Liquidation with Distress Risk (with D. Brown and B. Carlin, 2010, Management Science, article)

Episodic Liquidity Crises: Breakdowns in Cooperative Trading (with B. Carlin and S. Viswanathan, 2007, Journal of Finance, article)

Portfolio Optimization with Fixed Transaction Costs (with M. Fazel and S. Boyd, 2006, Annals of Operations Research, article)

The Worst-case Risk of a Portfolio (technical report)

Robust and Convex Optimization with Application in Finance (PhD thesis, abstract)

Optimization and Control

Simultaneous Estimation and Optimization (with S. Boyd, 1999, Proceedings of the ACC, article)

Applications of Second-Order Cone Programming (with L. Vandenberghe, S. Boyd, H. Lebret, 1998, Linear Algebra and Its Applications, article, talk)

Sampling k of n (technical report)