Phone: +971 2 651 5337
Campus: Abu Dhabi
Sequential Decision-Making, with applications to Revenue Management, Price Optimisation, Financial Engineering, and Market Microstructure, Models for Social Network Analysis
Uncertainty Data & Judgement, Models for Strategic Planning
Professor Sousa Lobo's work has appeared in leading publications such as Operations Research, Journal of Finance, Administrative Science Quarterly, Management Science, and Harvard Business Review. He has worked on methods for the analysis of social networks, in particular the role of affect in intra-organizational task networks, as well as on sequential decision making, with applications ranging from revenue management and optimal pricing to market microstructure and optimal trade execution. He is currently Director of the INSEAD Middle East Campus in Abu Dhabi and leading its development.
Miguel Sousa Lobo holds MS, MA, and PhD degrees from Stanford University, USA, and completed his undergraduate work at Instituto Superior Técnico, Portugal. After two years working with startup companies in Silicon Valley, and prior to joining INSEAD, he held academic appointments at Duke University's Fuqua School of Business and, as visiting professor, at Columbia University's Graduate School of Business.
- JOURNAL ARTICLES - Optimal Portfolio Liquidation with Distress Risk - Management Science
- JOURNAL ARTICLES - Resource and Revenue Management in Nonprofit Operations - Operations Research
- JOURNAL ARTICLES - When Competence is Irrelevant: The Role of Interpersonal Affect in Task-Related Ties - Administrative Science Quarterly
- JOURNAL ARTICLES - Episodic Liquidity Crises: Cooperative and Predatory Trading - Journal of Finance
- JOURNAL ARTICLES - Portfolio Optimization with Linear and Fixed Transaction Costs - Annals of Operations Research
- JOURNAL ARTICLES - Competent Jerks, Lovable Fools, and the Formation of Social Networks - Harvard Business Review
- JOURNAL ARTICLES - Applications of Second-order Cone Programming - Linear Algebra and its Applications