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 and Judgement, Models for Strategic Planning
Miguel Sousa Lobo is an Associate Professor of Decision Sciences at INSEAD. He holds MS, MA, and PhD degrees from Stanford University, USA, and completed his undergraduate degree at Instituto Superior Técnico, Portugal. After working for two years 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. He is currently the Academic Director of the INSEAD Middle East Campus and has led the establishment of the new campus in Abu Dhabi’s financial centre.
Prof. 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-organisational task networks, as well as sequential decision making, with applications ranging from revenue management and optimal pricing to market microstructure and optimal trade execution.
- 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