Robust Growth-Optimal Portfolios N Rujeerapaiboon, D Kuhn, W Wiesemann Management Science 62 (7), 2090–2109, 2016 | 69 | 2016 |
Scenario Reduction Revisited: Fundamental Limits and Guarantees N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann Mathematical Programming, 2018 | 66* | 2018 |
Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann SIAM Journal on Optimization, 2019 | 36 | 2019 |
Robust Multidimensional Pricing: Separation Without Regret Ç Koçyiğit, N Rujeerapaiboon, Daniel Mathematical Programming, 2021 | 35 | 2021 |
Chebyshev Inequalities for Products of Random Variables N Rujeerapaiboon, D Kuhn, W Wiesemann Mathematics of Operations Research, 2018 | 28 | 2018 |
A Revised Approach for Risk-Averse Multi-Armed Bandits under CVaR Criterion N Khajonchotpanya, Y Xue, N Rujeerapaiboon Operations Research Letters, 2021 | 19 | 2021 |
Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance BG Choi, N Rujeerapaiboon, R Jiang Operations Research Letters 44 (6), 801–807, 2016 | 11 | 2016 |
Regret Minimization and Separation in Multi-Bidder, Multi-Item Auctions Ç Koçyiğit, D Kuhn, N Rujeerapaiboon INFORMS Journal on Computing, 2024 | 8 | 2024 |
On Risk Reduction in Kelly Betting Using the Conservative Expected Value N Rujeerapaiboon, BR Barmish, D Kuhn 2018 IEEE conference on decision and control (CDC), 5801-5806, 2018 | 8 | 2018 |
Robust Data-Driven CARA Optimization L Chen, A Ramachandra, N Rujeerapaiboon, M Sim arXiv preprint arXiv:2107.06714, 2024 | 7* | 2024 |
A planner-trader decomposition for multimarket hydro scheduling K Schindler, N Rujeerapaiboon, D Kuhn, W Wiesemann Operations Research 72 (1), 185-202, 2024 | 7 | 2024 |
Resilience of long chain under disruption N Rujeerapaiboon, Y Zhong, D Zhu European Journal of Operational Research 309 (2), 597-615, 2023 | 5 | 2023 |
Analytically computing the moments of a conic combination of independent noncentral chi-square random variables and its application for the extended Cox–Ingersoll–Ross process … S Rujivan, A Sutchada, K Chumpong, N Rujeerapaiboon Mathematics 11 (5), 1276, 2023 | 5 | 2023 |
Distributionally Robust Inventory Management with Advance Purchase Contracts Y Xue, Y Li, N Rujeerapaiboon Available at SSRN 4101774, 2022 | 2 | 2022 |
Target-Oriented Regret Minimization for Satisficing Monopolists N Rujeerapaiboon, Y Wei, Y Xue International Conference on Web and Internet Economics, 563-581, 2023 | 1 | 2023 |
Optimal deployment of an equitable CAV platoonable corridor on road networks with mixed traffic flow D Zhu, T Xie, Y Liu, B Zou, N Rujeerapaiboon Transportation Research Part C: Emerging Technologies 157, 104399, 2023 | 1 | 2023 |
Discounted-Likelihood Valuation of Variance and Volatility Swaps N Rujeerapaiboon, S Rujivan, H Chen Available at SSRN 4312056, 2022 | 1 | 2022 |
Utility Elicitation and Maximization from Uncertain Certainty Equivalents N Rujeerapaiboon, C Luo Available at SSRN 4768970, 2024 | | 2024 |
Dimensionality Reduction in Dynamic Optimization under Uncertainty N Rujeerapaiboon École polytechnique fédérale de Lausanne, 2016 | | 2016 |
Option Pricing with Linear Programming N Rujeerapaiboon Imperial College London, 2012 | | 2012 |