Napat Rujeerapaiboon

According to our database1, Napat Rujeerapaiboon authored at least 5 papers between 2016 and 2019.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2019
Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization.
[BibTeX]
[DOI]
Napat Rujeerapaiboon
,
Kilian Schindler
,
Daniel Kuhn
,
Wolfram Wiesemann
SIAM J. Optim., 2019

2018
Chebyshev Inequalities for Products of Random Variables.
[BibTeX]
[DOI]
Napat Rujeerapaiboon
,
Daniel Kuhn
,
Wolfram Wiesemann
Math. Oper. Res., 2018

On Risk Reduction in Kelly Betting Using the Conservative Expected Value.
[BibTeX]
[DOI]
Napat Rujeerapaiboon
,
B. Ross Barmish
,
Daniel Kuhn
Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2016
Multi-period portfolio optimization: Translation of autocorrelation risk to excess variance.
[BibTeX]
[DOI]
Byung-Geun Choi
,
Napat Rujeerapaiboon
,
Ruiwei Jiang
Oper. Res. Lett., 2016

Robust Growth-Optimal Portfolios.
[BibTeX]
[DOI]
Napat Rujeerapaiboon
,
Daniel Kuhn
,
Wolfram Wiesemann
Manag. Sci., 2016


  Loading...