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.
SIAM J. Optim., 2019

2018
Chebyshev Inequalities for Products of Random Variables.
Math. Oper. Res., 2018

On Risk Reduction in Kelly Betting Using the Conservative Expected Value.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2016
Multi-period portfolio optimization: Translation of autocorrelation risk to excess variance.
Oper. Res. Lett., 2016

Robust Growth-Optimal Portfolios.
Manag. Sci., 2016


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