Robust Growth-Optimal Portfolios N Rujeerapaiboon, D Kuhn, W Wiesemann Management Science 62 (7), 2090–2109, 2016 | 37 | 2016 |

Scenario Reduction Revisited: Fundamental Limits and Guarantees N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann Mathematical Programming, 2018 | 24 | 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 | 14 | 2019 |

Chebyshev Inequalities for Products of Random Variables N Rujeerapaiboon, D Kuhn, W Wiesemann Mathematics of Operations Research, 2018 | 10 | 2018 |

Robust Multidimensional Pricing: Separation Without Regret Ç Koçyiğit, N Rujeerapaiboon, Daniel Mathematical Programming, 2021 | 7 | 2021 |

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 | 4 | 2018 |

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 | 3 | 2016 |

A Revised Approach for Risk-Averse Multi-Armed Bandits under CVaR Criterion N Khajonchotpanya, Y Xue, N Rujeerapaiboon Operations Research Letters, 2021 | 1 | 2021 |

Robust Conic Satisficing A Ramachandra, N Rujeerapaiboon, M Sim Available at SSRN 3842446, 2021 | | 2021 |

Resiliency of Long Chains under Plant Disruptions D Zhu, N Rujeerapaiboon Available at SSRN 3835630, 2021 | | 2021 |

A Planner-Trader Decomposition for Multi-Market Hydro Scheduling K Schindler, N Rujeerapaiboon, D Kuhn, W Wiesemann arXiv preprint arXiv:2103.02806, 2021 | | 2021 |

Regret Minimization and Separation in Multi-Bidder Multi-Item Auctions Ç Koçyiğit, D Kuhn, N Rujeerapaiboon Available at SSRN 3636395, 2020 | | 2020 |

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 |