Referred Journal Articles
- Non-linear Equity Portfolio Variance Reduction Under a Mean-Variance Framework -- a Delta-Gamma Approach, with Sean W. Jewell and Traian A. Pirvu, Operations Research Letters, 41-6 (2013), 694-700.
- A New Class of Large Neighborhood Path-following Interior Point Algorithms for Semidefinite Optimization with O(√n L) Iteration Complexity, with Tamás Terlaky, SIAM J. On Optimization, 20-6 (2010), 2853-2875.
Working Papers
- The Downside of Reorder Flexibility Under Price Competition, with Philipp Afèche and Ming Hu, under revision for MSOM, 2014.
- Efficient Ignorance: Information Heterogeneity in a Queue, with Ming Hu and Jianfu Wang, under revision for Management Science, 2014.
- Optimal Staffing under Endogenous Arrivals with Heterogeneous Customer Time-of-Service Preferences, with Philipp Afèche, in preparation, 2014.