| A unifying framework for several cutting plane methods for semidefinite programming K Krishnan, JE Mitchell Optimization Methods and Software 21 (1), 57-74, 2006 | 67 | 2006 |
| Linear programming approaches to semidefinite programming problems KK Sivaramakrishnan PhD thesis, Mathematical Sciences, Rensselaer, 2002 | 63* | 2002 |
| A semidefinite programming based polyhedral cut and price approach for the maxcut problem K Krishnan, JE Mitchell Computational Optimization and Applications 33 (1), 51-71, 2006 | 57 | 2006 |
| Interior point and semidefinite approaches in combinatorial optimization K Krishnan, T Terlaky Graph theory and combinatorial optimization, 101-157, 2005 | 35 | 2005 |
| Semi-infinite linear programming approaches to semidefinite programming problems K Krishnan, JE Mitchell Novel approaches to hard discrete optimization problems (P. Pardalos and H …, 2003 | 30 | 2003 |
| Properties of a cutting plane method for semidefinite programming KK Sivaramakrishnan, JE Mitchell Pacific Journal of Optimization 8 (4), 779-802, 2012 | 27* | 2012 |
| A parallel interior point decomposition algorithm for block angular semidefinite programs KK Sivaramakrishnan Computational Optimization and Applications 46, 1-29, 2010 | 17 | 2010 |
| Methods and apparatus employing hierarchical conditional variance to minimize downside risk of a multi-asset class portfolio and improved graphical user interface K Sivaramakrishnan US Patent App. 15/280,144, 2017 | 15 | 2017 |
| Improving the investment process with a custom risk model: A case study with the GLER model K Sivaramakrishnan, RA Stubbs The Journal of Investing 22 (4), 129-147, 2013 | 13 | 2013 |
| A conic interior point decomposition approach for large scale semidefinite programming KK Sivaramakrishnan, G Plaza, T Terlaky Technical report, Department of Mathematics, North Carolina State University …, 2005 | 9 | 2005 |
| Semi-infinite linear programming approaches to semidefinite programming (SDP) problems. Novel Approaches to Hard Discrete Optimization, edited by PM Pardalos and H. Wolkowicz K Sivaramakrishnan, J Mitchell Fields Institute Communications Series, American Math. Society, 2003 | 6 | 2003 |
| Alpha construction in a consistent investment process S Ceria, K Sivaramakrishnan, RA Stubbs Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack …, 2016 | 4 | 2016 |
| Multi-period portfolio optimization with alpha decay K Sivaramakrishnan, V Jeet, D Vandenbussche International Journal of Financial Engineering and Risk Management 4 (2 …, 2015 | 4 | 2015 |
| A CVaR Scenario-based Framework: Minimizing Downside Risk of Multi-asset Class Portfolios K Sivaramakrishnan, R Stamicar The Journal of Portfolio Management 44 (2), 114-129, 2018 | 3 | 2018 |
| Lower bounds for approximate factorizations via semidefinite programming E Kaltofen, B Li, K Sivaramakrishnan, Z Yang, L Zhi Proceedings of the 2007 international workshop on Symbolic-numeric …, 2007 | 3 | 2007 |
| Tax Management for Smart-Beta Indices K Sivaramakrishnan, Z Liu https://qontigo.com/tax-management-for-smart-beta-indices/, 2021 | 2 | 2021 |
| Methods and apparatus employing hierarchical conditional value at risk to minimize downside risk of a multi-asset class portfolio and improved graphical user interface K Sivaramakrishnan US Patent 11,195,232, 2021 | 1 | 2021 |
| Smart Beta: Even Smarter with an Optimizer and a Custom Risk Model K Sivaramakrishnan, M Brown, B and Kasturi https://www.researchgate.net/publication …, 2018 | 1 | 2018 |
| Minimizing downside risk in axioma portfolio with options K Sivaramakrishnan, R Stubbs, D Vandenbussche Axioma Research Paper, 2011 | 1 | 2011 |
| Methods and apparatus employing hierarchical conditional value at risk to minimize downside risk of a multi-asset class portfolio and improved graphical user interface K Sivaramakrishnan US Patent App. 17/511,954, 2022 | | 2022 |
John MitchellProf of Mathematical Sciences, RPIVerified email at rpi.edu
