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Kartik Sivaramakrishnan
Kartik Sivaramakrishnan
Director of Research at Axioma
Verified email at axioma.com - Homepage
Title
Cited by
Cited by
Year
A unifying framework for several cutting plane methods for semidefinite programming
K Krishnan, JE Mitchell
Optimization Methods and Software 21 (1), 57-74, 2006
632006
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
562006
Linear programming approaches to semidefinite programming problems
KK Sivaramakrishnan
PhD thesis, Mathematical Sciences, Rensselaer, 2002
56*2002
Se finite Linear Programming Approaches to Semidefinite Programming Problems
K Krishnan, JE Mitchell
Novel Approaches to Hard Discrete Optimization 37, 123, 2003
312003
Interior point and semidefinite approaches in combinatorial optimization
K Krishnan, T Terlaky
Graph theory and combinatorial optimization, 101-157, 2005
302005
Properties of a cutting plane method for semidefinite programming
KK Sivaramakrishnan, JE Mitchell
Pacific Journal of Optimization 8 (4), 779-802, 2012
21*2012
A parallel interior point decomposition algorithm for block angular semidefinite programs
KK Sivaramakrishnan
Computational Optimization and Applications 46 (1), 1-29, 2010
162010
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
112013
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
102017
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
82005
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
62003
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
32018
Alpha construction in a consistent investment process
S Ceria, K Sivaramakrishnan, RA Stubbs
Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack …, 2016
32016
Multi-period portfolio optimization with alpha decay
K Sivaramakrishnan, V Jeet, D Vandenbussche
International Journal of Financial Engineering and Risk Management 4 (2 …, 2015
32015
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
32007
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
12021
Minimizing downside risk in axioma portfolio with options
K Sivaramakrishnan, R Stubbs, D Vandenbussche
Axioma Research Paper, 2011
12011
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
Tax Management for Smart-Beta Indices
K Sivaramakrishnan, Z Liu
https://qontigo.com/tax-management-for-smart-beta-indices/, 2021
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
2018
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