Concepedia

Karthik Natarajan

KN

Statistics

Publications

29

Citations

1.7K

H-Index

21

Active since

2004

Affiliations

National University of Singapore(Current)

Singapore University of Technology and Design

Massachusetts Institute of Technology

City University of Hong Kong

Babson College

Karthik Natarajan is an author at National University of Singapore specializing in optimization, mathematics, and natural sciences.

Publications per year

2004–2025

29

Publications

29

Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion

Dimitris Bertsimas, Xuan Vinh Doan, Karthik Natarajan et al. · Mathematics of Operations Research · 2010 · 221 citations

Natural Sciences, Industrial Engineering, Optimization +16

Constructing Risk Measures from Uncertainty Sets

Karthik Natarajan, Dessislava A. Pachamanova, Melvyn Sim · Operations Research · 2009 · 175 citations

Natural Sciences, Finance, Mathematics +15

Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization

Karthik Natarajan, Dessislava A. Pachamanova, Melvyn Sim · Management Science · 2008 · 143 citations

Business, Finance, Risk Management +17

TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION

Karthik Natarajan, Melvyn Sim, Joline Uichanco · Mathematical Finance · 2010 · 135 citations

Business, Economics, Finance +17

Persistency Model and Its Applications in Choice Modeling

Karthik Natarajan, Miao Song, Chung‐Piaw Teo · Management Science · 2008 · 115 citations

Natural Sciences, Decision Sciences, Mathematics +17

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