Concepedia

Napat Rujeerapaiboon

NR

Statistics

Publications

7

Citations

207

H-Index

7

Active since

2015

Affiliations

National University of Singapore(Current)

École Polytechnique Fédérale de Lausanne

Imperial College London

Napat Rujeerapaiboon is an author at National University of Singapore specializing in mathematical programming, computer science, and engineering.

Top concepts

Mathematical ProgrammingEngineeringComputer ScienceFinanceBusinessManagementProbabilityAsset PricingPortfolio OptimizationEntropy

Publications per year

2015–2023

7

Publications

7

Robust Growth-Optimal Portfolios

Napat Rujeerapaiboon, Daniel Kühn, Wolfram Wiesemann · Management Science · 2015 · 58 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +14

Scenario reduction revisited: fundamental limits and guarantees

Napat Rujeerapaiboon, Kilian Schindler, Daniel Kühn et al. · Mathematical Programming · 2018 · 57 citations · Full text

Mathematical Programming, Engineering, Constraint Satisfaction +9

Robust multidimensional pricing: separation without regret

Çağıl Koçyiğit, Napat Rujeerapaiboon, Daniel Kühn · Mathematical Programming · 2021 · 33 citations · Full text

Mathematical Programming, Dynamic Pricing, Asset Pricing +6

Chebyshev Inequalities for Products of Random Variables

Napat Rujeerapaiboon, Daniel Kühn, Wolfram Wiesemann · Mathematics of Operations Research · 2018 · 18 citations · Full text

Mathematical Programming, Engineering, Probability Bounds +14

A revised approach for risk-averse multi-armed bandits under CVaR criterion

Najakorn Khajonchotpanya, Yilin Xue, Napat Rujeerapaiboon · Operations Research Letters · 2021 · 15 citations

Portfolio Optimization, Engineering, Stochastic Optimization +7

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