Iyengar Garud

Garud Iyengar

Information about the author Garud Iyengar will soon be added to the site.
Found 5 papers in total
Modeling Multimodal Continuous Heterogeneity in Conjoint Analysis–A Sparse Learning Approach
Modeling Multimodal Continuous Heterogeneity in Conjoint Analysis–A Sparse Learning Approach
2017
Consumers’ preferences can often be represented using a multimodal continuous...
Tax-Aware Dynamic Asset Allocation
Tax-Aware Dynamic Asset Allocation
2016
We consider dynamic asset allocation problems where the agent is required to pay...
An Axiomatic Approach to Systemic Risk
An Axiomatic Approach to Systemic Risk
2013
Systemic risk refers to the risk of collapse of an entire complex system as a result...
Fast gradient descent method for Mean‐CVaR optimization
Fast gradient descent method for Mean‐CVaR optimization
2013
We propose an iterative gradient descent algorithm for solving scenario‐based...
Inverse conic programming with applications
Inverse conic programming with applications
2005
Linear programming duality yields efficient algorithms for solving inverse linear...
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