Carlos Abad

Columbia University - Department of Industrial Engineering and Operations Research (IEOR)

Doctoral Candidate

321 S.W. Mudd Building

500 West 120th Street

New York, NY 10027

United States

SCHOLARLY PAPERS

2

DOWNLOADS

272

CITATIONS

0

Scholarly Papers (2)

1.

Portfolio Selection with Multiple Spectral Risk Constraints

Advanced Risk & Portfolio Management Paper
Number of pages: 20 Posted: 15 Nov 2012 Last Revised: 25 Mar 2015
Carlos Abad and Garud Iyengar
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 225 (97,492)

Abstract:

large scale portfolio optimization, coherent risk measures, first-order algorithms

2.

A Near-Optimal Maintenance Policy for Automated DR Devices

Number of pages: 8 Posted: 22 Oct 2014 Last Revised: 25 Mar 2015
Carlos Abad and Garud Iyengar
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 13 (448,519)

Abstract:

Automated Demand Response, Dynamic programming, Bayes procedures