Sunil Kumar

Independent

No Address Available

SCHOLARLY PAPERS

4

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796

CITATIONS
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in Total Papers Citations

26

Scholarly Papers (4)

1.

Multi-Dimensional Portfolio Optimization with Proportional Transaction Costs

Number of pages: 32 Posted: 13 Jul 2004
Kumar Muthuraman and Sunil Kumar
University of Texas at Austin - Red McCombs School of Business and Independent
Downloads 516 (52,910)
Citation 3

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Portfolio optimization, transaction costs, stochastic control, Hamilton-Jacobi-Bellman equation, free boundary problem

2.
Downloads 149 (195,543)
Citation 5

Self-Interested Routing in Queuing Networks

Management Science, Vol. 50, No. 7, 2004
Number of pages: 37 Posted: 07 Mar 2004
Sunil Kumar and Ali K. Parlakturk
Independent and University of North Carolina (UNC) at Chapel Hill - Operations Area
Downloads 77 (313,632)

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Self-Interested Routing in Queuing Networks

Stanford University GSB Research Paper No. 1782 (R)
Number of pages: 39 Posted: 13 Mar 2004
Sunil Kumar and Ali K. Parlakturk
Independent and University of North Carolina (UNC) at Chapel Hill - Operations Area
Downloads 72 (326,123)
Citation 1

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Customer Choice and Routing in Queueing Networks

Stanford GSB Working Paper No. 1782
Number of pages: 28 Posted: 15 Oct 2003
Sunil Kumar and Ali K. Parlakturk
Independent and University of North Carolina (UNC) at Chapel Hill - Operations Area
Downloads 101 (263,698)

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Customer Choice and Routing in Queueing Networks

Management Science, Vol. 50, No. 7, 2004
Posted: 06 Jul 2004
Sunil Kumar and Ali K. Parlakturk
Independent and University of North Carolina (UNC) at Chapel Hill - Operations Area

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4.

Multidimensional Portfolio Optimization with Proportional Transaction Costs

Mathematical Finance, Vol. 16, No. 2, pp. 301-335, April 2006
Number of pages: 35 Posted: 08 May 2006
Kumar Muthuraman and Sunil Kumar
University of Texas at Austin - Red McCombs School of Business and Independent
Downloads 30 (465,108)
Citation 4
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