Garud Iyengar

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

331 S.W. Mudd Building

500 West 120th Street

New York, NY 10027

United States

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

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SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 36,292

in Total Papers Citations

19

CROSSREF CITATIONS

6

Scholarly Papers (10)

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1.

A Generalized Risk Budgeting Approach to Portfolio Construction

Number of pages: 28 Posted: 05 Jul 2014 Last Revised: 09 Jan 2016
Martin B. Haugh, Garud Iyengar and Irene Song
Imperial College Business School, Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 1,263 (28,524)
Citation 2

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Risk Parity, Risk Budgeting, MCMC, Augmented Lagrangian, Portfolio Optimization, Semidefinite Programming

2.

Online Assortment Optimization with Reusable Resources

Management Science
Number of pages: 25 Posted: 07 Mar 2019 Last Revised: 17 Jun 2021
Evelyn Xiao-Yue Gong, Vineet Goyal, Garud Iyengar, David Simchi-Levi, Rajan Udwani and Shuangyu Wang
Carnegie Mellon University, Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Massachusetts Institute of Technology (MIT) - School of Engineering, UC Berkeley and Columbia University
Downloads 1,107 (34,421)
Citation 13

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Online Algorithms, Assortment Optimization, Resource Allocation, Competitive Ratio

3.

Tax-Aware Dynamic Asset Allocation

Number of pages: 30 Posted: 06 Jan 2014 Last Revised: 09 Jan 2016
Martin B. Haugh, Garud Iyengar and Chun Wang
Imperial College Business School, Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Tsinghua University, School of Economics and Management
Downloads 395 (130,089)
Citation 20

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Dynamic asset allocation, taxes, sub-optimal control, duality, information relaxations

4.

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 301 (174,557)

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

5.

Multiregional Oligopoly with Capacity Constraints

Forthcoming in Management Science
Number of pages: 47 Posted: 03 Dec 2018 Last Revised: 07 Jul 2020
Humoud Alsabah, Benjamin Bernard, Agostino Capponi, Garud Iyengar and Jay Sethuraman
Kuwait University, University of California, Los Angeles (UCLA) - Department of Economics, Columbia University - Department of Industrial Engineering and Operations Research, Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University
Downloads 225 (233,363)

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Cournot competition, oligopoly, networks, capacity constraints, non-cooperative games, welfare

6.

Inequality and Network Structure

CentER Discussion Paper Series No. 2008-76
Number of pages: 25 Posted: 16 Sep 2008
Garud Iyengar, Willemien Kets, Rajiv Sethi and Samuel Bowles
Columbia University - Department of Industrial Engineering and Operations Research (IEOR), University of Oxford - Department of Economics, Barnard College, Columbia University and Santa Fe Institute
Downloads 206 (253,342)
Citation 4

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inequality, networks, coalitional deviations, power, centrality

7.

Distributionally Robust Mechanism Design

Number of pages: 55 Posted: 21 Apr 2017 Last Revised: 22 Jul 2018
Çağıl Koçyiğit, Garud Iyengar, Daniel Kuhn and Wolfram Wiesemann
University of Luxembourg, Columbia University - Department of Industrial Engineering and Operations Research (IEOR), École polytechnique fédérale de Lausanne and Imperial College Business School
Downloads 197 (263,866)
Citation 1

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auction, mechanism design, distributionally robust optimization, ambiguity aversion, Knightian preferences

8.

Modeling Multimodal Consumer Heterogeneity in Conjoint Analysis – A Sparse Learning Approach

Number of pages: 56 Posted: 21 Nov 2013
Yupeng Chen, Raghuram Iyengar and Garud Iyengar
Nanyang Business School, Nanyang Technological University, University of Pennsylvania - Marketing Department and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 123 (389,313)
Citation 1

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Sparse Learning, Multimodal Consumer Heterogeneity, Conjoint Analysis, Econometric Models

9.

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 41 (716,101)

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Automated Demand Response, Dynamic programming, Bayes procedures

10.

Process Systems Engineering as a Modeling Paradigm for Analyzing Systemic Risk in Financial Networks

Office of Financial Research Working Paper No. 15-01, https://doi.org/10.3905/joi.2015.24.2.147
Posted: 21 May 2019
Richard M. Bookstaber, Paul Glasserman, Garud Iyengar, Yu Luo, Venkat Venkatasubramanian and Zhizun Zhang
Fabric RQ, Columbia Business School, Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Columbia University - Department of Chemical Engineering, Purdue University and Columbia University, Department of Chemical Engineering, Students
Downloads 0 (1,059,542)

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