Anureet Saxena

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MIP reformulations of the probabilistic set covering problem

Miguel A. Lejeune, Vineet Goyal, Anureet Saxena, 2010, Math. Program..

Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations

Jon Lee, Pierre Bonami, Anureet Saxena, 2011, Math. Program..

An Empirical Case Study of Factor Alignment Problems Using the USER Model

Anureet Saxena, Robert A. Stubbs, 2012, The Journal of Investing.

Convex relaxations of non-convex mixed integer quadratically constrained programs: extended formulations

Jon Lee, Pierre Bonami, Anureet Saxena, 2010, Math. Program..

Disjunctive Cuts for Non-convex Mixed Integer Quadratically Constrained Programs

Jon Lee, Pierre Bonami, Anureet Saxena, 2008, IPCO.

Optimizing over the split closure

Egon Balas, Anureet Saxena, E. Balas, 2008, Math. Program..

Novel approaches to portfolio construction: multiple risk models and multisolution generation

François Margot, Sebastián Ceria, Anureet Saxena, 2010 .

Factor Alignment Problems and Quantitative Portfolio Management

Anureet Saxena, Robert A. Stubbs, Anureet Saxena, 2011, The Journal of Portfolio Management.

On the Dominating Set Polytope of a Cycle

Anureet Saxena, 2004 .

Aligning Alpha and Risk Factors , a Panacea to Factor Alignment Problems ?

Anureet Saxena, Robert A. Stubbs, 2012 .

A Short Note on the Probabilistic Set Covering Problem

Anureet Saxena, Anureet Saxena, 2007 .