Ph.D(Expected), Princeton University (May 2010); M.S, Carnegie Mellon University (May 2005);
M.Sc, Indian Institute of Technology, Madras (May 2002);
Associate, Banc of America Securities L.L.C , (2005-06).
(Detailed CV).
Working Papers
A. d’Aspremont, V. Krishnamurthy,
"Sparse Generalized Eigenvalue Problem.".
A. d’Aspremont, V. Krishnamurthy,
"Convex Algorithms for Nonnegative Matrix Factorization.".
Other Papers & Talks, ...
A. d’Aspremont, V. Krishnamurthy,"Semidefinite Optimization with Applications in Sparse Multivariate Statistics."
Princeton University Optimization Workshop, October 2007.
R. Tutuncu, R. Hauser, V. Krishnamurthy,"Relative Robustness in Portfolio Optimization."
INFORMS 2006, Pittsburgh, November 2006.
R. Tutuncu, V. Krishnamurthy," Robust Optimization in Finance."
SIAM Conference on Optimization, Stockholm, May 2005.
