Publications in refereed journals:

• "Constructing Risk Measures from Uncertainty Sets" (with K. Natarajan and M. Sim), to appear in Operations Research
• "Using Simulation to Model Customer Behavior in the Context of Customer Lifetime Value Estimation" (with S. Ansari, A. Nanni and D. Kopcso), INFORMS Transactions on Education on Effective Use of Software in the Classroom, 9(1), September 2008, pp. 1-9
• "Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization" (with K. Natarajan and M. Sim), Management Science, 54(3), March 2008, pp. 573-585
• "Robust Portfolio Optimization: Recent Trends and New Directions" (with F. Fabozzi, P. Kolm and S. Focardi), Journal of Portfolio Management; 33(3), Spring 2007, pp. 40-48
• "Modified Brady Voice Traffic Model for WLAN and WMAN" (with B. Tzankov and R. Pachamanov), Electronics Letters, 43(23), November 2007, pp. 1295-1297
• "Optimization of the Light Distribution of Luminaries for Tunnel and Street Lighting" (with A. Pachamanov), Engineering Optimization, 40(1), January 2008, pp. 47-65
• "Optimal Resource Allocation in WiMax" (with R. Pachamanov and B. Tzankov), Electrotechnica & Electronica, January 2008
• "Back-Propagation of User Innovations: The Open Source Compatibility Edge" (with C. Hicks), Business Horizons, 50(4), July-August 2007, pp. 315-324
• "Introducing Integer Modeling with Excel Solver," special issue of INFORMS Transactions on Education on Effective Use of Software in the Classroom, 7(1), September 2006, pp. 89-99
• "InterCon Travel Health Case Study" (with G. Truman and M. Goldstein), Journal of the Academy of Business Education, 8, Summer 2007, pp. 17-32
• "Handling Parameter Uncertainty in Portfolio Risk Minimization: The Robust Optimization Approach," Journal of Portfolio Management, 32(4), Summer 2006, pp. 70-78
• "Robust Multiperiod Portfolio Management with Transaction Costs" (with D. Bertsimas), Computers and Operations Research, special issue on Applications of OR in Finance, 35(1), January 2008, pp. 3-17; appeared at Elsevier online in March 2006
• "Metamodeling with Perl and AMPL" (with C. Hicks), Dr. Dobb's Journal: Software Tools for the Professional Programmer, 30(1), January 2005, pp. 16-22, and The Perl Journal, December 2004
  PerlAmpl Module Download
• "Robust Linear Optimization under General Norms" (with D. Bertsimas and M. Sim), Operations Research Letters, 32(6), 2004, pp. 510-516

Papers currently under review:

• "Skewness-Aware Asset Allocation: Relation to Utility Theory and Empirical Evidence" (with C. Low and M. Sim), August 2008