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Kumar Muthuraman

H. Timothy Harkins Centennial Professor, Department of Information, Risk & Operations Management

Department:     Information, Risk & Operations Management

Headshot of faculty member Kumar Muthuraman.
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Headshot of faculty member Kumar Muthuraman.

Kumar Muthuraman is the H. Timothy (Tim) Harkins Centennial Professor in the department of Information, Risk and Operations Mgmt. & the department of Finance. After obtaining his doctoral degree in 2003 from Stanford University, he worked in the Department of Industrial Engineering, Purdue University. In 2007, he joined the University of Texas. His research interest primary is in decision making under uncertainty. In terms of application areas, his research as included quantitative finance, healthcare, operations management, insurance and energy.

Professor Muthuraman’s publications have appeared in several top journals that including Operations Research, Mathematical Finance, IIE transactions and Journal Economic Dynamics and Control. He is currently an associate editor for IIE transactions and an area editor for Operations Research Letters. He has also won several research and teaching awards including the UT Regents Outstanding teaching award, MSBA outstanding faculty award, the Collage of Business Research Award and several faculty honor rolls.

Professor Muthuraman was also a founder and serves on the boards of GetFriday.com, HomeShikari.com, YourManInIndia.com and SimplyCrow.com. He has also consulted for several financial firms on pricing and risk management.

 

Selected publications (from the last 15 years):

  • D. Mitchell, H. Feng and K. Muthuraman, “Impulse Control of Interest Rates”, to appear in Operations Research
  • A. Chockalingam and K. Muthuraman, “American Options Under Stochastic Volatility”, Operations Research 59(4), 793-809, 2011.
  • D. Mitchell, J. Goodman and K. Muthuraman, “Boundary Evolution Equations for American Options”, to appear in Mathematical Finance.
  • H. Feng and K. Muthuraman, “A Computational Method for Stochastic Impulse Control Problems”, Mathematics of Operations Research 35(4), 2010.
  • K. Muthuraman, S. Seshadri and Q. Wu, “Inventory management with Stochastic Lead Times”, to appear in Mathematics of Operations Research
  • Recognized for classroom inclusiveness by students with the Amplify Award 2020.

 

Education

PhD, Stanford University, 2003