Reha H. Tütüncü

15 papers Journal 15
YearRankTypeTitle / Venue / Authors
2014 J jnl
60 Years of portfolio optimization: Practical challenges and current trends.
Eur. J. Oper. Res.
Petter N. Kolm, Reha H. Tütüncü, Frank J. Fabozzi
2011 J jnl
Estimation of risk-neutral density surfaces.
Comput. Manag. Sci.
Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
2008 J jnl
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity.
Eur. J. Oper. Res.
Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
2005 J jnl
Robust profit opportunities in risky financial portfolios.
Oper. Res. Lett.
Mustafa Ç. Pinar, Reha H. Tütüncü
2005 J jnl
Satisfying convex risk limits by trading.
Finance Stochastics
Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü
2004 J jnl
Preface.
Ann. Oper. Res.
Urmila M. Diwekar, Reha H. Tütüncü, Andrew Schaefer
2004 J jnl
Rendezvous Search on the Labeled Line.
Oper. Res.
Elizabeth J. Chester, Reha H. Tütüncü
2004 J jnl
Robust Asset Allocation.
Ann. Oper. Res.
Reha H. Tütüncü, Mark Koenig
2003 J jnl
Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods.
SIAM J. Optim.
Reha H. Tütüncü
2003 J jnl
Solving semidefinite-quadratic-linear programs using SDPT3.
Math. Program.
Reha H. Tütüncü, Kim-Chuan Toh, Michael J. Todd
2001 J jnl
A note on calculating the optimal risky portfolio.
Finance Stochastics
Reha H. Tütüncü
2001 J jnl
Quadratic convergence of potential-reduction methods for degenerate problems.
Math. Program.
Reha H. Tütüncü
2000 J jnl
A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming.
Math. Oper. Res.
Reha H. Tütüncü
1999 J jnl
An infeasible-interior-point potential-reduction algorithm for linear programming.
Math. Program.
Reha H. Tütüncü
1998 J jnl
On the Nesterov-Todd Direction in Semidefinite Programming.
SIAM J. Optim.
Michael J. Todd, Kim-Chuan Toh, Reha H. Tütüncü