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ORCIDReha H. Tütüncü
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Journal Articles
- 2014
[j15]Petter N. Kolm, Reha H. Tütüncü, Frank J. Fabozzi:
60 Years of portfolio optimization: Practical challenges and current trends. Eur. J. Oper. Res. 234(2): 356-371 (2014)- 2011
- [j14]Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
:
Estimation of risk-neutral density surfaces. Comput. Manag. Sci. 8(4): 387-414 (2011) - 2008
- [j13]Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente:
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity. Eur. J. Oper. Res. 187(2): 525-542 (2008) - 2005
- [j12]Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü:
Satisfying convex risk limits by trading. Finance Stochastics 9(2): 177-195 (2005) - [j11]Mustafa Ç. Pinar, Reha H. Tütüncü:
Robust profit opportunities in risky financial portfolios. Oper. Res. Lett. 33(4): 331-340 (2005) - 2004
- [j10]Urmila M. Diwekar, Reha H. Tütüncü, Andrew Schaefer:
Preface. Ann. Oper. Res. 132(1-4): 17-18 (2004) - [j9]Reha H. Tütüncü, Mark Koenig:
Robust Asset Allocation. Ann. Oper. Res. 132(1-4): 157-187 (2004) - [j8]Elizabeth J. Chester, Reha H. Tütüncü:
Rendezvous Search on the Labeled Line. Oper. Res. 52(2): 330-334 (2004) - 2003
- [j7]Reha H. Tütüncü, Kim-Chuan Toh, Michael J. Todd:
Solving semidefinite-quadratic-linear programs using SDPT3. Math. Program. 95(2): 189-217 (2003) - [j6]Reha H. Tütüncü:
Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods. SIAM J. Optim. 14(2): 402-414 (2003) - 2001
- [j5]Reha H. Tütüncü:
A note on calculating the optimal risky portfolio. Finance Stochastics 5(3): 413-417 (2001) - [j4]Reha H. Tütüncü:
Quadratic convergence of potential-reduction methods for degenerate problems. Math. Program. 90(1): 169-203 (2001) - 2000
- [j3]Reha H. Tütüncü:
A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming. Math. Oper. Res. 25(2): 195-213 (2000) - 1999
- [j2]Reha H. Tütüncü:
An infeasible-interior-point potential-reduction algorithm for linear programming. Math. Program. 86(2): 313-334 (1999) - 1998
- [j1]Michael J. Todd, Kim-Chuan Toh, Reha H. Tütüncü:
On the Nesterov-Todd Direction in Semidefinite Programming. SIAM J. Optim. 8(3): 769-796 (1998)
Coauthor Index
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