Reha H. Tütüncü

According to our database, Reha H. Tütüncü authored at least 15 papers between 1998 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2014

60 Years of portfolio optimization: Practical challenges and current trends.

Petter N. Kolm, Reha H. Tütüncü, Frank J. Fabozzi

Eur. J. Oper. Res., 2014

2011

Estimation of risk-neutral density surfaces.

Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente

Comput. Manag. Sci., 2011

2008

Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity.

Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente

Eur. J. Oper. Res., 2008

2005

Robust profit opportunities in risky financial portfolios.

Mustafa Ç. Pinar, Reha H. Tütüncü

Oper. Res. Lett., 2005

Satisfying convex risk limits by trading.

Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü

Finance Stochastics, 2005

2004

Rendezvous Search on the Labeled Line.

Elizabeth J. Chester, Reha H. Tütüncü

Oper. Res., 2004

Robust Asset Allocation.

Reha H. Tütüncü, Mark Koenig

Ann. Oper. Res., 2004

Preface.

Urmila M. Diwekar, Reha H. Tütüncü, Andrew Schaefer

Ann. Oper. Res., 2004

2003

Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods.

Reha H. Tütüncü

SIAM J. Optim., 2003

Solving semidefinite-quadratic-linear programs using SDPT3.

Reha H. Tütüncü, Kim-Chuan Toh, Michael J. Todd

Math. Program., 2003

2001

Quadratic convergence of potential-reduction methods for degenerate problems.

Reha H. Tütüncü

Math. Program., 2001

A note on calculating the optimal risky portfolio.

Reha H. Tütüncü

Finance Stochastics, 2001

2000

A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming.

Reha H. Tütüncü

Math. Oper. Res., 2000

1999

An infeasible-interior-point potential-reduction algorithm for linear programming.

Reha H. Tütüncü

Math. Program., 1999

1998

On the Nesterov-Todd Direction in Semidefinite Programming.

Michael J. Todd, Kim-Chuan Toh, Reha H. Tütüncü

SIAM J. Optim., 1998