On the Nesterov-Todd Direction in Semidefinite Programming. - Michael J. Todd; Kim-Chuan Toh; Reha H. Tütüncü (SIAM J. Optim., 1998)

An infeasible-interior-point potential-reduction algorithm for linear programming. - Reha H. Tütüncü (Math. Program., 1999)

A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming. - Reha H. Tütüncü (Math. Oper. Res., 2000)

A note on calculating the optimal risky portfolio. - Reha H. Tütüncü (Finance Stochastics, 2001)

Quadratic convergence of potential-reduction methods for degenerate problems. - Reha H. Tütüncü (Math. Program., 2001)

Solving semidefinite-quadratic-linear programs using SDPT3. - Reha H. Tütüncü; Kim-Chuan Toh; Michael J. Todd (Math. Program., 2003)

Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods. - Reha H. Tütüncü (SIAM J. Optim., 2003)

Preface. - Urmila M. Diwekar; Reha H. Tütüncü; Andrew Schaefer (Ann. Oper. Res., 2004)

Robust Asset Allocation. - Reha H. Tütüncü; Mark Koenig (Ann. Oper. Res., 2004)

Rendezvous Search on the Labeled Line. - Elizabeth J. Chester; Reha H. Tütüncü (Oper. Res., 2004)

Satisfying convex risk limits by trading. - Kasper Larsen; Traian A. Pirvu; Steven E. Shreve; Reha H. Tütüncü (Finance Stochastics, 2005)

Robust profit opportunities in risky financial portfolios. - Mustafa Ç. Pinar; Reha H. Tütüncü (Oper. Res. Lett., 2005)

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)

Estimation of risk-neutral density surfaces. - Ana Margarida Monteiro; Reha H. Tütüncü; Luís Nunes Vicente (Comput. Manag. Sci., 2011)

60 Years of portfolio optimization: Practical challenges and current trends. - Petter N. Kolm; Reha H. Tütüncü; Frank J. Fabozzi (Eur. J. Oper. Res., 2014)