Elçin Çetinkaya

Publication Activity (10 Years)

Years Active: 2015-2016
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Stochastic Programming

Chance Constrained

Top Venues

Comput. Manag. Sci.

Publications

Elçin Çetinkaya, Aurélie Thiele
New product launch decisions with robust optimization. Comput. Manag. Sci. 13 (2) (2016)
Elçin Çetinkaya, Aurélie Thiele
A moment matching approach to log-normal portfolio optimization. Comput. Manag. Sci. 13 (4) (2016)
Elçin Çetinkaya, Aurélie Thiele
Data-driven portfolio management with quantile constraints. OR Spectr. 37 (3) (2015)