Reha H. Tütüncü

Publication Activity (10 Years)

Years Active: 1998-2014
Publications (10 Years): 0

Top Topics

Future Directions

Portfolio Optimization

Portfolio Management

Top Venues

Eur. J. Oper. Res.

Publications

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) (2014)
Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
Estimation of risk-neutral density surfaces. Comput. Manag. Sci. 8 (4) (2011)
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) (2008)
Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü
Satisfying convex risk limits by trading. Finance Stochastics 9 (2) (2005)
Mustafa Ç. Pinar, Reha H. Tütüncü
Robust profit opportunities in risky financial portfolios. Oper. Res. Lett. 33 (4) (2005)
Elizabeth J. Chester, Reha H. Tütüncü
Rendezvous Search on the Labeled Line. Oper. Res. 52 (2) (2004)
Reha H. Tütüncü, M. Koenig
Robust Asset Allocation. Ann. Oper. Res. 132 (1-4) (2004)
Urmila M. Diwekar, Reha H. Tütüncü, Andrew Schaefer
Preface. Ann. Oper. Res. 132 (1-4) (2004)
Reha H. Tütüncü
Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods. SIAM J. Optim. 14 (2) (2003)
Reha H. Tütüncü, Kim-Chuan Toh, Michael J. Todd
Solving semidefinite-quadratic-linear programs using SDPT3. Math. Program. 95 (2) (2003)
Reha H. Tütüncü
A note on calculating the optimal risky portfolio. Finance Stochastics 5 (3) (2001)
Reha H. Tütüncü
Quadratic convergence of potential-reduction methods for degenerate problems. Math. Program. 90 (1) (2001)
Reha H. Tütüncü
A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming. Math. Oper. Res. 25 (2) (2000)
Reha H. Tütüncü
An infeasible-interior-point potential-reduction algorithm for linear programming. Math. Program. 86 (2) (1999)
Michael J. Todd, Kim-Chuan Toh, Reha H. Tütüncü
On the Nesterov-Todd Direction in Semidefinite Programming. SIAM J. Optim. 8 (3) (1998)