Reha H. Tütüncü

Available identifiers

zbMath Open tutuncu.reha-hMaRDI QIDQ173859

List of research outcomes

Publication	Date of Publication	Type
Least-squares approach to risk parity in portfolio selection	2021-07-16	Paper
Optimization Methods in Finance	2018-08-07	Paper
On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0	2016-04-26	Paper
60 years of portfolio optimization: practical challenges and current trends	2015-02-03	Paper
Estimation of risk-neutral density surfaces	2011-11-15	Paper
Rendezvous Search on the Labeled Line	2009-07-10	Paper
Adjustable robust optimization models for a nonlinear two-period system	2008-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q5442492	2008-02-22	Paper
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity	2007-12-12	Paper
Optimization Methods in Finance	2007-04-05	Paper
A non-stationary paradigm for the dynamics of multivariate financial returns	2007-01-09	Paper
Robust profit opportunities in risky financial portfolios	2005-08-25	Paper
Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods	2004-01-19	Paper
Solving semidefinite-quadratic-linear programs using SDPT3	2003-10-29	Paper
An interior-point method for a class of saddle-point problems	2003-10-29	Paper
Solving semidefinite-quadratic-linear programs using SDPT3	2003-02-01	Paper
A note on calculating the optimal risky portfolio	2001-12-12	Paper
A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming	2001-11-26	Paper
Quadratic convergence of potential-reduction methods for degenerate problems	2001-04-24	Paper
SDPT3 — A Matlab software package for semidefinite programming, Version 1.3	2000-12-06	Paper
An infeasible-interior-point potential-reduction algorithm for linear programming	2000-01-30	Paper
On the Nesterov--Todd Direction in Semidefinite Programming	1998-09-21	Paper
Reducing horizontal linear complementarity problems	1995-07-24	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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