The following pages link to Mustafa Çelebi Pinar (Q1731821):
Displaying 50 items.
- (Q170021) (redirect page) (← links)
- (Q1387245) (redirect page) (← links)
- (Q1775291) (redirect page) (← links)
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
- OSPF routing with optimal oblivious performance ratio under polyhedral demand uncertainty (Q374694) (← links)
- (Q429813) (redirect page) (← links)
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- Robust screening under ambiguity (Q526838) (← links)
- A model and case study for efficient shelf usage and assortment analysis (Q613767) (← links)
- (Q673830) (redirect page) (← links)
- Implementation of QR up- and downdating on a massively parallel computer (Q673831) (← links)
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Minimizers of sparsity regularized Huber loss function (Q831370) (← links)
- On the S-procedure and some variants (Q857821) (← links)
- Parallel image restoration using surrogate constraint methods (Q866764) (← links)
- Restricted robust uniform matroid maximization under interval uncertainty (Q879971) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Optimal oblivious routing under linear and ellipsoidal uncertainty (Q1039914) (← links)
- Bound constrained quadratic programming via piecewise quadratic functions (Q1295961) (← links)
- Newton's method for linear inequality systems (Q1296136) (← links)
- New characterizations of \(\ell_ 1\) solutions to overdetermined systems of linear equations (Q1342287) (← links)
- A penalty continuation method for the \(\ell_\infty\) solution of overdetermined linear systems (Q1387246) (← links)
- A smooth penalty function algorithm for network-structured problems (Q1388940) (← links)
- A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications (Q1576348) (← links)
- Continuation method for nonlinear complementarity problems via normal maps (Q1610180) (← links)
- On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908) (← links)
- Robust trading mechanisms over 0/1 polytopes (Q1631642) (← links)
- Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
- Generalized second price auction is optimal for discrete types (Q1668157) (← links)
- Robust auction design under multiple priors by linear and integer programming (Q1703555) (← links)
- Robust bilateral trade with discrete types (Q1731822) (← links)
- On explicit solutions of a two-echelon supply chain coordination game (Q1749790) (← links)
- Joint mixability of some integer matrices (Q1751157) (← links)
- A note on robust 0-1 optimization with uncertain cost coefficients (Q1775292) (← links)
- On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling (Q1888347) (← links)
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
- Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
- Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration (Q2069147) (← links)
- Sparse solutions to an underdetermined system of linear equations via penalized Huber loss (Q2129205) (← links)
- Codon optimization by 0-1 linear programming (Q2177826) (← links)
- Competitive location and pricing on a line with metric transportation costs (Q2282503) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- Non-linear pricing by convex duality (Q2409456) (← links)
- On envy-free perfect matching (Q2414450) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070) (← links)
- An improved probability bound for the approximate S-lemma (Q2467445) (← links)
- Robust profit opportunities in risky financial portfolios (Q2488227) (← links)
- An exact algorithm for the capacitated vertex \(p\)-center problem (Q2496034) (← links)
