The following pages link to Reha H. Tütüncü (Q173859):
Displaying 23 items.
- Solving semidefinite-quadratic-linear programs using SDPT3 (Q146795) (← links)
- (Q645505) (redirect page) (← links)
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- An interior-point method for a class of saddle-point problems (Q1411479) (← links)
- Reducing horizontal linear complementarity problems (Q1894520) (← links)
- An infeasible-interior-point potential-reduction algorithm for linear programming (Q1961981) (← links)
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
- Adjustable robust optimization models for a nonlinear two-period system (Q2481117) (← links)
- Robust profit opportunities in risky financial portfolios (Q2488227) (← links)
- 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
- A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming (Q2757631) (← links)
- On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0 (Q2802544) (← links)
- A non-stationary paradigm for the dynamics of multivariate financial returns (Q3416901) (← links)
- Optimization Methods in Finance (Q3431225) (← links)
- Rendezvous Search on the Labeled Line (Q3637428) (← links)
- On the Nesterov--Todd Direction in Semidefinite Programming (Q4210331) (← links)
- Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods (Q4441963) (← links)
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3 (Q4504792) (← links)
- Optimization Methods in Finance (Q4577977) (← links)
- Least-squares approach to risk parity in portfolio selection (Q5001135) (← links)
- (Q5442492) (← links)
- Quadratic convergence of potential-reduction methods for degenerate problems (Q5930730) (← links)
- A note on calculating the optimal risky portfolio (Q5950468) (← links)
