| |
| 2008 | ||
|---|---|---|
| 6 | EE | Ana Margarida Monteiro, Reha H. Tütüncü, Luís N. Vicente: Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity. European Journal of Operational Research 187(2): 525-542 (2008) |
| 2005 | ||
| 5 | EE | Mustafa Ç. Pinar, Reha H. Tütüncü: Robust profit opportunities in risky financial portfolios. Oper. Res. Lett. 33(4): 331-340 (2005) |
| 2004 | ||
| 4 | EE | Reha H. Tütüncü, M. Koenig: Robust Asset Allocation. Annals OR 132(1-4): 157-187 (2004) |
| 3 | EE | Urmila M. Diwekar, Reha H. Tütüncü, Andrew Schaefer: Preface. Annals OR 132(1-4): 17-18 (2004) |
| 2003 | ||
| 2 | EE | Reha H. Tütüncü, K. C. Toh, Michael J. Todd: Solving semidefinite-quadratic-linear programs using SDPT3. Math. Program. 95(2): 189-217 (2003) |
| 2000 | ||
| 1 | EE | Reha H. Tütüncü: A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming. Math. Oper. Res. 25(2): 195-213 (2000) |
| 1 | Urmila M. Diwekar | [3] |
| 2 | M. Koenig | [4] |
| 3 | Ana Margarida Monteiro | [6] |
| 4 | Mustafa Ç. Pinar (Mustafa Pinar) | [5] |
| 5 | Andrew Schaefer | [3] |
| 6 | Michael J. Todd | [2] |
| 7 | K. C. Toh | [2] |
| 8 | Luís N. Vicente | [6] |