Takip et
Reha H Tutuncu
Reha H Tutuncu
Portfolio Construction Lead, Point72 Asset Management
point72.com üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
SDPT3—a MATLAB software package for semidefinite programming, version 1.3
KC Toh, MJ Todd, RH Tütüncü
Optimization methods and software 11 (1-4), 545-581, 1999
25891999
Solving semidefinite-quadratic-linear programs using SDPT3
RH Tütüncü, KC Toh, MJ Todd
Mathematical programming 95 (2), 189-217, 2003
15372003
Optimization Methods in Finance.
R Tutuncu, G Cornuejols
Cambridge University Press, 2007
777*2007
60 Years of portfolio optimization: Practical challenges and current trends
PN Kolm, R Tütüncü, FJ Fabozzi
European Journal of Operational Research 234 (2), 356-371, 2014
7522014
Robust asset allocation
RH Tütüncü, M Koenig
Annals of Operations Research 132 (1-4), 157-187, 2004
5632004
On the Nesterov--Todd Direction in Semidefinite Programming
MJ Todd, KC Toh, RH Tütüncü
SIAM Journal on Optimization 8 (3), 769-796, 1998
4581998
On the implementation and usage of SDPT3–a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
KC Toh, MJ Todd, RH Tütüncü
Handbook on semidefinite, conic and polynomial optimization, 715-754, 2012
2632012
An interior-point method for a class of saddle-point problems
BV Halldórsson, RH Tütüncü
Journal of Optimization Theory and Applications 116 (3), 559-590, 2003
1572003
A reduced space interior point strategy for optimization of differential algebraic systems
AM Cervantes, A Wächter, RH Tütüncü, LT Biegler
Computers & Chemical Engineering 24 (1), 39-51, 2000
1542000
Least-squares approach to risk parity in portfolio selection
X Bai, K Scheinberg, R Tutuncu
Quantitative Finance 16 (3), 357-376, 2016
1292016
Inexact primal-dualpath-following algorithms for a special class of convex quadratic SDPand related problems
KC Toh, RH Tutuncu, MJ Todd
Cornell University Operations Research and Industrial Engineering, 2005
942005
Adjustable robust optimization models for a nonlinear two-period system
A Takeda, S Taguchi, RH Tütüncü
Journal of Optimization Theory and Applications 136 (2), 275-295, 2008
91*2008
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
AM Monteiro, RH Tütüncü, LN Vicente
European Journal of Operational Research 187 (2), 525-542, 2008
872008
SDPT3—a MATLAB software package for semidefinite-quadratic-linear programming
RH Tütüncü, KC Toh, MJ Todd
MathWorks, Natick, 2001
87*2001
Robust profit opportunities in risky financial portfolios
MÇ PıNar, RH Tütüncü
Operations Research Letters 33 (4), 331-340, 2005
662005
Reducing horizontal linear complementarity problems
RH Tütüncü, MJ Todd
Linear algebra and its applications 223, 717-729, 1995
551995
On the implementation of SDPT3 (version 3.1)-a MATLAB software package for semidefinite-quadratic-linear programming
KC Toh, RH Tutuncu, MJ Todd
2004 IEEE International Conference on Robotics and Automation (IEEE Cat. No …, 2004
532004
Satisfying convex risk limits by trading
K Larsen, TA Pirvu, SE Shreve, R Tütüncü
Finance and Stochastics 9 (2), 177-195, 2005
322005
Optimisation and quantitative investment management
A Khodadadi, RH Tütüncü, PJ Zangari
Journal of Asset Management 7 (2), 83-92, 2006
262006
Rendezvous search on the labeled line
EJ Chester, RH Tütüncü
Operations Research 52 (2), 330-334, 2004
26*2004
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