Reha Tutuncu

2016

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Reha Tutuncu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Marc Christian Steinbach

Papers from Reha Tutuncu's perspective

Ordered by how strongly the researchers Reha Tutuncu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The properties of equally-weighted risk contributions portfolios
  2. Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (SIAM Review)
  3. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  4. The Pricing of Options and Corporate Liabilities
  5. Portfolio Selection
  6. Regression Shrinkage and Selection via the Lasso
  7. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  8. Computing efficient frontiers using estimated parameters
  9. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  10. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix

Their papers