Reha H. Tütüncü

Economics and Econometrics · 2003–2014

A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 47 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 17 citations into it; #11,230 of 23,481 by trust here, #18,597 by citations
• Management Science and Operations Research — 14 citations into it; #2,201 of 11,946 by trust here, #4,267 by citations
• Ocean Engineering — 7 citations into it
• Numerical Analysis — 5 citations into it; #267 of 3,586 by trust here, #354 by citations

Whom Reha H. Tütüncü trusts overall

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

1. Donald Goldfarb
2. Bjarni V. Halldórsson
3. Garud N. Iyengar
4. Claude Lemaréchal
5. Yurii E. Nesterov

Who trusts Reha H. Tütüncü overall

1. Francesco Bullo
2. Dimitris J. Bertsimas
3. Guanghui Lan
4. Amit Singer
5. B. Ukritchon
6. Emil Björnson
7. Victor DeMiguel
8. Stephen P. Boyd
9. A. Makrodimopoulos
10. Jacob Mattingley

Papers from Reha H. Tütüncü's perspective

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

1. Robust Portfolio Selection Problems (Mathematics of Operations Research)
2. Convex analysis and minimization algorithms
3. Convex nondifferentiable optimization: A survey focused on the analytic center cutting plane method
4. Adjustable robust solutions of uncertain linear programs (Mathematical programming)
5. An Interior-Point Method for a Class of Saddle-Point Problems
6. The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
7. Block Sparse Cholesky Algorithms on Advanced Uniprocessor Computers
8. accuracy and stability of numerical algorithms
9. Interior-point polynomial algorithms in convex programming
10. Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)

Their papers

• Solving semidefinite-quadratic-linear programs using SDPT3 (2003) — 1,310 citations
• Robust Asset Allocation (2004) — 419 citations
• An Interior-Point Method for a Class of Saddle-Point Problems (2003) — 96 citations
• Adjustable Robust Optimization Models for a Nonlinear Two-Period System (2008) — 75 citations
• 60 Years of portfolio optimization: Practical challenges and current trends (2014) — 579 citations