Concepedia

Reha Tütüncü

RT

Statistics

Publications

19

Citations

4.7K

H-Index

18

Active since

1995

Affiliations

Carnegie Mellon University(Current)

Cornell University

National University of Singapore

Goldman Sachs (United States)

Lehigh University

Reha Tütüncü is an author at Carnegie Mellon University specializing in mathematical programming, engineering, and computer science.

Top concepts

EngineeringMathematical ProgrammingComputer ScienceNumerical AnalysisFinanceBusinessAsset PricingApproximation TheoryManagementLinear Programming

Publications per year

1995–2015

19

Publications

19

SDPT3 — A Matlab software package for semidefinite programming, Version 1.3

Kim-Chuan Toh, Michael J. Todd, Reha Tütüncü · Optimization methods & software · 1999 · 1.9K citations

Mathematical Programming, Numerical Analysis, Version 1.3 +12

SDPT3 -- A Matlab Software Package for Semidefinite Programming

Kim-Chuan Toh, Michael J. Todd, Reha Tütüncü · eCommons (Cornell University) · 1996 · 647 citations · Full text

60 Years of portfolio optimization: Practical challenges and current trends

Petter N. Kolm, Reha Tütüncü, Frank J. Fabozzi · European Journal of Operational Research · 2013 · 608 citations

Mathematical Programming, Portfolio Optimization, Asset Pricing +8

Robust Asset Allocation

Reha Tütüncü, M. Koenig · Annals of Operations Research · 2004 · 397 citations

Economics, Portfolio Optimization, Asset Pricing +6

On the Nesterov--Todd Direction in Semidefinite Programming

Michael J. Todd, Kim-Chuan Toh, Reha Tütüncü · SIAM Journal on Optimization · 1998 · 262 citations

Mathematical Programming, Numerical Analysis, Engineering +13

1–5 of 19