| 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 | 2310 | 1999 |
| Solving semidefinite-quadratic-linear programs using SDPT3 RH Tütüncü, KC Toh, MJ Todd Mathematical programming 95 (2), 189-217, 2003 | 1394 | 2003 |
| Optimization Methods in Finance. R Tutuncu, G Cornuejols Cambridge University Press, 2007 | 623* | 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 | 560 | 2014 |
| Robust asset allocation RH Tütüncü, M Koenig Annals of Operations Research 132 (1-4), 157-187, 2004 | 493 | 2004 |
| On the Nesterov--Todd Direction in Semidefinite Programming MJ Todd, KC Toh, RH Tütüncü SIAM Journal on Optimization 8 (3), 769-796, 1998 | 417 | 1998 |
| 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 | 211 | 2012 |
| 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 | 153 | 2003 |
| 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 | 148 | 2000 |
| 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 | 92 | 2005 |
| Least-squares approach to risk parity in portfolio selection X Bai, K Scheinberg, R Tutuncu Quantitative Finance 16 (3), 357-376, 2016 | 89 | 2016 |
| 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 | 79* | 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 | 77 | 2008 |
| SDPT3—a MATLAB software package for semidefinite-quadratic-linear programming RH Tütüncü, KC Toh, MJ Todd MathWorks, Natick, 2001 | 70* | 2001 |
| Robust profit opportunities in risky financial portfolios MÇ PıNar, RH Tütüncü Operations Research Letters 33 (4), 331-340, 2005 | 59 | 2005 |
| Reducing horizontal linear complementarity problems RH Tütüncü, MJ Todd Linear algebra and its applications 223, 717-729, 1995 | 46 | 1995 |
| 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 | 44 | 2004 |
| Satisfying convex risk limits by trading K Larsen, TA Pirvu, SE Shreve, R Tütüncü Finance and Stochastics 9 (2), 177-195, 2005 | 31 | 2005 |
| Rendezvous search on the labeled line EJ Chester, RH Tütüncü Operations Research 52 (2), 330-334, 2004 | 26* | 2004 |
| Optimisation and quantitative investment management A Khodadadi, RH Tütüncü, PJ Zangari Journal of Asset Management 7 (2), 83-92, 2006 | 23 | 2006 |
Michael ToddOperations Research and Information Engineering, Cornell UniversityGeverifieerd e-mailadres voor cornell.edu
