Reha Tütüncü

5.7k total citations · 3 hit papers
31 papers, 3.6k citations indexed

About

Reha Tütüncü is a scholar working on Management Science and Operations Research, Numerical Analysis and Computational Theory and Mathematics. According to data from OpenAlex, Reha Tütüncü has authored 31 papers receiving a total of 3.6k indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Management Science and Operations Research, 13 papers in Numerical Analysis and 13 papers in Computational Theory and Mathematics. Recurrent topics in Reha Tütüncü's work include Advanced Optimization Algorithms Research (13 papers), Risk and Portfolio Optimization (13 papers) and Matrix Theory and Algorithms (7 papers). Reha Tütüncü is often cited by papers focused on Advanced Optimization Algorithms Research (13 papers), Risk and Portfolio Optimization (13 papers) and Matrix Theory and Algorithms (7 papers). Reha Tütüncü collaborates with scholars based in United States, Singapore and Portugal. Reha Tütüncü's co-authors include Michael J. Todd, Kim-Chuan Toh, M. Koenig, Petter N. Kolm, Frank J. Fabozzi, Gérard Cornuéjols, Bjarni V. Halldórsson, Katya Scheinberg, Andreas Wächter and Lorenz T. Biegler and has published in prestigious journals such as European Journal of Operational Research, Operations Research and Mathematical Programming.

In The Last Decade

Reha Tütüncü

30 papers receiving 3.4k citations

Hit Papers

SDPT3 — A Matlab software package for semidefinite progra... 1996 2026 2006 2016 1999 1996 2013 400 800 1.2k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
    1999 1.3k citations Kim-Chuan Toh, Michael J. Todd et al. profile →
  2. SDPT3 -- A Matlab Software Package for Semidefinite Programming
    1996 503 citations Kim-Chuan Toh, Michael J. Todd et al. eCommons (Cornell University) profile →
  3. 60 Years of portfolio optimization: Practical challenges and current trends
    2013 385 citations Petter N. Kolm, Reha Tütüncü et al. European Journal of Operational Research profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Reha Tütüncü United States 18 934 867 837 828 703 31 3.6k
Hervé Lebret France 8 1.2k 1.3× 1.3k 1.5× 623 0.7× 616 0.7× 173 0.2× 14 4.2k
J. Frédéric Bonnans France 26 414 0.4× 995 1.1× 2.1k 2.5× 2.6k 3.2× 220 0.3× 119 4.9k
Jean B. Lasserre France 40 975 1.0× 2.3k 2.7× 3.0k 3.6× 3.1k 3.8× 432 0.6× 296 8.4k
G. George Yin United States 27 797 0.9× 1.8k 2.1× 155 0.2× 471 0.6× 689 1.0× 111 5.4k
László Györfi Hungary 27 723 0.8× 790 0.9× 197 0.2× 497 0.6× 604 0.9× 113 6.5k
Robert M. Freund United States 25 292 0.3× 512 0.6× 793 0.9× 788 1.0× 125 0.2× 84 4.3k
Willard I. Zangwill United States 24 566 0.6× 775 0.9× 1.0k 1.2× 1.2k 1.4× 80 0.1× 40 4.5k
Jacek Gondzio United Kingdom 29 294 0.3× 388 0.4× 1.1k 1.3× 968 1.2× 113 0.2× 109 2.5k
Peter E. Caines Canada 34 784 0.8× 2.6k 3.0× 161 0.2× 831 1.0× 1.9k 2.7× 294 6.5k
Hoai An Le Thi France 27 396 0.4× 425 0.5× 1.3k 1.6× 1.1k 1.3× 92 0.1× 144 3.3k

Countries citing papers authored by Reha Tütüncü

Since Specialization
Citations

This map shows the geographic impact of Reha Tütüncü's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Reha Tütüncü with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Reha Tütüncü more than expected).

Fields of papers citing papers by Reha Tütüncü

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Reha Tütüncü. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Reha Tütüncü. The network helps show where Reha Tütüncü may publish in the future.

Co-authorship network of co-authors of Reha Tütüncü

This figure shows the co-authorship network connecting the top 25 collaborators of Reha Tütüncü. A scholar is included among the top collaborators of Reha Tütüncü based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Reha Tütüncü. Reha Tütüncü is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Cornuéjols, Gérard, Javier Peña, & Reha Tütüncü. (2018). Optimization Methods in Finance. Cambridge University Press eBooks. 34 indexed citations
2.
Scheinberg, Katya, et al.. (2015). Least-squares approach to risk parity in portfolio selection. Quantitative Finance. 16(3). 357–376. 55 indexed citations
3.
Scheinberg, Katya, et al.. (2013). Least-Squares Approach to Risk Parity in Portfolio Selection. SSRN Electronic Journal. 24 indexed citations
4.
Kolm, Petter N., Reha Tütüncü, & Frank J. Fabozzi. (2013). 60 Years of portfolio optimization: Practical challenges and current trends. European Journal of Operational Research. 234(2). 356–371. 385 indexed citations breakdown →
5.
Hauser, Raphael & Reha Tütüncü. (2007). SDP approximability of relative robust QP. PAMM. 7(1). 2060043–2060044. 1 indexed citations
6.
Takeda, Akihiro, et al.. (2007). Adjustable Robust Optimization Models for a Nonlinear Two-Period System. Journal of Optimization Theory and Applications. 136(2). 275–295. 43 indexed citations
7.
Tütüncü, Reha, et al.. (2007). Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity. European Journal of Operational Research. 187(2). 525–542. 33 indexed citations
8.
Cornuéjols, Gérard & Reha Tütüncü. (2006). Optimization Methods in Finance. Cambridge University Press eBooks. 227 indexed citations
9.
Tütüncü, Reha, et al.. (2006). Optimisation and quantitative investment management. Journal of Asset Management. 7(2). 83–92. 13 indexed citations
10.
Tütüncü, Reha & M. Koenig. (2004). Robust Asset Allocation. Annals of Operations Research. 132(1-4). 157–187. 282 indexed citations
11.
Herzel, Stefano, Cătălin Stărică, & Reha Tütüncü. (2003). A Non-Stationary Paradigm for the Dynamics of Multivariate Financial Returns. SSRN Electronic Journal. 3 indexed citations
12.
Tütüncü, Reha. (2001). A note on calculating the optimal risky portfolio. Finance and Stochastics. 5(3). 413–417. 6 indexed citations
13.
Tütüncü, Reha. (2001). Quadratic convergence of potential-reduction methods for degenerate problems. Mathematical Programming. 90(1). 169–203. 1 indexed citations
14.
Tütüncü, Reha, Kim-Chuan Toh, & Michael J. Todd. (2001). SDPT3 — a Matlab software package for semidefinite-quadratic-linear programming, version 3.0. 123 indexed citations
15.
Tütüncü, Reha. (2000). A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming. Mathematics of Operations Research. 25(2). 195–213. 4 indexed citations
16.
Wächter, Andreas, et al.. (2000). A reduced space interior point strategy for optimization of differential algebraic systems. Computers & Chemical Engineering. 24(1). 39–51. 81 indexed citations
17.
Todd, Michael J., Kim-Chuan Toh, & Reha Tütüncü. (1998). On the Nesterov--Todd Direction in Semidefinite Programming. SIAM Journal on Optimization. 8(3). 769–796. 208 indexed citations
18.
Toh, Kim-Chuan, Michael J. Todd, & Reha Tütüncü. (1996). SDPT3 -- A Matlab Software Package for Semidefinite Programming. eCommons (Cornell University). 503 indexed citations breakdown →
19.
Todd, Michael J. & Reha Tütüncü. (1996). Infeasible-interior-point methods for linear and convex programming. 157–157. 1 indexed citations
20.
Tütüncü, Reha & Michael J. Todd. (1995). Reducing horizontal linear complementarity problems. Linear Algebra and its Applications. 223-224. 717–729. 33 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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