Robust screening under ambiguity von Pinar, Mustafa Ç, Kizilkale, Can

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The robust Merton problem of an ambiguity averse investor von Biagini, Sara, Pınar, Mustafa Ç.

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Equilibrium in an ambiguity-averse mean–variance investors market von Pinar, Mustafa Ç

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Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration von Aktaş, Fatih S., Ekmekcioglu, Ömer, Pinar, Mustafa Ç.

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Robust auction design under multiple priors by linear and integer programming von Koçyiğit, Çağıl, Bayrak, Halil I., Pınar, Mustafa Ç.

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Generalized second price auction is optimal for discrete types von Bayrak, Halil I., Pınar, Mustafa Ç.

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Structured Least Squares Problems and Robust Estimators von Pilanci, Mert, Arikan, Orhan, Pinar, Mustafa C

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Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity von Pınar, Mustafa Ç., Burak Paç, A.

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The Robust Network Loading Problem Under Hose Demand Uncertainty: Formulation, Polyhedral Analysis, and Computations von Altin, Aysegul, Yaman, Hande, Pinar, Mustafa C

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Delegated portfolio management under ambiguity aversion von Fabretti, Annalisa, Herzel, Stefano, Pınar, Mustafa Ç.

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Robust stock assortment and cutting under defects in automotive glass production von Arbib, Claudio, Marinelli, Fabrizio, Pınar, Mustafa Ç., Pizzuti, Andrea

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PCA Sparsified von Aktaş, Fatih S., Ç. Pinar, Mustafa

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The Best Gain-Loss Ratio is a Poor Performance Measure von Biagini, Sara, Pinar, Mustafa Ç.

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On the S-procedure and Some Variants von Derinkuyu, Kürşad, Pınar, Mustafa Ç.

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Competitive location and pricing on a line with metric transportation costs von Arbib, Claudio, Pınar, Mustafa Ç., Tonelli, Matteo

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Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines von Pinar, Mustafa Ç

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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection von Pinar, Mustafa Ç

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Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming von Pinar, Mustafa

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Buyer's quantile hedge portfolios in discrete-time trading von Pinar, Mustafa Ç.

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Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets von Pınar, Mustafa Ç.

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