Ümit Saglam

East Tennessee State University

Assistant Professor of Management Sciences

Department of Management and Marketing

PO Box 70625

Johnson City, TN 37614

United States

http://https://sites.google.com/view/umitsaglam/home

SCHOLARLY PAPERS

10

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Ideas:
“  My research projects focus on (1) mathematical programming (2) energy economics and management, (3) portfolio optimization, and (4) supply chain management.  ”

Scholarly Papers (10)

1.

Multi-Period Portfolio Optimization Model with Cone Constraints and Discrete Decisions

Number of pages: 28 Posted: 15 Mar 2017 Last Revised: 08 Jan 2019
Ümit Saglam and Hande Yurttan Benson
East Tennessee State University and Drexel University
Downloads 189 (156,522)

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Multi-Period Portfolio Optimization, Mixed-Integer Second-Order Cone Programming, Mixed Integer Linear and Nonlinear Optimizer (MILANO), Outer Approximation

2.

Single- and Multi-Period Portfolio Optimization with Cone Constraints and Discrete Decisions

Number of pages: 20 Posted: 13 Aug 2016 Last Revised: 21 Jan 2019
Ümit Saglam and Hande Yurttan Benson
East Tennessee State University and Drexel University
Downloads 150 (191,292)

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Portfolio optimization, Mixed-integer second-order cone programming, Branch-and-bound algorithm, Outer approximation algorithm

3.

The Efficiency Assessment of Renewable Energy Sources with Data Envelopment Analysis

2018 Annual Meeting of the Decision Sciences Institute Proceedings, Chicago IL, November 2018.
Number of pages: 13 Posted: 19 Jun 2017 Last Revised: 01 Nov 2018
Ümit Saglam
East Tennessee State University
Downloads 145 (196,637)

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Data Envelopment Analysis (DEA), Efficiency Ranking, Electricity Generation, Multi-Criteria Decision Making, Renewable Energy Sources.

4.

Revealed Preferences for Portfolio Selection - Does Skewness Matter?

Applied Economics Letters (2016)
Number of pages: 18 Posted: 07 Aug 2016 Last Revised: 25 Nov 2018
Merrill W. Liechty and Ümit Saglam
Drexel University - Department of Decision Sciences and East Tennessee State University
Downloads 120 (228,037)

Abstract:

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Market preferences, Mean-Variance-Skewness optimal portfolios, Bi-level optimization

5.

A Two-Stage Performance Assessment of Utility-Scale Wind Farms in Texas Using Data Envelopment Analysis and Tobit Models

Journal of Cleaner Production, 201, 580–598.
Number of pages: 22 Posted: 19 Jan 2018 Last Revised: 01 Nov 2018
Ümit Saglam
East Tennessee State University
Downloads 72 (317,242)

Abstract:

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Data Envelopment Analysis (DEA), Productive Efficiency, Renewable Energy, Tobit Regression Model, Texas Wind Farms

6.

Integrated Multiproduct Batch Production and Truck Shipment Scheduling under Different Shipping Policies

Sağlam, Ümit, and Avijit Banerjee, “Integrated multi-product batch production and truck shipment scheduling under different shipping policies.” Omega 74 (2018): 70-81
Number of pages: 20 Posted: 11 Aug 2016 Last Revised: 20 Jan 2018
Ümit Saglam and Avijit Banerjee
East Tennessee State University and Drexel University - Department of Decision Sciences
Downloads 69 (324,699)

Abstract:

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Lot Scheduling, Supply Chain Shipment Policies, Integrated Inventory Models

7.

Assessment of the Productive Efficiency of Large Wind Farms in the United States: An Application of Two-Stage Data Envelopment Analysis

Energy Conversion and Management 153 (2017): 188-214
Number of pages: 36 Posted: 16 Aug 2017 Last Revised: 11 Feb 2018
Ümit Saglam
East Tennessee State University
Downloads 60 (348,888)

Abstract:

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Data Envelopment Analysis (DEA), Productive Efficiency, Renewable Energy, Tobit Regression, Wind Farms

8.

The Productive Efficiency Assessment of Wind Power Generation in the United States

Sağlam, Ümit. “The productive efficiency assessment of wind power generation in the United States.” 2017 Annual Meeting of the Decision Sciences Institute Proceedings, Washington DC, November 2017.
Number of pages: 15 Posted: 19 Jun 2017 Last Revised: 20 Jan 2018
Ümit Saglam
East Tennessee State University
Downloads 37 (426,869)

Abstract:

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Data Envelopment Analysis (DEA), Multi-Criteria Decision Making, Productive Efficiency, Wind Power

9.

Analyzing the Efficiencies of Renewable Energy Sources with Data Envelopment Analysis

2016 Annual Meeting of the Decision Sciences Institute Proceedings, Austin Texas, November 2016
Number of pages: 13 Posted: 06 Jul 2017 Last Revised: 25 Nov 2018
Ümit Saglam
East Tennessee State University
Downloads 35 (434,955)

Abstract:

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Data Envelopment Analysis (DEA), Multi-Criteria Decision Making, Renewable Energy, Efficiency

10.

The Effects of Electricity Prices on Productive Efficiency of States’ Wind Power Performances in the United States

Number of pages: 9 Posted: 24 Jul 2017 Last Revised: 16 Jan 2019
Ümit Saglam
East Tennessee State University
Downloads 28 (466,380)

Abstract:

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Data Envelopment Analysis (DEA), Electricity Prices, Multi-Criteria Decision Making, Productive Efficiency, Wind Power