Mustafa Pinar

Bilkent University - Department of Industrial Engineering

Ankara, 06800

Turkey

  • Bilkent University - Department of Industrial Engineering

SCHOLARLY PAPERS

5

DOWNLOADS

1,149

TOTAL CITATIONS

5

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Optimal Multi-Period Consumption and Investment With Short-Sale Constraints

Finance Research Letters, Vol. 11, No. 1, 16–24, 2014
Number of pages: 9 Posted: 11 Jan 2009 Last Revised: 14 Apr 2016
Yakup Eser Arısoy, Aslihan Altay Salih and Mustafa Pinar
NEOMA Business School, Bilkent University - Faculty of Business Administration and Bilkent University - Department of Industrial Engineering
Downloads 856 (61,632)

Abstract:

Loading...

Options; Optimization; Short-sales; Consumption-based CAPM

2.

Delegated Portfolio Management under Ambiguity Aversion

CEIS Working Paper No. 304
Number of pages: 27 Posted: 08 Feb 2014 Last Revised: 17 Feb 2015
Annalisa Fabretti, Stefano Herzel and Mustafa Pinar
University of Rome Tor Vergata - Tor Vergata Economics University Foundation, University of Rome Tor Vergata - Faculty of Economics and Bilkent University - Department of Industrial Engineering
Downloads 173 (375,183)

Abstract:

Loading...

Delegated Portfolio Management, ambiguity, robust optimization

3.

The Best Gain-Loss Ratio is a Poor Performance Measure

Number of pages: 18 Posted: 08 Jan 2013
Sara Biagini and Mustafa Pinar
LUISS University and Bilkent University - Department of Industrial Engineering
Downloads 76 (682,148)
Citation 4

Abstract:

Loading...

Gain-loss ratio, acceptability indexes, incomplete markets, martingales, quasi concave optimization, duality methods, market modified risk measures

4.

Distributionally Robust Optimal Allocation with Costly Verification

MIT Center for Transportation & Logistics - Archive
Number of pages: 43 Posted: 13 Dec 2022 Last Revised: 06 Mar 2025
Halil ibrahim Bayrak, Çağıl Koçyiğit, Daniel Kuhn and Mustafa Pinar
Bilkent University - Department of Industrial Engineering, University of Luxembourg, École polytechnique fédérale de Lausanne and Bilkent University - Department of Industrial Engineering
Downloads 44 (896,602)
Citation 1

Abstract:

Loading...

mechanism design, costly verification, distributionally robust optimization, ambiguity aversion

5.

Robust Auction Design Under Multiple Priors by Linear and Integer Programming

MIT Center for Transportation & Logistics Research Paper No. 2018/054, Annals of Operations Research, volume 260, issue 1-2, 2018[10.1007/s10479-017-2416-4]
Posted: 29 Apr 2025
Çağıl Koçyiğit, Halil ibrahim Bayrak and Mustafa Pinar
University of Luxembourg, Bilkent University - Department of Industrial Engineering and Bilkent University - Department of Industrial Engineering

Abstract:

Loading...

Ambiguity, AmbiguityLinear programming, AmbiguityLinear programmingMixed-integer programming, AmbiguityLinear programmingMixed-integer programmingMultiple priors