2016

Gulpinar, Nalan and Çanakoḡlub, Ethem . (2016) Robust portfolio selection problem under temperature uncertainty. European Journal of Operational Research . ISSN 0377-2217 (In Press)

Gulpinar, Nalan, Pachamanova, Dessislava A. and Çanakoğlu, Ethem. (2016) A robust asset–liability management framework for investment products with guarantees. OR Spectrum . pp. 1-35. ISSN 0171-6468

2014

Gulpinar, Nalan and Oliveira, F. S.. (2014) Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties. Computational Management Science, Volume 11 (Number 3). pp. 267-283. ISSN 1619-697X

Gulpinar, Nalan and Katata, Kabir. (2014) Modelling oil and gas supply disruption risks using extreme-value theory and copula. Journal of Applied Statistics, Volume 41 (Number 1). pp. 2-25. ISSN 0266-4763

2013

Gulpinar, Nalan, Pachamanova, Dessislava A. and Çanakoğlu, Ethem. (2013) Robust strategies for facility location under uncertainty. European Journal of Operational Research, Vol.225 (No.1). pp. 21-35. ISSN 0377-2217

Gulpinar, Nalan and Pachamanova, Dessislava A.. (2013) A robust optimization approach to asset-liability management under time-varying investment opportunities. Journal of Banking & Finance, Volume 37 (Number 6). pp. 2031-2041. ISSN 0378-4266

2012

Gulpinar, Nalan and Oliveira, F. S.. (2012) Robust trading in spot and forward oligopolistic markets. International Journal of Production Economics, Vol.138 (No.1). pp. 35-45. ISSN 0925-5273

2011

Gulpinar, Nalan and Harrison, Peter and Rüstem, Berç, eds. (2011) Performance models and risk management in communications systems. Springer Optimization and Its Applications (No.46). New York: Springer New York. ISBN 9781441905345

2010

Gulpinar, Nalan, An, Le Thi Hoai and Moeini, Mahdi (2010) Robust investment strategies with discrete asset choice constraints using DC programming. In: International Conference on Nonconvex Programming - Local and Global Approaches, Natl Inst Appl Sci, Rouen, France, December 17-21, 2007. Published in: Optimization, Vol.59 (No.1). pp. 45-62.

Gulpinar, Nalan, Çanakoğlu, Ethem and Thoms, Jo. (2010) Robust team decision-making under uncertainty. International Journal of Applied Decision Sciences, Volume 3 (Number 3). pp. 206-220. ISSN 1755-8077

2008

Osorio, Maria A., Gulpinar, Nalan and Rustem, Berç. (2008) A mixed integer programming model for multistage mean-variance post-tax optimization. European Journal of Operational Research, Vol.185 (No.2). pp. 451-480. ISSN 0377-2217

Osorio, Maria A., Gulpinar, Nalan and Rustem, Berç. (2008) A general framework for multistage mean-variance post-tax optimization. Annals of Operations Research , Vol.157 (No.1). pp. 3-23. ISSN 0254-5330

2007

Gulpinar, Nalan and Rustem, Berç. (2007) Worst-case robust decisions for multi-period mean-variance portfolio optimization. European Journal of Operational Research, Vol.183 (No.3). pp. 981-1000. ISSN 0377-2217

Gulpinar, Nalan, Harder, Uli, Harrison, Peter, Field, Tony, Rustem, Berç and Pau, Louis-Francois. (2007) Mean-variance performance optimization of response time in a tandem router network with batch arrivals. Cluster Computing, Vol.10 (No.2). pp. 203-216. ISSN 1386-7857

Gulpinar, Nalan and Rustem, Berç. (2007) Robust optimal decisions with imprecise forecasts. Computational Statistics & Data Analysis, Vol.51 (No.7). pp. 3595-3611. ISSN 0167-9473

Gulpinar, Nalan, Rustem, Berç and Žaković, Stanislav (2007) Stochastic optimization and worst-case decisions. In: Grundel, Don and Murphey, Robert and Pardalos, Panos and Prokopyev, Oleg, (eds.) Cooperative Systems. Lecture Notes in Economics and Mathematical Systems, Volume 588 . Nova Science Publishers, Inc., pp. 317-338. ISBN 9783540482703

2006

Gulpinar, Nalan, Harrison, Pete and Rustem, Berç (2006) Worst-case analysis of router networks with rival queueing models. In: 21st International Symposium on Computer and Information Sciences (ISCIS 2006), Istanbul, TURKEY, NOV 01-03, 2006. Published in: Computer and Information Sciences - ISCIS 2006, Proceedings, 4263 pp. 897-907.