Gülpınar, Nalan; Çanakoğlu, Ethem; Branke, Juergen Heuristics for the stochastic dynamic task-resource allocation problem with retry opportunities. (English) Zbl 1403.90654 Eur. J. Oper. Res. 266, No. 1, 291-303 (2018). MSC: 90C59 90C39 90C40 91B32 PDF BibTeX XML Cite \textit{N. Gülpınar} et al., Eur. J. Oper. Res. 266, No. 1, 291--303 (2018; Zbl 1403.90654) Full Text: DOI
Çanakoğlu, Ethem; Muter, İbrahim; Adanur, Onur Audit scheduling in banking sector. (English) Zbl 1375.90183 Fink, Andreas (ed.) et al., Operations research proceedings 2016. Selected papers of the annual international conference of the German Operations Research Society (GOR), Helmut Schmidt University Hamburg, Germany, August 30 – September 2, 2016. Cham: Springer (ISBN 978-3-319-55701-4/pbk; 978-3-319-55702-1/ebook). Operations Research Proceedings, 499-505 (2018). MSC: 90B90 90B35 PDF BibTeX XML Cite \textit{E. Çanakoğlu} et al., Oper. Res. Proc. 2016, 499--505 (2018; Zbl 1375.90183) Full Text: DOI
Gülpınar, Nalân; Çanakoḡlu, Ethem Robust portfolio selection problem under temperature uncertainty. (English) Zbl 1395.91445 Eur. J. Oper. Res. 256, No. 2, 500-523 (2017). MSC: 91G20 91G10 90C31 86A32 PDF BibTeX XML Cite \textit{N. Gülpınar} and \textit{E. Çanakoḡlu}, Eur. J. Oper. Res. 256, No. 2, 500--523 (2017; Zbl 1395.91445) Full Text: DOI
Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem A robust asset-liability management framework for investment products with guarantees. (English) Zbl 1352.90050 OR Spectrum 38, No. 4, 1007-1041 (2016). MSC: 90B50 90B25 90C15 91G10 PDF BibTeX XML Cite \textit{N. Gülpınar} et al., OR Spectrum 38, No. 4, 1007--1041 (2016; Zbl 1352.90050) Full Text: DOI
Gülpınar, Nalan; Canakoglu, Ethem; Pachamanova, Dessislava Robust investment decisions under supply disruption in petroleum markets. (English) Zbl 1307.91140 Comput. Oper. Res. 44, 75-91 (2014). MSC: 91B74 90B50 91B38 PDF BibTeX XML Cite \textit{N. Gülpınar} et al., Comput. Oper. Res. 44, 75--91 (2014; Zbl 1307.91140) Full Text: DOI
Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem Robust strategies for facility location under uncertainty. (English) Zbl 1292.90166 Eur. J. Oper. Res. 225, No. 1, 21-35 (2013). MSC: 90B80 90C31 90B05 PDF BibTeX XML Cite \textit{N. Gülpınar} et al., Eur. J. Oper. Res. 225, No. 1, 21--35 (2013; Zbl 1292.90166) Full Text: DOI
Çanakoğlu, Ethem; Özekici, Süleyman HARA frontiers of optimal portfolios in stochastic markets. (English) Zbl 1253.91164 Eur. J. Oper. Res. 221, No. 1, 129-137 (2012). MSC: 91G10 91G80 93E20 PDF BibTeX XML Cite \textit{E. Çanakoğlu} and \textit{S. Özekici}, Eur. J. Oper. Res. 221, No. 1, 129--137 (2012; Zbl 1253.91164) Full Text: DOI
Çanakoğlu, Ethem; Özekici, Süleyman Portfolio selection with imperfect information: a hidden Markov model. (English) Zbl 1276.91091 Appl. Stoch. Models Bus. Ind. 27, No. 2, 95-114 (2011). MSC: 91G10 60J20 90C39 PDF BibTeX XML Cite \textit{E. Çanakoğlu} and \textit{S. Özekici}, Appl. Stoch. Models Bus. Ind. 27, No. 2, 95--114 (2011; Zbl 1276.91091) Full Text: DOI
Çanakoğlu, Ethem; Özekici, Süleyman Portfolio selection in stochastic markets with HARA utility functions. (English) Zbl 1180.91252 Eur. J. Oper. Res. 201, No. 2, 520-536 (2010). MSC: 91G10 90C39 91B70 PDF BibTeX XML Cite \textit{E. Çanakoğlu} and \textit{S. Özekici}, Eur. J. Oper. Res. 201, No. 2, 520--536 (2010; Zbl 1180.91252) Full Text: DOI
Çanakoğlu, Ethem; Özekici, Süleyman Portfolio selection in stochastic markets with exponential utility functions. (English) Zbl 1163.91374 Ann. Oper. Res. 166, 281-297 (2009). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{E. Çanakoğlu} and \textit{S. Özekici}, Ann. Oper. Res. 166, 281--297 (2009; Zbl 1163.91374) Full Text: DOI
Çanakoğlu, Ethem; Bilgiç, Taner Analysis of a two-stage telecommunication supply chain with technology dependent demand. (English) Zbl 1114.90043 Eur. J. Oper. Res. 177, No. 2, 995-1012 (2007). MSC: 90B50 90B18 91A40 PDF BibTeX XML Cite \textit{E. Çanakoğlu} and \textit{T. Bilgiç}, Eur. J. Oper. Res. 177, No. 2, 995--1012 (2007; Zbl 1114.90043) Full Text: DOI