Assist. Prof.
Burak PAÇ
Industrial Engineering
- Phone
- +90 (262) 0(262)6052071
-
burakpac
gtu.edu.tr
- Office
- Block F, Endüstri ve Harita Mühendisliği 103
- Areas of interest
- Convex Optimization, Probability, Online Marketing, OR in Healthcare, Portfolio Selection.
Paç, A. B., Pınar, M. Ç. (2018). On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets. Annals of Operations Research, 1-31.
Pınar, M. Ç., Paç, A. B. (2014). Mean semi-deviation from a target
and robust portfolio choice under distribution and mean return
ambiguity. Journal of Computational and Applied Mathematics, 259, 394-405.
Paç, A. B., Pınar, M. Ç. (2014). Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity. Top, 22(3), 875-891.
Paç, A. B. (2016). Robust portfolio optimization with risk measures under distributional uncertainty. Ph. D. Thesis, Bilkent University. Thesis Advisor: Prof. Mustafa Ç. Pınar.
Paç, A. B. (2010). Row generation techniques for approximate solution of linear programming problems. M. S. Thesis, Bilkent University. Thesis Advisor: Prof. E. Alper Yıldırım.
- Third Cycle (Doctoral): Bilkent Üniversitesi Endüstri Mühendisliği, 2016
- Second Cycle (Master's): Bilkent Üniversitesi Endüstri Mühendisliği, 2010
- First Cycle (Undergraduate): Bilkent Üniversitesi Endüstri Mühendisliği, 2006
