Eric Luxenberg
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Specifying and solving robust empirical risk minimization problems using CVXPY Journal of Optimization Theory and Applications | 2024-10-07 | Paper |
| Robust bond portfolio construction via convex-concave saddle point optimization Journal of Optimization Theory and Applications | 2024-08-02 | Paper |
| Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization | 2022-05-09 | Paper |
Research outcomes over time
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