Eric Luxenberg
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Person:6398692
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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