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Eric Luxenberg - MaRDI portal

Eric Luxenberg

From MaRDI portal
Person:6398692

Available identifiers

zbMath Open luxenberg.ericMaRDI QIDQ6398692

List of research outcomes





PublicationDate of PublicationType
Specifying and solving robust empirical risk minimization problems using CVXPY2024-10-07Paper
Robust bond portfolio construction via convex-concave saddle point optimization2024-08-02Paper
Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization2022-05-09Paper

Research outcomes over time

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