Luxenberg, Eric
17  Ergebnisse:
Personensuche X
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2

Robust Bond Portfolio Construction via Convex–Concave Saddl..:

Luxenberg, Eric ; Schiele, Philipp ; Boyd, Stephen
Journal of Optimization Theory and Applications.  201 (2024)  3 - p. 1089-1115 , 2024
 
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3

Portfolio construction with Gaussian mixture returns and ex..:

Luxenberg, Eric ; Boyd, Stephen
Optimization and Engineering.  25 (2023)  1 - p. 555-574 , 2023
 
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4

Strategic Asset Allocation with Illiquid Alternatives:

, In: 3rd ACM International Conference on AI in Finance,
Luxenberg, Eric ; Boyd, Stephen ; van Beek, Misha.. - p. 249-256 , 2022
 
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