Eric Luxenberg

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 6

Top Topics

Quadratic Optimization

Programming Environment

Asset Allocation

Top Venues

J. Optim. Theory Appl.

Trans. Mach. Learn. Res.

Publications

Philipp Schiele, Eric Luxenberg, Stephen P. Boyd
Disciplined Saddle Programming. Trans. Mach. Learn. Res. 2024 (2024)
Eric Luxenberg, Philipp Schiele, Stephen P. Boyd
Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization. J. Optim. Theory Appl. 201 (3) (2024)
Philipp Schiele, Eric Luxenberg, Stephen P. Boyd
Disciplined Saddle Programming. CoRR (2023)
Eric Luxenberg, Dhruv Malik, Yuanzhi Li, Aarti Singh, Stephen P. Boyd
Specifying and Solving Robust Empirical Risk Minimization Problems Using CVXPY. CoRR (2023)
Eric Luxenberg, Stephen P. Boyd, Mykel J. Kochenderfer, Misha van Beek, Wen Cao, Steven Diamond, Alex Ulitsky, Kunal Menda, Vidy Vairavamurthy
Strategic Asset Allocation with Illiquid Alternatives. CoRR (2022)
Eric Luxenberg, Stephen P. Boyd, Misha van Beek, Wen Cao, Mykel J. Kochenderfer
Strategic Asset Allocation with Illiquid Alternatives. ICAIF (2022)