Eric Luxenberg

According to our database, Eric Luxenberg authored at least 5 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Specifying and Solving Robust Empirical Risk Minimization Problems Using CVXPY.

Eric Luxenberg, Dhruv Malik, Yuanzhi Li, Aarti Singh, Stephen P. Boyd

J. Optim. Theory Appl., September, 2024

Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization.

Eric Luxenberg, Philipp Schiele, Stephen P. Boyd

J. Optim. Theory Appl., June, 2024

Disciplined Saddle Programming.

Philipp Schiele, Eric Luxenberg, Stephen P. Boyd

Trans. Mach. Learn. Res., 2024

2022

Strategic Asset Allocation with Illiquid Alternatives.

Eric Luxenberg, Stephen P. Boyd, Mykel J. Kochenderfer, Misha van Beek, Wen Cao, Steven Diamond, Alex Ulitsky, Kunal Menda, Vidy Vairavamurthy

CoRR, 2022

Strategic Asset Allocation with Illiquid Alternatives.

Eric Luxenberg, Stephen P. Boyd, Misha van Beek, Wen Cao, Mykel J. Kochenderfer

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022