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

Eric Luxenberg, Philipp Schiele, Stephen P. Boyd (2024)

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DOI: 10.1007/S10957-024-02436-Z

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type: Journal Article

metadata version: 2024-07-19

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Eric Luxenberg, Philipp Schiele, Stephen P. Boyd:
Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization. J. Optim. Theory Appl. 201(3): 1089-1115 (2024)

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