Crossmark

Robust Bond Portfolio Construction via Convex–Concave Saddle Point Optimization

Crossref DOI link: https://doi.org/10.1007/s10957-024-02436-z

Published Online: 2024-05-13

Published Print: 2024-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Luxenberg, Eric https://orcid.org/0000-0003-4943-8727
Schiele, Philipp

Boyd, Stephen
Funding

Funding for this research was provided by:

Office of Naval Research (N00014-22-1-2121)
License Information

Text and Data Mining valid from 2024-05-13

Version of Record valid from 2024-05-13
More Information

Article History

Received: 2 March 2023

Accepted: 4 April 2024

First Online: 13 May 2024