| Markowitz Portfolio Construction at Seventy S Boyd, K Johansson, R Kahn, P Schiele, T Schmelzer arXiv preprint arXiv:2401.05080, 2024 | 4 | 2024 |
| Disciplined Saddle Programming P Schiele, E Luxenberg, S Boyd Transactions on Machine Learning Research, 1--25, 2024 | 3 | 2024 |
| Portfolio optimization with cumulative prospect theory utility via convex optimization E Luxenberg, P Schiele, S Boyd Computational Economics, 1-21, 2024 | 2 | 2024 |
| Modern Approaches to Dynamic Portfolio Optimization P Schiele Junior Management Science 6 (1), 149-189, 2021 | 2 | 2021 |
| Robust Bond Portfolio Construction via Convex–Concave Saddle Point Optimization E Luxenberg, P Schiele, S Boyd Journal of Optimization Theory and Applications, 1-27, 2024 | 1 | 2024 |
| On Robust Asset Allocation P Schiele Ludwig Maximilian University of Munich, 2024 | | 2024 |
| How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression L Kook, C Kolb, P Schiele, D Dold, M Arpogaus, C Fritz, PF Baumann, ... arXiv preprint arXiv:2405.05429, 2024 | | 2024 |
| ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling P Schiele, C Berninger, D Rügamer arXiv preprint arXiv:2208.14919, 2022 | | 2022 |
| Natural Experiments in Finance P Schiele Universität Konstanz, 2017 | | 2017 |
Stephen BoydProfessor of Electrical Engineering, Computer Science, and Management Science, StanfordVerified email at stanford.edu
