| Portfolio optimization with cumulative prospect theory utility via convex optimization E Luxenberg, P Schiele, S Boyd Computational Economics, 1-21, 2024 | 2 | 2024 |
| Disciplined Saddle Programming P Schiele, E Luxenberg, S Boyd arXiv preprint arXiv:2301.13427, 2023 | 2 | 2023 |
| Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization E Luxenberg, P Schiele, S Boyd arXiv preprint arXiv:2212.02570, 2022 | 2 | 2022 |
| Modern Approaches to Dynamic Portfolio Optimization P Schiele Junior Management Science 6 (1), 149-189, 2021 | 2 | 2021 |
| Markowitz Portfolio Construction at Seventy S Boyd, K Johansson, R Kahn, P Schiele, T Schmelzer arXiv preprint arXiv:2401.05080, 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 |
