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isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Blanchet, Jose"
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Blanchet, Jose
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Management science : journal of the Institute for Operations Research and the Management Sciences
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Distributionally robust batch contextual bandits
Si, Nian
;
Zhang, Fan
;
Zhou, Zhengyuan
;
Blanchet, Jose
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5772-5793
Persistent link: https://www.econbiz.de/10014392981
Saved in:
2
Distributionally robust mean-variance portfolio selection with Wasserstein distances
Blanchet, Jose
;
Chen, Lin
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6382-6410
Persistent link: https://www.econbiz.de/10013373005
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