2019
Quantifying Distributional Model Risk via Optimal Transport
José Blanchet, Karthyek Murthy
Mathematics of Operations Research OATop-listed
377
cites
Faculty
Karthyek Murthy is a Operations & Decision Sciences scholar at University of Southern California. Research spans Probability and Risk Models, Risk and Portfolio Optimization. 40 works, 903 citations (h-index 11).
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Affiliation on publications · University of Southern California
José Blanchet, Karthyek Murthy
Mathematics of Operations Research OATop-listed
José Blanchet, Yang Kang, Karthyek Murthy
Journal of Applied Probability OATop-listed
José Blanchet, Karthyek Murthy, Fan Zhang
Mathematics of Operations ResearchTop-listed