Conditional value-at-risk and average value-at-risk: Estimation and asymptotics SY Chun, A Shapiro, S Uryasev Operations Research 60 (4), 739-756, 2012 | 55 | 2012 |
Normal versus noncentral chi-square asymptotics of misspecified models SY Chun, A Shapiro Multivariate Behavioral Research 44 (6), 803-827, 2009 | 40 | 2009 |
Strategic consumers, revenue management, and the design of loyalty programs SY Chun, A Ovchinnikov Management Science 65 (9), 3969-3987, 2019 | 19 | 2019 |
A partitioning algorithm for markov decision processes with applications to market microstructure N Chen, S Kou, C Wang Management Science 64 (2), 784-803, 2018 | 17 | 2018 |
Loyalty program liabilities and point values SY Chun, DA Iancu, N Trichakis Manufacturing & Service Operations Management 22 (2), 257-272, 2020 | 15* | 2020 |
When friends become competitors: the design of resource exchange alliances SY Chun, AJ Kleywegt, A Shapiro Management Science 63 (7), 2127-2145, 2017 | 9* | 2017 |
Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis SY Chun, A Shapiro SIAM journal on matrix analysis and applications 31 (4), 1570-1583, 2010 | 9 | 2010 |
Modified Distribution-Free Goodness of Fit Test Statistic SY Chun, M Browne, A Shapiro Available at SSRN 2697843, 2015 | 8 | 2015 |
Dynamic pricing with point redemption H Chung, HS Ahn, SY Chun KAIST College of Business Working Paper Series, 2019 | 4 | 2019 |
Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution SY Chun, MA Lejeune Management Science, 2020 | 1 | 2020 |
Refining Loyalty Programs in the Era of Big Data: A Societal Lens Paradigm V Stourm, S Neslin, E Bradlow, E Breugelmans, SY Chun, P Gardete, ... Marketing Letters, 2020 | 1 | 2020 |
Spending Or Stockpiling: Consumers’ Decisions to Redeem Loyalty Program Points SY Chun, R Hamilton ACR North American Advances, 2016 | 1 | 2016 |
Setting the optimal value of loyalty points SY Chun, DA Iancu, N Trichakis Stanford Graduate School of Business Research Paper Series, 15-32, 2015 | 1 | 2015 |
Refocusing loyalty programs in the era of big data: a societal lens paradigm V Stourm, SA Neslin, ET Bradlow, E Breugelmans, SY Chun, P Gardete, ... Marketing Letters 31, 405-418, 2020 | | 2020 |
Hybrid is good: stochastic optimization and applied statistics for or SY Chun Georgia Institute of Technology, 2012 | | 2012 |
Multistage stochastic convex optimization A Shapiro, AJ Kleywegt, V Narayanan, SY Chun Georgia Institute of Technology, 2008 | | 2008 |