So Yeon Chun
So Yeon Chun
Associate Professor of Technology and Operations Management, INSEAD
Bestätigte E-Mail-Adresse bei - Startseite
Zitiert von
Zitiert von
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
Normal versus noncentral chi-square asymptotics of misspecified models
SY Chun, A Shapiro
Multivariate Behavioral Research 44 (6), 803-827, 2009
Strategic consumers, revenue management, and the design of loyalty programs
SY Chun, A Ovchinnikov
Management Science 65 (9), 3969-3987, 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
Loyalty program liabilities and point values
SY Chun, DA Iancu, N Trichakis
Manufacturing & Service Operations Management 22 (2), 257-272, 2020
When friends become competitors: the design of resource exchange alliances
SY Chun, AJ Kleywegt, A Shapiro
Management Science 63 (7), 2127-2145, 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
Modified Distribution-Free Goodness of Fit Test Statistic
SY Chun, M Browne, A Shapiro
Available at SSRN 2697843, 2015
Dynamic pricing with point redemption
H Chung, HS Ahn, SY Chun
KAIST College of Business Working Paper Series, 2019
Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution
SY Chun, MA Lejeune
Management Science, 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
Spending Or Stockpiling: Consumers’ Decisions to Redeem Loyalty Program Points
SY Chun, R Hamilton
ACR North American Advances, 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
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
Hybrid is good: stochastic optimization and applied statistics for or
SY Chun
Georgia Institute of Technology, 2012
Multistage stochastic convex optimization
A Shapiro, AJ Kleywegt, V Narayanan, SY Chun
Georgia Institute of Technology, 2008
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