Properties and calculation of multivariate risk measures: MVaR and MCVaR J Lee, A Prékopa Annals of Operations Research 211, 225-254, 2013 | 36 | 2013 |
Risk tomography A Prékopa, J Lee European Journal of Operational Research 265 (1), 149-168, 2018 | 10 | 2018 |
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions J Lee, A Prékopa Computational Management Science 12 (2), 243-266, 2015 | 9 | 2015 |
On the probability of union in the n-space J Lee, A Prékopa Operations Research Letters 45 (1), 19-24, 2017 | 8 | 2017 |
Computing the probability of union in the n-dimensional Euclidean space for application of the multivariate quantile: p-level efficient points J Lee Operations Research Letters 45 (3), 242-247, 2017 | 6 | 2017 |
Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events J Lee, J Kim, A Prékopa Discrete Applied Mathematics 219, 210-218, 2017 | 5 | 2017 |
Decision support modeling via multivariate risk measures and stochastic optimization J Lee Rutgers The State University of New Jersey, School of Graduate Studies, 2014 | | 2014 |