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Jinwook Lee
Jinwook Lee
Verified email at drexel.edu - Homepage
Title
Cited by
Cited by
Year
Properties and calculation of multivariate risk measures: MVaR and MCVaR
J Lee, A Prékopa
Annals of Operations Research 211, 225-254, 2013
362013
Risk tomography
A Prékopa, J Lee
European Journal of Operational Research 265 (1), 149-168, 2018
102018
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions
J Lee, A Prékopa
Computational Management Science 12 (2), 243-266, 2015
92015
On the probability of union in the n-space
J Lee, A Prékopa
Operations Research Letters 45 (1), 19-24, 2017
82017
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
62017
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
52017
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
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