Jinwook Lee

Jinwook Lee

Areas of Expertise

  • Decision Models
  • Mathematical Programming
  • Risk Assessment
  • Stochastic Optimization
  • Stochastic Processes

Selected Works

Articles

Prekopa, Andras, and Lee, Jinwook, Risk Tomography. European Journal of Operational Research (Forthcoming)

Lee, Jinwook, Kim, Jongpil, and Prekopa, Andras, Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events. Discrete Applied Mathematics 219 (Mar 2017): 210-218.

Lee, Jinwook, and Prekopa, Andras, On the probability of union in the n-space. Operations Research Letters 45 (Jan 2017): 19-24.

Lee, Jinwook, and Prekopa, Andras, Decision-Making from a Risk Assessment Perspective for Corporate Mergers and Acquisitions. Computational Management Science 12 (Apr 2015): 243-266.

Lee, Jinwook, and Prekopa, Andras, Properties and Calculation of Multivariate Risk Measures: MVaR and MCVaR. Annals of Operations Research 211 (Dec 2013): 225-254.

Presented Research

Lee, Jinwook, Partially ordered data sets and a new efficient method for calculating multivariate conditional value-at-risk, IFORS 2017: Quebec, CN, (Jul 2017):

Lee, Jinwook, Risk Tomography, OR 2015: Vienna, (Sep 2015):

Lee, Jinwook, Price Bands: A Technical Tool for Stock Trading, INFORMS: Minneapolis, MN, (Oct 2013):

Lee, Jinwook, Simultaneous Confidence Intervals for Future Stochastic Processes, INFORMS: Phoenix, AZ, (Oct 2012):

Lee, Jinwook, Properties and Calculation of Multivariate Risk…, EURO: Vilnius, Lithuania, (Jul 2012):

Lee, Jinwook, Properties and Calculation of Multivariate Risk…, INFORMS: Charlotte, NC, (Nov 2011):

Education

BBA Business Administration - Yonsei University Korea 2003
BS Mathematics - Stony Brook University Stony Brook, NY USA 2008
PhD Operations Research - Rutgers University New Brunswick, NJ USA 2014

Professional Experience

Corporate-Shinhan Bank Corporate Banker Seoul Aug 2003 - Feb 2006
Academic-Rutgers Business School Instructor New Brunswick NJ Sep 2013 - May 2014