Areas of Expertise
- Decision Models
- Mathematical Programming
- Risk Assessment
- Stochastic Optimization
- Stochastic Processes
Prekopa, Andras, and Lee, Jinwook, Risk Tomography. European Journal of Operational Research (Forthcoming)
Lee, Jinwook, Computing the probability of union in the n-dimensional Euclidean space for application of the multivariate quantile: p-level efficient points. Operations Research Letters 45 (May 2017): 242-247.
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.
Lee, Jinwook, Lee, Joonhee, and Prekopa, Andras, Price Bands: A Technical Tool for Stock Trading. RRR (RUTCOR RESEARCH REPORT) (Sep 2013):
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):
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
Corporate-Shinhan Bank Corporate Banker Seoul Aug 2003 - Feb 2006
Academic-Rutgers Business School Instructor New Brunswick NJ Sep 2013 - May 2014