Conditional value-at-risk in portfolio optimization: Coherent but fragile. - Andrew E. B. Lim; J. George Shanthikumar; Gah-Yi Vahn (Oper. Res. Lett., 2011)

Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case. - Andrew E. B. Lim; J. George Shanthikumar; Gah-Yi Vahn (Manag. Sci., 2012)

Machine Learning and Portfolio Optimization. - Gah-Yi Ban; Noureddine El Karoui; Andrew E. B. Lim (Manag. Sci., 2018)

The Big Data Newsvendor: Practical Insights from Machine Learning. - Gah-Yi Ban; Cynthia Rudin (Oper. Res., 2019)

Dynamic Procurement of New Products with Covariate Information: The Residual Tree Method. - Gah-Yi Ban; Jérémie Gallien; Adam J. Mersereau (Manuf. Serv. Oper. Manag., 2019)

Confidence Intervals for Data-Driven Inventory Policies with Demand Censoring. - Gah-Yi Ban (Oper. Res., 2020)

Personalized Dynamic Pricing with Machine Learning: High-Dimensional Features and Heterogeneous Elasticity. - Gah-Yi Ban; N. Bora Keskin (Manag. Sci., 2021)