Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis. - So Yeon Chun; Alexander Shapiro 001 (SIAM J. Matrix Anal. Appl., 2010)

Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. - So Yeon Chun; Alexander Shapiro 001; Stan Uryasev (Oper. Res., 2012)

When Friends Become Competitors: The Design of Resource Exchange Alliances. - So Yeon Chun; Anton J. Kleywegt; Alexander Shapiro 001 (Manag. Sci., 2017)

Strategic Consumers, Revenue Management, and the Design of Loyalty Programs. - So Yeon Chun; Anton Ovchinnikov (Manag. Sci., 2019)

Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. - So Yeon Chun; Miguel A. Lejeune (Manag. Sci., 2020)

Loyalty Program Liabilities and Point Values. - So Yeon Chun; Dan Andrei Iancu; Nikolaos Trichakis (Manuf. Serv. Oper. Manag., 2020)

Dynamic Pricing with Point Redemption. - Hakjin Chung; Hyun-Soo Ahn; So Yeon Chun (Manuf. Serv. Oper. Manag., 2022)

Loyalty Currency and Mental Accounting: Do Consumers Treat Points Like Money? - Freddy Lim; So Yeon Chun; Ville A. Satopää (Manuf. Serv. Oper. Manag., 2024)