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So Yeon Chun

Personal Details

First Name:So Yeon
Middle Name:
Last Name:Chun
Suffix:
RePEc Short-ID:pch764

Affiliation

INSEAD

Fontainebleau, France
http://www.insead.edu/
RePEc:edi:inseafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Valeria Stourm & Scott Neslin & Eric Bradlow & Els Breugelmans & So Yeon Chun & Pedro Gardete & P.K. Kannan & Praveen K. Kopalle & Young-Hoon Park & David Restrepo-Amariles & Raphael Thomadsen & Yupin, 2020. "Refocusing Loyalty Programs in the Era of Big Data: A Societal Lens Paradigm," Working Papers hal-02910089, HAL.
  2. Chun, So Yeon & Kleywegt, Anton J & Shapiro, Alexander, 2011. "Revenue management in resource exchange seller alliances," MPRA Paper 34657, University Library of Munich, Germany.
  3. Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper 30132, University Library of Munich, Germany.
  4. Chun, So Yeon & Alexander, Shapiro, 2009. "Normal versus Noncentral Chi-square Asymptotics of Misspecified Models," MPRA Paper 17310, University Library of Munich, Germany.

Articles

  1. So Yeon Chun & Dan A. Iancu & Nikolaos Trichakis, 2020. "Loyalty Program Liabilities and Point Values," Manufacturing & Service Operations Management, INFORMS, vol. 22(2), pages 257-272, March.
  2. Valeria Stourm & Scott A. Neslin & Eric T. Bradlow & Els Breugelmans & So Yeon Chun & Pedro Gardete & P. K. Kannan & Praveen Kopalle & Young-Hoon Park & David Restrepo Amariles & Raphael Thomadsen & Y, 2020. "Refocusing loyalty programs in the era of big data: a societal lens paradigm," Marketing Letters, Springer, vol. 31(4), pages 405-418, December.
  3. So Yeon Chun & Miguel A. Lejeune, 2020. "Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution," Management Science, INFORMS, vol. 66(8), pages 3735-3753, August.
  4. So Yeon Chun & Anton Ovchinnikov, 2019. "Strategic Consumers, Revenue Management, and the Design of Loyalty Programs," Management Science, INFORMS, vol. 65(9), pages 3969-3987, September.
  5. So Yeon Chun & Michael W. Browne & Alexander Shapiro, 2018. "Modified Distribution-Free Goodness-of-Fit Test Statistic," Psychometrika, Springer;The Psychometric Society, vol. 83(1), pages 48-66, March.
  6. So Yeon Chun & Anton J. Kleywegt & Alexander Shapiro, 2017. "When Friends Become Competitors: The Design of Resource Exchange Alliances," Management Science, INFORMS, vol. 63(7), pages 2127-2145, July.
  7. So Yeon Chun & Alexander Shapiro & Stan Uryasev, 2012. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," Operations Research, INFORMS, vol. 60(4), pages 739-756, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Valeria Stourm & Scott Neslin & Eric Bradlow & Els Breugelmans & So Yeon Chun & Pedro Gardete & P.K. Kannan & Praveen K. Kopalle & Young-Hoon Park & David Restrepo-Amariles & Raphael Thomadsen & Yupin, 2020. "Refocusing Loyalty Programs in the Era of Big Data: A Societal Lens Paradigm," Working Papers hal-02910089, HAL.

    Cited by:

    1. Bombaij, Nick, 2021. "Effectiveness of loyalty programs," Other publications TiSEM 095c506d-5b5c-4ea3-9b41-a, Tilburg University, School of Economics and Management.
    2. Stourm, Valeria & Bradlow, Eric T., 2023. "Cross-reward effects in a coalition loyalty program: The impact of a point currency devaluation," International Journal of Research in Marketing, Elsevier, vol. 40(2), pages 276-293.
    3. Federico Rossi & Pradeep K. Chintagunta, 2023. "Consumer Loyalty Programs and Retail Prices: Evidence from Gasoline Markets," Marketing Science, INFORMS, vol. 42(4), pages 794-818, July.
    4. Wang, Xin (Shane) & Ryoo, Jun Hyun (Joseph) & Bendle, Neil & Kopalle, Praveen K., 2021. "The role of machine learning analytics and metrics in retailing research," Journal of Retailing, Elsevier, vol. 97(4), pages 658-675.
    5. Rami Alkhudary & Bertrand Belvaux & Nathalie Guibert, 2023. "Understanding non-fungible tokens (NFTs): insights on consumption practices and a research agenda," Marketing Letters, Springer, vol. 34(2), pages 321-336, June.

  2. Chun, So Yeon & Kleywegt, Anton J & Shapiro, Alexander, 2011. "Revenue management in resource exchange seller alliances," MPRA Paper 34657, University Library of Munich, Germany.

    Cited by:

    1. Xing Hu & René Caldentey & Gustavo Vulcano, 2013. "Revenue Sharing in Airline Alliances," Management Science, INFORMS, vol. 59(5), pages 1177-1195, May.

  3. Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper 30132, University Library of Munich, Germany.

    Cited by:

    1. Roman V. Ivanov, 2018. "A Credit-Risk Valuation under the Variance-Gamma Asset Return," Risks, MDPI, vol. 6(2), pages 1-25, May.
    2. Yi-Ting Chen & Edward W. Sun & Yi-Bing Lin, 2019. "Coherent quality management for big data systems: a dynamic approach for stochastic time consistency," Annals of Operations Research, Springer, vol. 277(1), pages 3-32, June.
    3. Natalia Nolde & Johanna F. Ziegel, 2016. "Elicitability and backtesting: Perspectives for banking regulation," Papers 1608.05498, arXiv.org, revised Feb 2017.
    4. Lin, Edward M.H. & Sun, Edward W. & Yu, Min-Teh, 2020. "Behavioral data-driven analysis with Bayesian method for risk management of financial services," International Journal of Production Economics, Elsevier, vol. 228(C).
    5. Tatiana Labopin-Richard & Fabrice Gamboa & Aur'elien Garivier & Bertrand Iooss, 2014. "Bregman superquantiles. Estimation methods and applications," Papers 1405.6677, arXiv.org, revised Jan 2016.
    6. Edward W. Sun & Yu-Jen Wang & Min-Teh Yu, 2018. "Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 627-652, August.
    7. Ivanov Roman V., 2018. "On risk measuring in the variance-gamma model," Statistics & Risk Modeling, De Gruyter, vol. 35(1-2), pages 23-33, January.
    8. Johanna F. Ziegel, 2013. "Coherence and elicitability," Papers 1303.1690, arXiv.org, revised Mar 2014.
    9. Haoyu Chen & Tiantian Mao & Fan Yang, 2024. "Estimation of the Adjusted Standard-deviatile for Extreme Risks," Papers 2411.07203, arXiv.org.
    10. Fulga, Cristinca, 2016. "Portfolio optimization with disutility-based risk measure," European Journal of Operational Research, Elsevier, vol. 251(2), pages 541-553.
    11. R. Tyrrell Rockafellar & Johannes O. Royset, 2018. "Superquantile/CVaR risk measures: second-order theory," Annals of Operations Research, Springer, vol. 262(1), pages 3-28, March.
    12. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015. "Ex-ante real estate Value at Risk calculation method," ERES eres2015_56, European Real Estate Society (ERES).
    13. Roger W. Barnard & Kent Pearce & A. Alexandre Trindade, 2018. "When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management," Annals of Operations Research, Springer, vol. 262(1), pages 47-65, March.
    14. Roman V. Ivanov, 2023. "The Semi-Hyperbolic Distribution and Its Applications," Stats, MDPI, vol. 6(4), pages 1-21, October.
    15. Chen Yi-Ting & Sun Edward W. & Yu Min-Teh, 2015. "Improving model performance with the integrated wavelet denoising method," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(4), pages 445-467, September.
    16. Roujia Li & Jia Liu, 2022. "Online Portfolio Selection with Long-Short Term Forecasting," SN Operations Research Forum, Springer, vol. 3(4), pages 1-15, December.
    17. Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2022. "Weighted-average quantile regression," Papers 2203.03032, arXiv.org.
    18. Rockafellar, R.T. & Royset, J.O. & Miranda, S.I., 2014. "Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk," European Journal of Operational Research, Elsevier, vol. 234(1), pages 140-154.
    19. Marwa Elnahass & Mohamed Marie & Mohammed Elgammal, 2022. "Terrorist attacks and bank financial stability: evidence from MENA economies," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 383-427, July.
    20. Labopin-Richard T. & Gamboa F. & Garivier A. & Iooss B., 2016. "Bregman superquantiles. Estimation methods and applications," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-33, March.

  4. Chun, So Yeon & Alexander, Shapiro, 2009. "Normal versus Noncentral Chi-square Asymptotics of Misspecified Models," MPRA Paper 17310, University Library of Munich, Germany.

    Cited by:

    1. Shastitko. Andrey (Шаститко, Андрей) & Golovanova, S. V. (Голованова, С.), 2016. "The Role of the Mediator in Complex Capital Projects [Роль Медиатора В Сложных Капиталоемких Проектах]," Working Papers 1449, Russian Presidential Academy of National Economy and Public Administration.
    2. Hao Wu & Michael Browne, 2015. "Random Model Discrepancy: Interpretations and Technicalities (A Rejoinder)," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 619-624, September.
    3. Hao Wu & Michael Browne, 2015. "Quantifying Adventitious Error in a Covariance Structure as a Random Effect," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 571-600, September.
    4. Albert Satorra, 2015. "A Comment on a Paper by H. Wu and M. W. Browne (2014)," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 613-618, September.
    5. So Yeon Chun & Michael W. Browne & Alexander Shapiro, 2018. "Modified Distribution-Free Goodness-of-Fit Test Statistic," Psychometrika, Springer;The Psychometric Society, vol. 83(1), pages 48-66, March.
    6. Stanislav Kolenikov & Kenneth A. Bollen, 2012. "Testing Negative Error Variances," Sociological Methods & Research, , vol. 41(1), pages 124-167, February.

Articles

  1. So Yeon Chun & Dan A. Iancu & Nikolaos Trichakis, 2020. "Loyalty Program Liabilities and Point Values," Manufacturing & Service Operations Management, INFORMS, vol. 22(2), pages 257-272, March.

    Cited by:

    1. Saeed Alaei & Ali Makhdoumi & Azarakhsh Malekian & Saša Pekeč, 2022. "Revenue-Sharing Allocation Strategies for Two-Sided Media Platforms: Pro-Rata vs. User-Centric," Management Science, INFORMS, vol. 68(12), pages 8699-8721, December.
    2. Son, Dong-Hoon & Yang, Hai, 2024. "Strategic use of fare-reward schemes in a ride-sourcing market: An equilibrium analysis," Transport Policy, Elsevier, vol. 146(C), pages 255-278.
    3. Li, Chen & Swaminathan, Srinivasan & Kim, Junhee, 2021. "The role of marketing channels in consumers’ promotional point redemption decisions," Journal of Business Research, Elsevier, vol. 125(C), pages 314-323.
    4. Guo, Xingchen & Jiang, Changmin & Jiang, Siming & Guo, Huanxiu, 2023. "Making airline coalition frequent-flyer programs profitable: An analytical investigation," Transport Policy, Elsevier, vol. 141(C), pages 245-262.
    5. Zou, Fei & Yang, Mei & Zhou, Yanju & Deng, Yaling & Xie, Baiwei, 2024. "Goal-gradient point rewards can increase consumers' willingness to purchase poverty-alleviating products," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
    6. Son, Dong-Hoon, 2023. "On-demand ride-sourcing markets with cryptocurrency-based fare-reward scheme," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 171(C).

  2. Valeria Stourm & Scott A. Neslin & Eric T. Bradlow & Els Breugelmans & So Yeon Chun & Pedro Gardete & P. K. Kannan & Praveen Kopalle & Young-Hoon Park & David Restrepo Amariles & Raphael Thomadsen & Y, 2020. "Refocusing loyalty programs in the era of big data: a societal lens paradigm," Marketing Letters, Springer, vol. 31(4), pages 405-418, December.
    See citations under working paper version above.
  3. So Yeon Chun & Miguel A. Lejeune, 2020. "Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution," Management Science, INFORMS, vol. 66(8), pages 3735-3753, August.

    Cited by:

    1. Lei Lu & Jianxing Wei & Weixing Wu & Yi Zhou, 2023. "Pricing strategies in BigTech lending: Evidence from China," Financial Management, Financial Management Association International, vol. 52(2), pages 333-374, June.
    2. Bernd Engelmann & Ha Pham, 2020. "A Raroc Valuation Scheme for Loans and Its Application in Loan Origination," Risks, MDPI, vol. 8(2), pages 1-20, June.
    3. Doumpos, Michalis & Zopounidis, Constantin & Gounopoulos, Dimitrios & Platanakis, Emmanouil & Zhang, Wenke, 2023. "Operational research and artificial intelligence methods in banking," European Journal of Operational Research, Elsevier, vol. 306(1), pages 1-16.
    4. Iryna Yanenkova & Yuliia Nehoda & Svetlana Drobyazko & Andrii Zavhorodnii & Lyudmyla Berezovska, 2021. "Modeling of Bank Credit Risk Management Using the Cost Risk Model," JRFM, MDPI, vol. 14(5), pages 1-15, May.
    5. Jun Wang & Qian Zhang & Pengwen Hou, 2022. "Implications of credit default and yield uncertainty on supply chain’s equilibrium financial strategy," Annals of Operations Research, Springer, vol. 315(1), pages 507-533, August.

  4. So Yeon Chun & Anton Ovchinnikov, 2019. "Strategic Consumers, Revenue Management, and the Design of Loyalty Programs," Management Science, INFORMS, vol. 65(9), pages 3969-3987, September.

    Cited by:

    1. Hamid Beladi & Sugata Marjit & Koushik Kumar Hati, 2024. "Growth impact of status seeking behavior: A counter example," Economics and Politics, Wiley Blackwell, vol. 36(1), pages 398-406, March.
    2. Hu, Li & Ma, Hoi-Lam & Wang, Li & Liu, Yang, 2023. "Hiding or disclosing? Information discrimination in member-only discounts," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 171(C).
    3. Chen, Yanyan & Mandler, Timo & Meyer-Waarden, Lars, 2021. "Three decades of research on loyalty programs: A literature review and future research agenda," Journal of Business Research, Elsevier, vol. 124(C), pages 179-197.
    4. Yacheng Sun & Dan Zhang, 2019. "A Model of Customer Reward Programs with Finite Expiration Terms," Management Science, INFORMS, vol. 65(8), pages 3889-3903, August.
    5. Gu, Wei & Luan, Xiaoting & Song, Yanan & Shang, Jennifer, 2022. "Impact of loyalty program investment on firm performance: Seasonal products with strategic customers," European Journal of Operational Research, Elsevier, vol. 299(2), pages 621-630.
    6. Tang, Fei & Dai, Ying & Ma, Zu-Jun & Choi, Tsan-Ming, 2023. "Trade-in operations under retail competition: Effects of brand loyalty," European Journal of Operational Research, Elsevier, vol. 310(1), pages 397-414.
    7. So Yeon Chun & Dan A. Iancu & Nikolaos Trichakis, 2020. "Loyalty Program Liabilities and Point Values," Manufacturing & Service Operations Management, INFORMS, vol. 22(2), pages 257-272, March.
    8. Guo, Xingchen & Jiang, Changmin & Jiang, Siming & Guo, Huanxiu, 2023. "Making airline coalition frequent-flyer programs profitable: An analytical investigation," Transport Policy, Elsevier, vol. 141(C), pages 245-262.
    9. Valeria Stourm & Scott Neslin & Eric Bradlow & Els Breugelmans & So Yeon Chun & Pedro Gardete & P.K. Kannan & Praveen K. Kopalle & Young-Hoon Park & David Restrepo-Amariles & Raphael Thomadsen & Yupin, 2020. "Refocusing Loyalty Programs in the Era of Big Data: A Societal Lens Paradigm," Working Papers hal-02910089, HAL.
    10. Xu, Lina & Meng, Zhiqing, 2024. "The role of membership fees in online retail market competition," Research in International Business and Finance, Elsevier, vol. 67(PA).
    11. Chenxu Ke & Bo Yan & Jingna Ji, 2023. "Pricing new and remanufactured products under patent protection and government intervention," Annals of Operations Research, Springer, vol. 324(1), pages 131-161, May.

  5. So Yeon Chun & Michael W. Browne & Alexander Shapiro, 2018. "Modified Distribution-Free Goodness-of-Fit Test Statistic," Psychometrika, Springer;The Psychometric Society, vol. 83(1), pages 48-66, March.

    Cited by:

    1. Viet Anh Nguyen & Daniel Kuhn & Peyman Mohajerin Esfahani, 2018. "Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator," Papers 1805.07194, arXiv.org.
    2. Hayakawa, Kazuhiko, 2024. "Recent development of covariance structure analysis in economics," Econometrics and Statistics, Elsevier, vol. 29(C), pages 31-48.
    3. Swanton, Thomas B. & Gainsbury, Sally M., 2020. "Debt stress partly explains the relationship between problem gambling and comorbid mental health problems," Social Science & Medicine, Elsevier, vol. 265(C).

  6. So Yeon Chun & Anton J. Kleywegt & Alexander Shapiro, 2017. "When Friends Become Competitors: The Design of Resource Exchange Alliances," Management Science, INFORMS, vol. 63(7), pages 2127-2145, July.

    Cited by:

    1. Hyunwoo Park & Christian C. Blanco & Elliot Bendoly, 2022. "Vessel sharing and its impact on maritime operations and carbon emissions," Production and Operations Management, Production and Operations Management Society, vol. 31(7), pages 2925-2942, July.
    2. Zheng, Shiyuan & Luo, Meifeng, 2021. "Competition or cooperation? Ports’ strategies and welfare analysis facing shipping alliances," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 153(C).
    3. Fang, Debin & Wang, Jiancheng, 2020. "Horizontal capacity sharing between asymmetric competitors," Omega, Elsevier, vol. 97(C).
    4. Karaca, Utku & Birbil, Ş. İlker & Aydın, Nurşen & Mullaoğlu, Gizem, 2023. "Masking primal and dual models for data privacy in network revenue management," European Journal of Operational Research, Elsevier, vol. 308(2), pages 818-831.
    5. Chen, Xu & Peng, Ying & Wang, Xiaojun & Wang, Pengfei, 2024. "Capacity sharing between competing manufacturers: A collective good or a detrimental effect?," International Journal of Production Economics, Elsevier, vol. 268(C).
    6. Chu, Xiang & Liu, Jun & Ren, Long & Gong, Daqing, 2020. "Optimal contract design with a common agency in last-mile logistics," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 139(C).

  7. So Yeon Chun & Alexander Shapiro & Stan Uryasev, 2012. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," Operations Research, INFORMS, vol. 60(4), pages 739-756, August.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2009-09-19 2011-04-23
  2. NEP-BAN: Banking (1) 2011-04-23
  3. NEP-ORE: Operations Research (1) 2011-04-23
  4. NEP-RMG: Risk Management (1) 2011-04-23

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