**Publications**

Inverse optimization of convex risk functions. __Management Science__, (accepted) 2020.

Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization. __Operations Research__, v.66(6), 1457-1759, 2018.

Minimizing risk exposure when the choice of a risk measure is ambiguous (with Erick Delage) __Management Science__, v. 64(1), 1-493, 2018.

A stochastic semi-definite programming approach for bounds on option pricing under regime switching (with Roy H. Kwon) __Annals of Operations Research__, v.237(1), 41-75, 2016.

Portfolio selection under model uncertainty: a penalized moment-based optimization approach (with Roy H. Kwon) __Journal of Global Optimization__, v.56(1), 131-164, 2013.

A moment approach to bounding exotic options under regime switching (with Michael J. Kim and Roy H. Kwon) __Optimization__, v.61(10), 1-17, 2012.

Market price-based convex risk measures: a distribution-free optimization approach (with Roy H. Kwon) __Operations Research Letters__, v.40(2), 128-133, 2012.

**Selected Talks**

Worst-case law invariant risk measures and distributions: the case of nonlinear DRO, __Distributionally Robust Optimization Workshop__, BIRS, Banff, March, 2018.

Optimization for measuring risk in stochastic programs, __DSAS Colloquium Talk__, Department of Statistical and Actuarial Sciences, Western University, Nov, 2017.

A coherent representation of worst-case distributions - demystifying distributionally robust risk measures, __GERAD seminar__, June, 2017.

**Courses**

Financial risk management and derivatives securities (MSc in Management)

Business simulation analytics (BCom)

Business analytics (BCom)

Statistics for management (Bcom)

**Reviewer**

Operations Research, Management Science, Mathematical Programming, SIAM Journal on Optimization, Mathematics of Operations Research, Operations Research Letters, Automatica, Annals of Operations Research