Research interests

Financial Engineering, Risk Management, Data Management, Operations Management, Optimization, Control Theory, Applied Probability, Statistics

Collaborators

Marco Laumanns
Athanasios Panagopoulos
Charalampos Pitas
Stefan Wörner
Rico Zenklusen

Former students

Stefan Wörner
Lukas Abegg
Maria-Lovisa Amundadottir
Nadja Ulrich
Patrick Wyss
Edgars Jakobsons (supervised together with Prof. Paul Embrechts)

Teaching

Convex Optimization, Spring 2012
Robust Optimization, Spring 2011