Tenured full professors | Mathematics
Taught math and math related courses at University Halle-Wittenberg (Germany), IMPA, Rio de Janeiro (Brazil), Princeton University and Yeshiva University New York (USA).
Co-developed new area “Set Optimization” with surprising applications in mathematical finance, economics, statistics, game theory and multi-criteria decision making; invented set optimization approach to risk measures for multivariate positions.
29054 · PhD Economics and Finance · EN
30162A · SECS-S/06 · L-18 Tourism, Sport & Event Management · EN
30162B · SECS-S/06 · L-18 Tourism, Sport & Event Management · EN
27356A · SECS-S/06 · L-18 Economics and Management · EN
30152 · SECS-S/06 · L-18 Tourism, Sport & Event Management · EN
Convex and variational analysis; optimization theory, in particular problems with a set-valued objective; mathematical finance, in particular market models with transaction costs; mathematical economics, in particular incomplete preferences and game theory; multivariate statistics, in particular quantiles.
Upcoming Workshop "Set Optimization and Statistics" at Free University of Bozen-Bolzano, Italy, Nov. 21-22, 2019.