Tenured full professors | Mathematics
+39 0474 013651
BK A1.11 Faculty of Economics and ManagementShort bio
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.
76400B · MAT/05 · Informatics and Management (L-31) · EN
30162A · SECS-S/06 · Tourism, Sport & Event Management (L-18) · EN
30162B · SECS-S/06 · Tourism, Sport & Event Management (L-18) · EN
30152 · SECS-S/06 · Tourism, Sport & Event Management (L-18) · 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.