mathematical optimization, stochastic programming, discretization techniques, duality theory, optimization algorithms
Management with particular focus on Operations Research
Stochastic Optimization and Simulation
Applications in the Finance and Energy Economy, particularly the Management of Mortgages and Savings
Asset Allocation
Risk Management
Energy Derivatives
Bond Management
Integrated Cash Management
Power Station Management
Associate Professor for Operations Research at the Institute for Operations Research, University of St. Gallen; Senior Lecturer for Operations Research at the Faculty of Economics, University of Zurich; Senior Research Assistant at the Institute for Operations Research and Mathematical Methods in Economics, University of Zurich
Latsis-Prize 1995 for the habilitation thesis "Stochastic Two-Stage Programming"
# Sekretariat: Monika Huber