mathematical optimization, stochastic programming, discretization techniques, duality theory, optimization algorithms
Betriebswirtschaftslehre mit besonderer Berücksichtigung des Operations Research
Stochastische Optimierung und Simulation
Anwendungen in der Finanz- und Energiewirtschaft, inbesondere Bewirtschaftung von Hypotheken und Spargelder
Asset Allocation
Risk Management
Energiederivate
Bond Management
Integriertes Cash Management
Kraftwerksbewirtschaftung
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