Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

Birgit Rudloff

Deputy Institute Chair

Address:

Welthandelsplatz 1, Building D4, Entrance A, 4th Floor

1020 Vienna, Austria

Phone: +43 1 31336-4731

Email

Office assistant: Claudia Hoffmann

Office hours: by appointment

 Research Interests

  • Multivariate risks, (dynamic) set-valued risk measures

  • Markets with transaction costs

  • Systemic risk measures

  • Incomplete preference relations

  • Algorithms to solve vector optimization problems

  • A set-valued Bellman's principle

  • Aumann integrals, stochastic differential inclusions

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Short Vita

Research Group

PostDocs
PhD students

Publications

Editorial Work

Set Optimization and Applications in Finance - The State of the Art. From Set-Relations to Set-Valued Risk Measures.
(co-edited with A.H. Hamel, F. Heyde, A. Löhne, C. Schrage).
Springer Proceedings in Mathematics & Statistics, Vol. 151, Springer, 2015.
331 pages. ISBN: 978-3-662-48668-9

Submitted papers and preprints

Peer-reviewed publication

Theses