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Mathias Pohl

Department of Statistics and Operations Research

University of Vienna
Oskar-Morgenstern-Platz 1
A-1090 Vienna

Room 06.337

Phone: +43 1 4277 38682
Email: mathias DOT pohl AT univie DOT ac DOT at

Office hours: Tuesday, 8-9 a.m., room #06.377 

 

Google Scholar

Working Paper:

Robust risk aggregation with neural networks. with S Eckstein and M Kupper. [PDF]

Publications:

Theoretical and empirical analysis of trading activity. with A Ristig, W Schachermayer and L Tangpi. Mathematical Programming. 2018 [PDF

A review on ambiguity in stochastic portfolio optimization. with GC Pflug. Set-Valued and Variational Analysis. 2018 [PDF]

The amazing power of dimensional analysis. with A Ristig, W Schachermayer and L Tangpi. Market Microstructure and Liquidity. 2017 [PDF]

Mini-CV

2018-: PostDoc. University of Vienna

2018: PhD. in Statistics and Operations Research. University of Vienna

2014: MSc. in Financial Mathematics. Brunel University 

2013: BSc. in Statistics and Mathematics in Economics. TU Vienna

Curriculum Vitae

 

 

Institut für Statistik und Operations Research
University of Vienna

Oskar-Morgenstern-Platz 1
1090 Vienna, Austria
Universität Wien | Universitätsring 1 | 1010 Wien | T +43-1-4277-0