Andreas Heinrich Hamel

Andreas Heinrich Hamel is a Tenured Full Professor at the Faculty of Economics and Management, Free University of Bozen-Bolzano, Italy. His research focuses on advanced mathematical fields including convex and variational analysis, set-valued optimization, mathematical finance (market models with transaction costs), mathematical economics (incomplete preferences and game theory), and multivariate statistics (quantiles).

• Academic Rank: Professor
• Institution: Free University of Bozen-Bolzano
• School: Faculty of Economics and Management

Professor Hamel co-developed the groundbreaking area of Set Optimization, with applications in mathematical finance, economics, statistics, game theory, and multi-criteria decision making. His work includes inventing set optimization approaches to risk measures for multivariate positions and developing optimization methods for economics and business applications.

Recent publications highlight his expertise in set-valued risk measures, variational principles, and duality theories. His research spans topics such as cone distribution functions, multivariate shortfall risk measures, and utility maximization under transaction costs, reflecting interdisciplinary contributions to financial mathematics and optimization.