Birgit Rudloff

Birgit Rudloff is a Full Professor at the Institute for Statistics and Mathematics at Vienna University of Economics and Business. With a PhD in Financial Mathematics from Martin-Luther-University Halle-Wittenberg, her research focuses on multivariate risks, set-valued risk measures, optimization algorithms, and game theory applications in finance. She leads significant research projects in financial mathematics and vector optimization.

Her research interests span dynamic set-valued risk measures, markets with transaction costs, systemic risk measurement, and algorithms for solving vector optimization problems. Recent work explores Nash equilibria computation and convex projections in unbounded spaces.

Research outputs demonstrate strong focus on convex optimization techniques in financial mathematics, risk measurement methodologies, and game theory applications. Recent publications show growing interest in machine learning approaches for optimization problems.

• 2021 SIAM-FME Conference Paper Prize
• 2021 WU Star Journal Award

Advises doctoral students and postdoctoral researchers in financial mathematics and optimization theory. Current research group includes postdocs and PhD students working on vector optimization and risk measures.