معرفی
Marcos Escobar-Anel is a Professor in the Department of Statistical and Actuarial Sciences at Western University. His research focuses on stochastic processes, financial mathematics, and statistical modeling, particularly in areas such as multivariate stochastic covariance, dynamic portfolio optimization, and GARCH models. He has supervised numerous graduate students pursuing PhD and Master’s degrees, including Wei Li Fan, Yijao Jiao, and Shiying Li.
- Ph.D. in Mathematics from the University of Toronto
His recent work explores applications of affine GARCH models in option pricing, robust portfolio strategies under stochastic volatility, and the impact of derivatives in portfolio optimization. He has received significant research funding through NSERC Discovery Grants and Mitacs Postdoctoral Accelerate programs.
Publications highlight advancements in multivariate stochastic covariance modeling, constrained portfolio strategies, and utility-based optimization frameworks. Collaborations with researchers like Rudi Zagst and Lars Stentoft demonstrate interdisciplinary approaches to financial risk management and sustainable investing.
