Paul Embrechts receives Best Paper Award on Financial Engineering
Paul Embrechts and his co-authors were awarded the Best Paper Award on Financial Engineering in the journal Operations Research.
Paul Embrechts, Professor Emeritus at RiskLab, and his co-authors Alexander Schied and Ruodu Wang received the Best Paper Award for their paper external page Robustness in the Optimization of Risk Measures at the external page INFORMS annual meeting in Phoenix in October 2023.
external page The Best Paper Award on Financial Engineering in the Journal "Operations Research" has been sponsored by the Finance Section of INFORMS since 2022. Papers are evaluated based on their contribution to financial engineering in terms of theory, modelling, methodology, computation, and empirics.