Former Member

Dr. Markus Hahn

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Research Scientist Financial Mathematics

Short Curriculum Vitae

  • born 1979 in Linz, Austria
  • 10/2003: Diploma in Applied Mathematics at Johannes Kepler University Linz
  • 12/2006: Ph.D. in Applied Mathematics at Johannes Kepler University Linz
Former and Current Positions:
  • 11/2003-01/2005: Research Scientist at Department for Financial Mathematics, Johannes Kepler University Linz
  • 02/2005-09/2009: Research scientist in the group "Financial Mathematics" at RICAM
  • since 10/2009: Energie AG, Linz

Research Interests

  • Portfolio optimization and related parameter estimation problems