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Gabriela Kovacova

Gabriela Kovacova DPhil
Telephone:
+43 1 31336 5039
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Contact information and photo taken from and editable at WU Directory.

CV

2014-2016
MSc. Vienna University of Economics and Business: Quantitative Finance
2011-2014
Bc. Comenius University Bratislava: Mathematics for Economic and Finance

Researcher Identifier

Awards and Honors

2021
SIAM Activity Group on Financial Mathematics and Engineering Conference Paper Prize

Classifications

    No classifications found.

Expertise

    No expertises found.

Activities

No activities found.

Publications

Journal article

2022 Kovacova, Gabriela, Rudloff, Birgit, Cialenco, Igor. 2022. Acceptability maximization. Frontiers of Mathematical Finance. 1 (2), 219-248. open access (Details)
  Kovacova, Gabriela, Rudloff, Birgit. 2022. Convex Projection and Convex Vector Optimization. Journal of Global Optimization. 83 301-327. open access (Details)
2021 Kovacova, Gabriela, Rudloff, Birgit. 2021. Time consistency of the mean-risk problem. Operations Research. 69 (4), 1100-1117. open access (Details)

Paper presented at an academic conference or symposium

2021 Kovacova, Gabriela. 2021. Acceptability maximization. SIAM Conference on Financial Mathematics and Engineering, Philadelphia (online), United States/USA, 01.06.-04.06. (Details)
  Kovacova, Gabriela. 2021. Convex projection and convex multi-objective optimization. INFORMS Annual Meeting, Anaheim, California (hybrid conference), United States/USA, 24.10.-27.10. (Details)
2019 Kovacova, Gabriela. 2019. Time consistency of the mean-risk problem. Vienna Congress on Mathematical Finance - VCMF 2019, Vienna, Austria, 09.09.-11.09. (Details)
2018 Kovacova, Gabriela. 2018. Time Consistency of the Mean-Risk Problem. 23rd International Symposium on Mathematical Programming, Bordeaux, France, 01.07.-06.07. (Details)
  Kovacova, Gabriela. 2018. Time Consistency of the Mean-Risk Problem. Austrian Stochastic Days 2018, WU Wien, Vienna, Austria, 13.09.-14.09. (Details)
  Kovacova, Gabriela. 2018. Time consistency of the mean-risk problem. Variational Analysis - Challenges in Energy, Castro Urdiales, Spain, 04.06.-06.06. (Details)
  Kovacova, Gabriela. 2018. Time consistency of the mean-risk problem. 29th European Conference on Operational Research, Valencia, Spain, 08.07.-11.07. (Details)
2016 Kovacova, Gabriela. 2016. Time consistency of a dynamic mean-risk portfolio optimization in a vector-valued setting. Set Optimization for Application conference, WU Wien, Austria, 19.09.-23.09. (Details)

Dissertation

2021 Kovacova, Gabriela. 2021. The set-valued Bellman's principle: Methodology, applications and computation. Dissertation, Vienna University of Economics and Business, Austria. (Details)

Master thesis

2016 Kovacova, Gabriela. 2016. Time Consistency of Dynamic Mean-Risk Portfolio Selection in Vector-Valued Setting. Masterarbeit, Vienna University of Economics and Business. (Details)

Projects

  • No projects found.