University of St.Gallen
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Karl Frauendorfer

title Prof. Dr.
name Karl Frauendorfer
institute Institute for Operations Research and Computational Finance (ior/cf-HSG)
address ior/cf-HSG, Büro 28-204, Bodanstrasse 6, 9000 St. Gallen, Switzerland
phone 071 224 2105
e-mail
publications papers (71)
projects project entries (24)
School SoF - School of Finance
university status professor
position Director, Institute for Operations Research and Computational Finance (ior/cf-HSG); Full Professor for Operations Research, University of St. Gallen
main focuses mathematical optimization, stochastic programming, discretization techniques, duality theory, optimization algorithms
fields of research Management with particular focus on Operations Research
Stochastic Optimization and Simulation
further fields of... Applications in the Finance and Energy Economy, particularly the Management of Mortgages and Savings
Asset Allocation
Risk Management
Energy Derivatives
Bond Management
Integrated Cash Management
Power Station Management
former positions Associate Professor for Operations Research at the Institute for Operations Research, University of St. Gallen; Senior Lecturer for Operations Research at the Faculty of Economics, University of Zurich; Senior Research Assistant at the Institute for Operations Research and Mathematical Methods in Economics, University of Zurich
awards Latsis-Prize 1995 for the habilitation thesis "Stochastic Two-Stage Programming"
additional inform... Sekretariat: Monika Huber