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The research interests of the QBA team are the development and application of quantitative solution methods to problems in business, economics, and finance. Traditionally, these activities have focused on using methods from numerical mathematics and operations research to solving complex economic models. This work includes contributions to asset−pricing, climate change economics, portfolio optimization, and principal−agent theory.
More recently, the QBA team has been extending its research gamut to include work in data science. Team members have been working on statistical problems involving big data with applications in a variety of business areas.
The aim of the QBA team is to create high quality research output. Team members have successfully published research papers in several renowned journals including Econometrica, The Journal of Finance, Review of Financial Studies, and Operations Research.
The research of the QBA team is internationally orientated. The team has a productive interaction with a global research network that includes some of the leading researcher in computational economics. Hosting programs such as the Zurich Initiative on Computational Economics (ZICE) on a regular basis ensures a stabilization and growth of this collaborative community.
Publications / Working Papers