Professor Moris Strub invites outstanding candidates to apply for PhD positions at the Southern University of Science and Technology Business School.
Introduction of Supervisor: Moris Strub is an assistant professor at the SUSTech Business School. He has obtained a BSc in Mathematics and MSc in Applied Mathematics from ETH Zurich, both with distinction, and a PhD in Financial Engineering from the Chinese University of Hong Kong. Before joining SUSTech, he was a Postdoctoral Fellow at the Chinese University of Hong Kong and a Staff Associate at Columbia University. For further information, please see
https://sites.google.com/view/morisstrub/home Introduction of SUSTech Business School: Founded in October 2018, the School of Business of the Southern University of Science and Technology is an elite business school with a strategic vision and a strong emphasis on innovation, open-mindedness, international impact, and interdisciplinary research. All of the faculty members of the School of Business have international backgrounds with frontier business research. 9 out of 11 faculty members graduated from the top 50 universities of the world based on the QS/Times ranking. In the past two years, faculty members have published more than 20 journal articles in top-tier business journals, including UTD journals, such as Management Science, Production and Operations Management, Operations Research, Journal of Management Information System, and JAIS. The School of Business aims to cultivate interdisciplinary talents with technical and analytical skills to meet the demand of the digital economy and internet industry in Shenzhen, the Greater Bay Area and the world. The School of Business works closely with leading companies to provide plenty of opportunities for students to enhance practical skills. Besides, the School of Business collaborates with top international business schools such as HEC-Paris to envision students with global perspectives and an international study experience.
Possible Research Directions: - Portfolio Selection
- Behavioral Finance and Economics
- Mathematical Finance
- Risk Management
- Robo Advising
Requirements: - Passionate about conducting research and improving the world
- Master in Mathematics, Statistics, Finance, Economics, Physics or related fields
- Background knowledge in Probability Theory, Statistics, Calculus, Linear Algebra, and Optimization
- Strong communication and presentation skills
- Programming skills in Matlab, Mathematica, R etc. are an advantage
- Knowledge of LaTeX is an advantage
- Mature, responsible and honest personality
- Committed to academic honesty
- Fluent in spoken and written English
- Further formal requirements are outlined in the links below
Application information: Interested applicants should express their interest by sending short introduction of themselves, a CV, and a scientific writing example (e.g., a thesis or semester paper) to Professor Strub (strub@sustech.edu.cn). A formal application has to be submitted through the SUSTech website: For applicants from Mainland China: https://gs.sustech.edu.cn/boshi2020/1742
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