Professor Thaleia Zariphopoulou

I am the Oxford-Man Professor of Quantitative Finance at the Oxford-Man Institute and a member of the Mathematical Institute. Prior to joining Oxford, I was the V.H. Neuhaus Professor at the University of Texas at Austin (Departments of Mathematics and IROM, McCombs School of Business) and the M. Laun Associate Professor of Mathematics and Finance at the University of Wisconsin, Madison.

I work in Mathematical Finance. I am interested in investment theory and optimal asset allocation. The focus of my recent research has been on the development of alternative, more flexible and more realistic criteria for measuring the performance of investment strategies as well as on the study of the associated stochastic partial differential equations.