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Jonas Ekblom is an Associate Professor at Linköping University specializing in decision-making problems related to uncertainty in financial markets, with a central focus on Operations Research and Finance. His research addresses the intersection of these fields, particularly through the lens of stochastic optimization, which includes stochastic programming, dynamic programming, and approximate dynamic programming/reinforcement learning. His aim is to support improved decision-making practices by studying relevant applications and providing methodological contributions in stochastic optimization. Ekblom's work includes topics such as financial risk management and portfolio choice in the presence of transaction costs. He also explores methodological aspects of stochastic optimization, such as scenario generation and importance sampling in multi-stage stochastic programming models. He holds a PhD in Financial Mathematics from the Division of Production Economics at Linköping University and has master’s degrees in Industrial Engineering and Management, as well as Economics. He has also served as a visiting PhD student at the Chicago Booth School of Business.
Linköping University • Linköping, Sweden
Teaching and researching decision-making problems in financial markets.
Requirements are standardized across the Faculty of Science and Engineering (Institute of Technology) for international Master's programs.