Dr Elena Medova
Dip Eng (MAI), MA, PhD (Dalhousie)
Visiting Fellow, Statistical Laboratory
Research Interests
Research topics include stochastic optimization techniques and systems for long-term asset allocation and asset liability management; modeling of operational risk; credit risk and market risk integration; economic and regulatory capital allocation.
General
Dr Medova is Senior Research Associate at the Judge Business School and Visiting Fellow in the Statistical Laboratory, University of Cambridge. Elena specializes in stochastic system optimization and financial risk management. In the CFR she has been responsible for a variety of projects and had supervised a number of PhD students. She is an associate editor of the Journal of Operational Risk and Managing Director of Cambridge Systems Associates Limited.
Recent Publications
A selected list of publications (1989-present) is available here
Contact
Email: eam23@cam.ac.uk