Marcos Escobar-Anel, Western University

Research

Read how they describe their research on their Western University profile.

Latest funding

Dynamic Portfolio Optimization Problems in Finance and Insurance.
NSERC · 2020 · Principal investigator
$155,000
Dynamic Portfolio Optimization Problems in Finance and Insurance.
NSERC · 2019 · Principal investigator
$20,000
Stochastic covariance and first passage time for multidimensional stochastic processes.
NSERC · 2014 · Principal investigator
$90,000

All 3 grants and awards

No publications available.

Dynamic Portfolio Optimization Problems in Finance and Insurance.

Principal investigatorNSERC2020Discovery Grants Program - Individual

Principal investigators: Escobar Anel, Marcos

Keywords: mathematical finance; stochastic processes; optimal control theory; model mis-specification; constrained dynamic optimization; expected utility theory; regulatory policies in finance and insurance; stochastic covariance; markov modulated processes; analytical solutions

$155,000

Dynamic Portfolio Optimization Problems in Finance and Insurance.

Principal investigatorNSERC2019Discovery Grants Program - Individual

Principal investigators: EscobarAnel, Marcos

$20,000

Stochastic covariance and first passage time for multidimensional stochastic processes.

Principal investigatorNSERC2014Discovery Grants Program - Individual

Principal investigators: EscobarAnel, Marcos

$90,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Mention their NSERC grant from 2020

Subject: Prospective PhD student Dear Professor Escobar-Anel, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Dynamic Portfolio Optimization Problems in Finance and Insurance." (2020), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]