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 was formerly Senior Research Associate at the Judge Business School and is currently a 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 has been an associate editor of the Journal of Operational Risk and is Managing Director of Cambridge Systems Associates Limited. Elena has published extensively in leading journals, including RISK, Quantitative Finance, Journal of Banking and Finance, Journal of Asset Management, Journal of Portfolio Management, Journal of Financial Innovation, Journal of Financial Regulation and the British Acturial Journal.

Recent Publications

A selected list of publications (1989-present) is available here

Contact

Email: eam28@cam.ac.uk