Scalar and Vector Risk in the General Framework of Portfolio Theory: A Convex Analysis Approach

Dr. Stanislaus Maier-Paape graduated from University of Augsburg. He had several guest positions at University of Utah (Postdoc), Georgia Institute of Technology (Heisenberg Fellow), and University of Regensburg (guest professor), before he got a permanent professorship at RWTH Aachen University in 2001 where he still teaches. He is author of four books on higher mathematics for electrical engineers and physicists, author and co-author of over 60 research articles and guest editor of two Risks Special Issues. From 2011 up to now he serves as a member of the jury of the VTAD Award. His research interests range from Dynamical Systems/PDE to Quantitative Finance/Risk Management. Dr. Pedro Júdice is a director at Montepio Bank in Lisbon and an integrated researcher in the Finance Group at ISCTE Business Research Unit. He started his banking career in 2003 as a quantitative research associate at JPMorgan Chase in London, and in 2006 he joined Montepio Bankas a director. Since then, he has had several different roles at this bank in market risk, non-core asset sales, strategic planning, asset-liability management, and financial sector research. Pedro has a Ph.D. from New York University (2003) and was a postdoctoral research associate at the University of Chicago Booth School of Business (2011-2012). He was an invited assistant professor at ISCTE Business School in Lisbon, a Visiting Professor at Western Michigan University (Feb 2022-Apr 2022), and served as a regional co-director for the Global Association of Risk Professionals. His academic research has focused on practical banking problems, and he has published in the Journal of Banking and Finance and Expert Systems with Applications, among other journals. Dr. Andreas Platen graduated in mathematics from RWTH Aachen University in2018 and was postdoc at the same university until 2019. Since 2019 he is a software developer at nokra GmbH. Hehas published several research papers in numerical analysis, quantitative finance and portfolio theory. Dr. Qiji Jim Zhu is a Professor of Mathematics at Western Michigan University. He also held visiting positions at National University of Singapore, Singapore, Courant Institute, New York University, University of Newcastle, Australia, Aachen University, Germany, Fudan University, China, and Peking University, China. Dr. Zhu's research fields are financial mathematics and variational analysis. He has co-authored two research monographs, one text book and over 70 research papers in these fields and served in various roles as editor, referee and reviewer for related journals, conference proceedings and books.

Dr. Stanislaus Maier-Paape 畢業於奧格斯堡大學。他曾在猶他大學（博士後研究）、喬治亞理工學院（海森堡研究員）和雷根斯堡大學（客座教授）擔任多個訪問職位，並於2001年獲得亞琛工業大學的終身教授職位，至今仍在該校教學。他是四本針對電機工程師和物理學家的高等數學書籍的作者，並且是60多篇研究文章的作者和合著者，以及兩本《Risks》特刊的客座編輯。自2011年至今，他擔任VTAD獎的評審委員會成員。他的研究興趣涵蓋動態系統/偏微分方程到量化金融/風險管理。

Dr. Pedro Júdice 是里斯本蒙特皮奧銀行的董事，並且是ISCTE商業研究單位金融小組的整合研究員。他於2003年在倫敦的摩根大通開始他的銀行職業生涯，擔任量化研究助理，並於2006年加入蒙特皮奧銀行擔任董事。自那時以來，他在該銀行擔任過多個不同的職位，涉及市場風險、非核心資產銷售、戰略規劃、資產負債管理和金融行業研究。Pedro 擁有紐約大學的博士學位（2003），並曾在芝加哥大學布斯商學院擔任博士後研究助理（2011-2012）。他曾是里斯本ISCTE商學院的受邀助理教授，並於2022年2月至2022年4月擔任西密歇根大學的訪問教授，還曾擔任全球風險專業人士協會的區域共同主任。他的學術研究專注於實際銀行問題，並在《銀行與金融期刊》和《應用專家系統》等期刊上發表過文章。

Dr. Andreas Platen 於2018年在亞琛工業大學獲得數學學位，並在同一大學擔任博士後研究直到2019年。自2019年以來，他在 nokra GmbH 擔任軟體開發人員。他在數值分析、量化金融和投資組合理論方面發表了多篇研究論文。

Dr. Qiji Jim Zhu 是西密歇根大學的數學教授。他還曾在新加坡國立大學、新加坡、紐約大學的庫朗數學研究所、澳大利亞的紐卡斯爾大學、德國的亞琛大學、中國的復旦大學和北京大學擔任訪問職位。Dr. Zhu 的研究領域包括金融數學和變分分析。他在這些領域共同撰寫了兩本研究專著、一部教科書以及70多篇研究論文，並在相關期刊、會議論文集和書籍中擔任編輯、審稿人和評審等多種角色。