Patricia Klarner received her PhD in Management from HEC, University of Geneva. During her doctoral studies, she also spent time as a visiting researcher at the Wharton School at the University of Pennsylvania. In 2015, she completed her venia docendi in business administration at LMU Munich. Before coming to WU, she worked at LMU Munich and the Rotterdam School of Management at Erasmus University. In addition to her position at WU, Patricia Klarner is also a Senior Fellow at the Center for Leadership and Change Management at the Wharton School. She has developed and taught a variety of courses in strategic management, organizational adaptation, organization design, corporate governance, and strategic leadership at the universities where she has worked, in Geneva, Munich, and Rotterdam, and has experience teaching in German, English, and French.
In her research, Patricia Klarner focuses mainly on corporate strategy and adaptation, corporate governance, strategic organization design, and strategic leadership. She has also published award-winning papers and acquired renowned international research grants.
Birgit Rudloff completed her undergraduate studies and PhD at Martin Luther University Halle-Wittenberg. After a one-year research stay at IMPA in Rio de Janeiro and several months as a post-doc at TU Wien, she began as an assistant professor at Princeton University, at the Department of Operations Research and Financial Engineering and at the Bendheim Center for Finance in 2006. She came to WU in 2015, first as an assistant professor, then as an associate professor after successfully completing her venia docendi. She took over the position of Professor of Mathematics for Economics and Business at the Institute for Statistics and Mathematics on January 1, 2017.
Birgit Rudloff’s research interests include the evaluation and calculation of multivariate risks, for example how to model, measure, and regulate the systemic risk of banking networks. She also works with pricing and hedging problems in incomplete markets, especially markets with transaction costs, multicriterial and dynamic optimization problems, and algorithms to solve vector optimization problems, and is currently developing a groundbreaking dynamic programming concept for multicriterial problems (e.g. dynamic mean-risk portfolio optimization). She publishes her work in top journals, such as Mathematical Programming, Finance and Stochastics, Bernoulli, and the SIAM Journal on Financial Mathematics.