Doctoral student in Mathematics

Örebro University and the School of Science and Technology are looking for a doctoral student for the doctoral programme in mathematics, concluding with a doctoral degree.

Start date: Autumn semester 2026.

Project description

To invest in stocks or some other fluctuating commodity requires, in most cases, some mathematical model of risk, return (profit), or utility (some balance between risk and return). A classical model goes back to 1952 and Markowitz. Later, more advanced models go under the name Modern Portfolio Theory. Those models may be ill-posed, meaning that changes in data might result in very different investment strategies. One such example of ill-posedness is when some of the commodities are highly correlated. This project is about analyzing such ill-posed portfolio optimization and developing stable and efficient algorithms for solving them.

Supervision: The doctoral student will be supervised by Professor Mårten Gulliksson (principal supervisor), Docent Magnus Ögren and Docent Stepan Mazur (assistant supervisors).

The programme and the doctoral studentship

The doctoral programme consists of courses and an independent research project that you will present in a doctoral thesis. The programme concludes with a doctoral degree and comprises 240 credits, which corresponds to four years of full-time study.

The plan is that the doctoral student will be active with teaching duties corresponding to about 20% of the time, giving a total time of five years.

Our ambition is for your doctoral studies to be stimulating and purposeful throughout the programme until you have obtained your doctoral degree. A thorough introduction will therefore get you off to a good start and provide a solid foundation on which you can build your studies. As a doctoral student at Örebro University, you will be offered a specially tailored seminar series, covering matters ranging from doctoral programme rules and careers to support during the study period and networking.

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