Picture of Yevhen Havrylenko

M.Sc. Yevhen Havrylenko

Technical University of Munich

Chair of Mathematical Finance (Prof. Zagst)

Postal address

Postal:
Parkring 11/II
85748 Garching b. München

  

Short CV

Yevhen obtained a bachelor’s degree in System Analysis at Taras Shevechenko National University of Kyiv, Ukraine. He wrote his bachelor’s thesis on “Genetic approach to portfolio optimization under additional constraints”. In October 2015 Yevhen received a DAAD-scholarship and started a master’s degree program „Mathematical Finance and Actuarial Science“ at the Technical University of Munich, Germany. During this graduate program, he completed one internship in Credit Risk at BayernLB and another one in Consulting at d-fine GmbH. Yevhen worked on a research project at Western University, Canada, and wrote his master’s thesis on “Optimal fees in hedge funds with first-loss compensation using non-concave utility maximization“. In June 2018 he joined the ERGO Center of Excellence in Insurance, where he works as a scientific employee.

 

Publications in Journals

2018

  • Escobar, M.; Havrylenko, Y.; Zagst, R.: Optimal First-Loss Fee Structures in Hedge Funds. Lehrstuhl für Finanzmathematik, 2018, more…