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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.
The place on the programme is linked to a full-time doctoral studentship for the duration of the study programme, which corresponds to four years of full-time study.
More information on doctoral studentships, part-time studies and part-time doctoral studentships can be found in the Regulations Handbook (https://www.oru.se/globalassets/oru-en/education/research-education/regelhandbok-for-utbildning-pa-forskarniva_en.pdf).
The initial salary for a doctoral studentship is SEK 32,300 a month.
Entry requirements and selection
For admission to doctoral studies, applicants are required to meet both the general entry requirements (https://www.oru.se/english/study/doctoral-education/how-to-become-a-doctoral-student/) and specific entry requirements.
In addition, applicants must be considered in other respects to have the ability required to benefit from the programme.
For a full account of the entry requirements, refer to the admissions regulations (https://www.oru.se/globalassets/oru-en/education/research-education/application-and-admission/antagningsordning-for-utbildning-pa-forskarniva-vid-orebro-universitet_en.pdf) as well as to annex 2 to the general syllabus for mathematics (https://www.oru.se/globalassets/oru-en/education/research-education/general-syllabi/allman-studieplan-matematik_beslut_2024-06-13_en.pdf).
To see the job advertisement and requirements in its entirety, visit: https://www.oru.se/english/career/available-positions/job/?jid=20260176
Information
For more information about the programme and the doctoral studentship, contact Professor Mårten Gulliksson, email: mailto:marten.gulliksson@oru.se.
At Örebro University, we expect each member of staff to be open to development and change; take responsibility for their work and performance; demonstrate a keen interest in collaboration and contribute to development; as well as to show respect for others by adopting a constructive and professional approach.
Örebro University actively pursues equal opportunities and gender equality as well as a work environment characterised by openness, trust and respect.
We value the qualities that diversity adds to our operations.
Application to the programme and for the doctoral studentship
The application is made online.
Click the button “Apply” to begin the application procedure.
For the application to be complete, the following electronic documents must be included:
As a main rule, application documents and attachments are to be written in Swedish, Danish, Norwegian, or English.
Certificates and documents in other languages verifying your qualifications and experience must be translated by an authorised translator to Swedish or English.
A list of authorised translators can be obtained from Kammarkollegiet (the Legal, Financial and Administrative Services Agency), http://www.kammarkollegiet.se/engelska/start.
When you apply for admission, you automatically also apply for a doctoral studentship.
More information for applicants will be found on our career site: https://www.oru.se/english/career/available-positions/applicants-and-external-experts/
The application deadline is 2026-08-17.
We look forward to receiving your application!
As we have already made our choices in terms of external collaboration partners and marketing efforts for this recruitment process, we decline any contact with recruitment agencies and advertisers.
As directed by the National Archives of Sweden (Riksarkivet), we are required to deposit one file copy of the application documents, excluding publications, for a period of two years after the appointment decision has gained legal force.