My research is in convex optimization, probability, statistics and the applications of these fields to risk management and financial economics. Much of my work focuses on mathematical modelling and computational techniques for convex stochastic optimization (CSO) which is a multidisciplinary area of mathematics with a wide range of applications in operations research, engineering, economics, statistics, machine learning and other fields of applied mathematics. The theory of CSO builds on functional and stochastic analysis while practical applications require a combination of techniques from statistics, econometrics as well as computational techniques from probability and convex optimization. I have worked on both the theory and applications of CSO since 2001 and my research involves all of the above disciplines.