2021 Ph.D. in Mathematics for Economics and Business, Vienna University of Economics and Business

2016  MSc. in Quantitative Finance, Vienna University of Economics and Business

2014  Bachelor in Economic and Financial Mathematics, Comenius University in Bratislava

2026 -             Assistant Professor, Reykjavik University, Department of Engineering

2023 - 2025   Hedrick Assistant Adjunct Professor, University of California, Los Angeles (UCLA), Department of Mathematics

2022 - 2023  Assistant Professor non tenure track (post-doc), Vienna University of Economics and Business, Institute for Statistics and Mathematics

2016 - 2022 Research and Teaching Associate, Vienna University of Economics and Business, Institute for Statistics and Mathematics

Instructor at UCLA

- Optimization (Fall 23, Winter 24, Spring 24, Winter 25, Spring 25, Fall 25)
- Advanced Topic in Financial Mathematics (Spring 24, Fall 24)

Instructor at Vienna University of Economics and Business

- Optimization (Summer 22; visiting lecturer in Summer 25)
- Revision Course in Mathematics (Winters 16/17 – 22/23 and Summer 22)

- Financial Mathematics (Summer 23)
- Queueing Theory (Summer 23)
- Scheduling and Combinatorial Optimization (Winter 22/23)
- Statistik (in German; Summers 18, 20, 21)
- Probability and Binomial Option Pricing (Summer 17)

Funding
2024 – 2025 AMS-Simons travel grant
2024 Association of Women in Mathematics (AWM-NSF) travel grant
2023 – 2025 SIAM Postdoctoral Support Funding grant
2023 WU International Research Fellow travel grant


Awards
2022 Stephan Koren Prize for dissertation
2022 Dr. Maria Schaumayer Stiftung prize for dissertation
2022 WU Award for Outstanding Research Achievements for Convex projection and
convex multi-objective optimization
2021 WU Award for a Star Journal Article for Time consistency of the mean-risk problem
2021 SIAM Activity Group on Financial Mathematics and Engineering Conference
Paper Prize for Acceptability maximization

○ financial mathematics, portfolio optimization, risk and performance measurement
○ stochastic control, dynamic programming, time consistency
○ multi-objective and vector optimization, algorithms

Gabriela Kováčová and Birgit Rudloff:
Approximations of unbounded convex projections and unbounded convex sets.
Journal of Global Optimization, 91: 787–805, 2025.
DOI: 10.1007/s10898-024-01461-6.

Gabriela Kováčová and Firdevs Ulus:
Computing the recession cone of a convex upper image via convex projection.
Journal of Global Optimization, 89: 975–994, 2024.
DOI: 10.1007/s10898-023-01351-3.

Andrea Wagner, Firdevs Ulus, Birgit Rudloff, Gabriela Kováčová and Niklas Hey:
Algorithms to solve unbounded convex vector optimization problems.
SIAM Journal on Optimization 33(4): 2598–2624, 2023.
DOI: 10.1137/22M15076939.

Gabriela Kováčová, Birgit Rudloff and Igor Cialenco:
Acceptability maximization.
Frontiers of Mathematical Finance 1(2): 219–248, 2022.
DOI: 10.3934/fmf.2021009.

Gabriela Kováčová and Birgit Rudloff:
Convex projection and convex multi-objective optimization.
Journal of Global Optimization 83: 301–327, 2022.
DOI: s10898-021-01111-1.

Gabriela Kováčová and Birgit Rudloff:
Time consistency of the mean-risk problem.
Operations Research 69(4): 1100–1117, 2021.
DOI: opre.2020.2002.

Manuscripts submitted for publications:

Igor Cialenco and Gabriela Kováčová:
Vector-valued robust stochastic control.
Under revision at SIAM Journal on Financial Mathematics,
preprint available at arXiv:2407.00266.

Gabriela Kováčová, Georg Menz and Niket Patel:
Non-conservative optimal transport.
Submitted for publication,
preprint available at arXiv:2510.03332.

https://sites.google.com/view/kovacova/

https://scholar.google.com/citations?user=TEikpekAAAAJ&hl=en