Sebastian Ceria is Chief Executive Officer of Axioma and founded the company in 1998. Prior to Axioma, Sebastian was an Associate Professor of Decision, Risk and Operations at Columbia Business School from 1993 to 1998.
Sebastian has worked extensively in the area of optimization and its application to portfolio management. He is the author of many articles in publications including Management Science, Mathematical Programming, Optima and Operations Research. Most recently, Sebastian’s work has focused on the area of robust optimization in portfolio management. He has co-authored numerous papers on the topic, including, “Incorporating Estimation Errors into Portfolio Selection: Robust Portfolio Construction,” published in the Journal of Asset Management, “To Optimize or Not to Optimize: Is That the Question?” published in the Oxford Handbook of Quantitative Management, and “Factor Alignment Problems and Quantitative Portfolio Management,” published in the Journal of Portfolio Management. He is a recipient of the Career Award for Operations Research from the National Science Foundation.
Sebastian completed his PhD in Operations Research at Carnegie Mellon University’s Tepper School of Business, and his undergraduate degree in Applied Math at the University of Buenos Aires, Argentina.