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  1. Ansatte

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English

Maria Lavrutich

Last ned pressefoto
Last ned pressefoto
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Maria Lavrutich

Førsteamanuensis
Institutt for industriell økonomi og teknologiledelse

maria.lavrutich@ntnu.no
90402416 Sentralbygg 1, 1146, Gløshaugen
Om Publikasjoner Undervisning Formidling

Om

Maria Lavrutich is an Associate Professor at the Department of Industrial Economics and Technology Management (IØT) at NTNU. She obtained her PhD in Operations Research in 2016 at Tilburg University, the Netherlands.

Her research interests lie at the intersection of industrial organization, mathematical finance and decision theory. In particular, she studies optimal dynamic decision making under uncertainty, applying stochastic control and game theory techniques. In her research, she works both with theoretical models of financial decision making as well as their applications to practical problems that arise in different industries.

Publikasjoner

  • Kronologisk
  • Etter kategori
  • Se alle publikasjoner i Cristin

2024

  • Yen, Dung-Bai; Crespo del Granado, Pedro Andres; Lavrutich, Maria. (2024) Effects of end-user participation under a TSO-DSO coordination scheme for Norway. Energy Strategy Reviews
    Vitenskapelig artikkel

2023

  • Lamberts-Van Assche, Hanne; Lavrutich, Maria; Compernolle, Tine; Thomassen, Gwenny; Thijssen, Jacco J.J.; Kort, Peter. (2023) CO<inf>2</inf> storage or utilization? A real options analysis under market and technological uncertainty. Journal of Environmental Economics and Management
    Vitenskapelig artikkel
  • Kort, Peter; Lavrutich, Maria; Nunes, Cláudia; Dos Santos Oliveira, Carlos Miguel. (2023) Preventive investment, malfunctions and liability. International Journal of Production Economics
    Vitenskapelig artikkel
  • Lavrutich, Maria; Markussen, Jonas Drageland; Rystad, Nore. (2023) The value of mono-gender production in Atlantic salmon farming. Aquaculture
    Vitenskapelig artikkel
  • Hagspiel-Janssen, Verena; Jansen, Markus Bjørkli; Lavrutich, Maria; Nepstad, Gaute. (2023) Company level biodiversity impact assessment: An application to the aquaculture industry in Norway. Marine Policy
    Vitenskapelig artikkel

2022

  • Fedorov, Semyon; Lavrutich, Maria; Hagspiel, Verena; Lerdahl, Thomas. (2022) Risk and benefit sharing schemes in oil exploration and production. Energy Economics
    Vitenskapelig artikkel
  • Tran, Vu Le; Westgaard, Sjur; Lavrutich, Maria. (2022) Stock markets during COVID-19. Beta
    Vitenskapelig oversiktsartikkel/review
  • Gapeev, Pavel; Kort, Peter M.; Lavrutich, Maria; Thijssen, Jacco J.J.. (2022) Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions. Methodology and Computing in Applied Probability
    Vitenskapelig artikkel
  • Lavrutich, Maria; Hagspiel, Verena; Siddiqui, Afzal S.. (2022) Transmission investment under uncertainty: Reconciling private and public incentives. European Journal of Operational Research
    Vitenskapelig artikkel
  • Dønnestad, Eirik Magnus; Fleten, Stein-Erik; Kleiven, Andreas; Lavrutich, Maria; Teige, Amalie Marie. (2022) A real options analysis of existing green energy facilities: maintain or replace?. Energy Systems, Springer Verlag
    Vitenskapelig artikkel

2021

  • Kort, Peter; Lavrutich, Maria; Nunes, Cláudia; Oliveira, Carlos. (2021) Preventing Environmental Disasters in Investment under Uncertainty. Environmental and Resource Economics
    Vitenskapelig artikkel
  • Compernolle, Tine; Huisman, Kuno J.M.; Kort, Peter M.; Lavrutich, Maria; Nunes, Cláudia; Thijssen, Jacco J.J.. (2021) Investment Decisions with Two-Factor Uncertainty. Journal of Risk and Financial Management
    Vitenskapelig artikkel
  • Engehagen, Sondre; Hornslien, Marius; Lavrutich, Maria; Tønnessen, Stian Rosvold. (2021) Optimal harvesting of farmed salmon during harmful algal blooms. Marine Policy
    Vitenskapelig artikkel
  • Haarstad, Aleksander Hyggen; Lavrutich, Maria; Strypet, Kristian; Strøm, Eivind. (2021) Multi-commodity price risk hedging in the Atlantic salmon farming industry. Journal of Commodity Markets
    Vitenskapelig artikkel
  • Gapeev, Pavel; Kort, Peter M.; Lavrutich, Maria. (2021) Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. Advances in Applied Probability
    Vitenskapelig artikkel

2020

  • Hagspiel, Verena; Huisman, Kuno J.M.; Kort, Peter M.; Lavrutich, Maria; Nunes, Cláudia; Pimentel, Rita. (2020) Technology adoption in a declining market. European Journal of Operational Research
    Vitenskapelig artikkel

2019

  • Brakstad, Oscar Mathias; Hagspiel, Verena; Lavrutich, Maria; Matanovic, Dunja. (2019) Optimal investment decisions in lice-fighting technologies: A case study in Norway. Aquaculture
    Vitenskapelig artikkel

2018

  • Finjord, Fredrik; Hagspiel, Verena; Lavrutich, Maria; Tangen, Marius. (2018) The impact of Norwegian-Swedish green certificate scheme on investment behavior: A wind energy case study. Energy Policy
    Vitenskapelig artikkel
  • Hagspiel, Verena; Hannevik, Jørgen; Lavrutich, Maria; Naustdal, Magnus; Struksnæs, Henrik. (2018) Real options under technological uncertainty: A case study of investment in a post-smolt facility in Norway. Marine Policy
    Vitenskapelig artikkel

2017

  • Lavrutich, Maria. (2017) Capacity choice under uncertainty in a duopoly with endogenous exit. European Journal of Operational Research
    Vitenskapelig artikkel

Tidsskriftspublikasjoner

  • Yen, Dung-Bai; Crespo del Granado, Pedro Andres; Lavrutich, Maria. (2024) Effects of end-user participation under a TSO-DSO coordination scheme for Norway. Energy Strategy Reviews
    Vitenskapelig artikkel
  • Lamberts-Van Assche, Hanne; Lavrutich, Maria; Compernolle, Tine; Thomassen, Gwenny; Thijssen, Jacco J.J.; Kort, Peter. (2023) CO<inf>2</inf> storage or utilization? A real options analysis under market and technological uncertainty. Journal of Environmental Economics and Management
    Vitenskapelig artikkel
  • Kort, Peter; Lavrutich, Maria; Nunes, Cláudia; Dos Santos Oliveira, Carlos Miguel. (2023) Preventive investment, malfunctions and liability. International Journal of Production Economics
    Vitenskapelig artikkel
  • Lavrutich, Maria; Markussen, Jonas Drageland; Rystad, Nore. (2023) The value of mono-gender production in Atlantic salmon farming. Aquaculture
    Vitenskapelig artikkel
  • Hagspiel-Janssen, Verena; Jansen, Markus Bjørkli; Lavrutich, Maria; Nepstad, Gaute. (2023) Company level biodiversity impact assessment: An application to the aquaculture industry in Norway. Marine Policy
    Vitenskapelig artikkel
  • Fedorov, Semyon; Lavrutich, Maria; Hagspiel, Verena; Lerdahl, Thomas. (2022) Risk and benefit sharing schemes in oil exploration and production. Energy Economics
    Vitenskapelig artikkel
  • Tran, Vu Le; Westgaard, Sjur; Lavrutich, Maria. (2022) Stock markets during COVID-19. Beta
    Vitenskapelig oversiktsartikkel/review
  • Gapeev, Pavel; Kort, Peter M.; Lavrutich, Maria; Thijssen, Jacco J.J.. (2022) Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions. Methodology and Computing in Applied Probability
    Vitenskapelig artikkel
  • Lavrutich, Maria; Hagspiel, Verena; Siddiqui, Afzal S.. (2022) Transmission investment under uncertainty: Reconciling private and public incentives. European Journal of Operational Research
    Vitenskapelig artikkel
  • Dønnestad, Eirik Magnus; Fleten, Stein-Erik; Kleiven, Andreas; Lavrutich, Maria; Teige, Amalie Marie. (2022) A real options analysis of existing green energy facilities: maintain or replace?. Energy Systems, Springer Verlag
    Vitenskapelig artikkel
  • Kort, Peter; Lavrutich, Maria; Nunes, Cláudia; Oliveira, Carlos. (2021) Preventing Environmental Disasters in Investment under Uncertainty. Environmental and Resource Economics
    Vitenskapelig artikkel
  • Compernolle, Tine; Huisman, Kuno J.M.; Kort, Peter M.; Lavrutich, Maria; Nunes, Cláudia; Thijssen, Jacco J.J.. (2021) Investment Decisions with Two-Factor Uncertainty. Journal of Risk and Financial Management
    Vitenskapelig artikkel
  • Engehagen, Sondre; Hornslien, Marius; Lavrutich, Maria; Tønnessen, Stian Rosvold. (2021) Optimal harvesting of farmed salmon during harmful algal blooms. Marine Policy
    Vitenskapelig artikkel
  • Haarstad, Aleksander Hyggen; Lavrutich, Maria; Strypet, Kristian; Strøm, Eivind. (2021) Multi-commodity price risk hedging in the Atlantic salmon farming industry. Journal of Commodity Markets
    Vitenskapelig artikkel
  • Gapeev, Pavel; Kort, Peter M.; Lavrutich, Maria. (2021) Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. Advances in Applied Probability
    Vitenskapelig artikkel
  • Hagspiel, Verena; Huisman, Kuno J.M.; Kort, Peter M.; Lavrutich, Maria; Nunes, Cláudia; Pimentel, Rita. (2020) Technology adoption in a declining market. European Journal of Operational Research
    Vitenskapelig artikkel
  • Brakstad, Oscar Mathias; Hagspiel, Verena; Lavrutich, Maria; Matanovic, Dunja. (2019) Optimal investment decisions in lice-fighting technologies: A case study in Norway. Aquaculture
    Vitenskapelig artikkel
  • Finjord, Fredrik; Hagspiel, Verena; Lavrutich, Maria; Tangen, Marius. (2018) The impact of Norwegian-Swedish green certificate scheme on investment behavior: A wind energy case study. Energy Policy
    Vitenskapelig artikkel
  • Hagspiel, Verena; Hannevik, Jørgen; Lavrutich, Maria; Naustdal, Magnus; Struksnæs, Henrik. (2018) Real options under technological uncertainty: A case study of investment in a post-smolt facility in Norway. Marine Policy
    Vitenskapelig artikkel
  • Lavrutich, Maria. (2017) Capacity choice under uncertainty in a duopoly with endogenous exit. European Journal of Operational Research
    Vitenskapelig artikkel

Undervisning

Emner

  • TIØ4317 - Empirical and Quantitative Methods in Finance
  • IØ8810 - Winter School - Planning Under Uncertainty
  • TIØ4900 - Financial Engineering, Master's Thesis
  • TIØ4550 - Financial Engineering, Specialization Project
  • TIØ4145 - Corporate Finance
  • TIØ4146 - Finance for Science and Technology Students
  • IØ6060 - Environmental and climate risks in loan portfolios
  • TIØ4557 - Financial Engineering, Specialization Course

Formidling

2020

  • Vitenskapelig foredrag
    Lavrutich, Maria; Hagspiel, Verena; Siddiqui, Afzal. (2020) Infrastructure Investment under Uncertainty: Reconciling Private and Public Incentives. 8th Annual Conference of IAERE , Brescia 2020-02-06 -

2019

  • Vitenskapelig foredrag
    Lavrutich, Maria; Hagspiel, Verena. (2019) Transmission investment under uncertainty: Reconciling private and public incentives. Workshop "Investments, Energy, and Green Economy" , Brescia 2019-04-26 - 2019-04-27
  • Vitenskapelig foredrag
    Hagspiel, Verena; Lavrutich, Maria. (2019) Multi-objective infrastructure investment under uncertainty. 36th annual FIBE Conference 2019-01-03 - 2019-01-04
  • Vitenskapelig foredrag
    Flatland, Kjetil; Hove, Mats Thunestvedt; Lavrutich, Maria; Nagy, Roel. (2019) Investment Options in Wind Turbines: Life-extension versus Repowering. 23rd Annual International Real Options Conference , London 2019-06-27 - 2019-06-29
  • Vitenskapelig foredrag
    Lavrutich, Maria; Hagspiel, Verena; Siddiqui, Afzal. (2019) infrastructure investment under uncertainty: Reconciling private and public incentives. INFORMS Conference 2019 2019-10-20 - 2019-10-23
  • Vitenskapelig foredrag
    Lavrutich, Maria; Hagspiel, Verena; Siddiqui, Afzal. (2019) Transmission investment under uncertainty: Reconciling private and public incentives. 30th European Conference on Operational Research (EURO) 2019-06-23 - 2019-06-26
  • Vitenskapelig foredrag
    Lavrutich, Maria; Hagspiel, Verena; Siddiqui, Afzal. (2019) Optimal Infrastructure Investment with Conflicting Objectives under Uncertainty. 23rd Annual Real Options Conference 2019-06-27 - 2019-06-29

2018

  • Vitenskapelig foredrag
    Hagspiel, Verena; Lavrutich, Maria. (2018) Multi-objective Infrastructure Investment under Uncertainty. Informs Annual Meeting 2018-11-04 - 2018-11-07

2017

  • Populærvitenskapelig foredrag
    Hagspiel, Verena; Lavrutich, Maria; Finjord, Fredrik; Tangen, Marius. (2017) Investment in renewable energy under uncertainty in Norway and Sweden. Internal presentation at Hydro Energi AS 2017-06-15 -
  • Vitenskapelig foredrag
    Lavrutich, Maria; Hagspiel, Verena; Tangen, Marius; Finjord, Fredrik. (2017) Investment in renewable energy under uncertainty in Norway and Sweden . IFORS 2017 2017-07-17 - 2017-07-21

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