Engineering Experts

Agostino Capponi

Assistant Professor
Industrial Engineering and Operations Research
Columbia University
United States of America


Agostino Capponi joined Columbia University's IEOR Department in August 2014, where he is also a member of the Institute for Data Science and Engineering. His main research interests are in the area of networks, with a special focus on systemic risk, contagion, and control. In the context of financial networks, the outcome of his research contributes to a better understanding of risk management practices, and to assess the impact of regulatory policies aimed at controlling financial markets. He has been awarded a grant from the Institute for New Economic Thinking for his research on dynamic contagion mechanisms

Research Interest

"Networks Risk Management Stochastic Control Systemic Risk"


  • Birge J, Bo L (2017) Optimal Credit Investment with Borrowing Costs”. Mathematics of Operations Research 42: 546-575.

  • Birge J, Bo L (2017) Risk Sensitive Asset Management and Cascading Defaults”. Mathematics of Operations.

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