PhDr. František Čech Ph.D.

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Position: Assistant Professor
Field of interest: Asset Pricing; Financial Econometrics; Time-Series Models; Portfolio Choice; International Financial Markets
Membership: Finance and Capital Markets, Former PhD students, Internal

Contact

Office: 509
Email: frantisek [DOT] cech [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 776 535 106
Personal web pages: https://cz.linkedin.com/in/frantisek-cech-70a10538
Available: by appointment

More information

Syllabi

Course supervisor

JEM092 - Asset Pricing
JEB120 - Financial Economics

Teacher

JEM092 - Asset Pricing
JEB120 - Financial Economics

Assistant

JEM116 - Applied Econometrics

CV

Organisation Memberships

DYME – Dynamic Models in Economics (Excellence Project of GAČR)

Education

2018: short research visit at Department of Statistics and Applied Probability at the National University of Singapore
07-08/2016: Visiting scholar at the University of California, Berkeley, Department of Economics
2013-06/2019: Ph.D., IES FSV UK
2013: PhDr., IES FSV UK
2010 - 2013: Mgr., IES FSV UK
2012: Erasmus program - Humboldt University in Berlin
2007 - 2010: Bc., IES FSV UK

Job history

2016+: GEMCLIME project administrator
2015-2017: ECOCEP project administrator
2014 - 2015: RWE Energie s.r.o , Analyst - Sales Portfolio Management
2013 - 2014: RWE Česká republika a.s., Trainee - Retail Portfolio Management

Extra activities

Teaching:
WS 2018/2019: JEB120 - Financial Economics
SS 2017/2018: JEM 116 - Applied Econometrics
WS 2016/2017: JEM 035 - Financial Markets Instruments I
SS 2016/2017: JEM 116 - Applied Econometrics
WS 2015/2016: JEM 035 - Financial Markets Instruments I
SS 2015/2016: JEM 036 - Financial Markets Instruments II
SS 2015/2016: JEM 116 - Applied Econometrics
WS 2014/2015: JEM 035 - Financial Markets Instruments I
SS 2014/2015: JEM 036 - Financial Markets Instruments II
SS 2014/2015: JEM 116 - Applied Econometrics
WS 2013/2014: JEM 035 - Financial Markets Instruments I
SS 2013/2014: JEM 036 - Financial Markets Instruments II
SS 2013/2014: JEM 116 - Applied Econometrics

Referee:
Prague Economic Papers (5), Czech Journal of Economics and Finance (1)

Awards and prizes

2019: "The best courses taught at the IES" award for Applied Econometrics
2018: "The best courses taught at the IES" award for Applied Econometrics
2018: "Golden course taught at the FSV" award for Applied Econometrics
2017: "The best courses taught at the IES" award for Applied Econometrics
2014: "The best courses taught at the IES" award for Applied Econometrics
2013: National bank of Slovakia Governor Award (2nd place) - award for outstanding dissertation or master thesis in economics
2013: M.A. with distinction from the Dean of the Faculty of Social Sciences for an excellent state-final examination performance and for an extraordinarily good masters diploma thesis.

Topics for supervision

Term papers

Applied Financial Econometrics - multivariate volatility modelling
Applied Financial Econometrics - volatility modelling

Bachelor theses

Applied Financial Econometrics - multivariate volatility modelling
Applied Financial Econometrics - volatility modelling

Master theses

Applied Financial Econometrics - multivariate volatility modelling
Applied Financial Econometrics - volatility modelling

Currently supervising 2 master thesis:
Šimon Procházka: Application of the Realized Semivariances within Realized GARCH framework
Zhang Haiying: The empirical research of cross listed stocks: The case of AH shares

Supervised Master Theses

all/awarded: 4/0
Awarded:

Downloadable

dissertation

Partners

Deloitte
McKinsey & Company
Moneta Money Bank

Sponsors

CRIF
ČSOB