Mgr. Martin Hronec

Photo

Position: Ph.D. Candidate
Field of interest: Asset Pricing, Financial Econometrics, Portfolio Choice
Membership: PhD Candidates

Contact

Office: 602
Email: martin [DOT] hronec [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 606 681 623
Personal web pages: http://ies.fsv.cuni.cz/cs/staff/hronec
Available: by appointment

More information

PhD study

Tutor: doc. PhDr. Jozef Baruník Ph.D.

Studying from: 2017
PhDr examination:
Final exam:
Dissertation Proposal defence: 11/2020 (expected)
Dissertation defence: 05/2021 (expected)

Current work:
Asset pricing in frequency and time-frequency domain.
Portfolio selection in frequency domain.

Dissertation topic:
Spectral portfolio selection.

Disertation abstract:
See my Individual study plan below.

Optional courses:
WS 2018/2019: JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications
SS 2017/2018: JED413 - Nonlinear Dynamic Economic Systems: Theory and Applications
WS 2017/2018: JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications

CV

Education

2017+: Ph.D., IES FSV UK
2015 - 2017: Mgr., IES FSV UK
2011 - 2015: Bc., IES FSV UK

Job history

2015 - now: Analyst in Sanning Capital Limited

Extra activities

Teaching (2018/2019):
JEM005 - Advanced Econometrics

Teaching (2017/2018):
JEM005 - Advanced Econometrics
JEM092 - Portfolio Analysis and Risk Management

Topics for supervision

Bachelor theses

I welcome any topic related to the field of asset pricing or portfolio selection.

Only theses written in English and LaTeX are to be supervised.

Master theses

I welcome any topic related to the field of asset pricing or portfolio selection.

Only theses written in English and LaTeX are to be supervised.

Downloadable

ISP

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Deloitte
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