Mgr. Martin Hronec

Photo

Position: Junior Researcher
Field of interest: Asset Pricing, Portfolio Choice, Machine Learning in Finance
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

Syllabi

Course supervisor

JEM207 - Data Processing in Python
JEM224 - Version Control with Git

Teacher

JEM207 - Data Processing in Python

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 2019/2020: JED412 - Advanced Financial Econometrics I
SS 2018/2019: JED413 - Nonlinear Dynamic Economic Systems: Theory and Applications
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
2018 - now: UNCE Research Fellowship

Extra activities

Teaching (2019/2020):
JEM005 - Advanced Econometrics
JEM207 - Data Processing in Python


Teaching (2018/2019):
JEM005 - Advanced Econometrics
JEM207 - Data Processing in Python

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 empirical asset pricing, portfolio selection or machine learning (in case of interesting datasets).

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

Master theses

I welcome any topic related to the field of empirical asset pricing, portfolio selection or machine learning (in case of interesting datasets).

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

Supervised Bachelor theses

all/awarded: 1/0
Awarded:

Downloadable

ISP

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Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance