Position: Ph.D. Candidate
Field of interest: Asset Pricing, Financial Econometrics, Portfolio Choice
Membership: PhD Candidates
Email: martin [DOT] hronec [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 606 681 623
Available: by appointment
Studying from: 2017
Dissertation Proposal defence: 11/2020 (expected)
Dissertation defence: 05/2021 (expected)
Asset pricing in frequency and time-frequency domain.
Portfolio selection in frequency domain.
Spectral portfolio selection.
See my Individual study plan below.
2017+: Ph.D., IES FSV UK
2015 - 2017: Mgr., IES FSV UK
2011 - 2015: Bc., IES FSV UK
2015 - now: Analyst in Sanning Capital Limited
JEM005 - Advanced Econometrics
JEM092 - Portfolio Analysis and Risk Management
Topics for supervision
I welcome any topic related to the field of portfolio selection.
Only theses written in English and LaTeX are to be supervised.