Thesis topic proposal
Gyöngyi Bugár
Measuring and managing investment risk


Institute: University of Pécs
business and management
Doctoral School of Business Administration

Thesis supervisor: Gyöngyi Bugár
Location of studies (in Hungarian): University of Pécs, Faculty of Business and Economics
Abbreviation of location of studies: GPHD

Description of the research topic:

- Traditional and modern risk measures
- Managing risk with derivatives
- Coherent measures of risk
- Managing portfolio risk: asset allocation with different risk measures
- Conditional value at risk (CVaR) and portfolio optimization: a necessity or an opportunity?

Required language skills: English
Number of students who can be accepted: 2

Deadline for application: 2021-07-31

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