Emprical Finance (asset pricing), Short selling, Market Efficiency, Anomalies, Household Finance (incl. pension investment, mortgage and real estate valuation), Energy Fi
Thesis supervisor: Zsuzsa Réka Huszár
Location of studies (in Hungarian): CUB Abbreviation of location of studies: CUB
Description of the research topic:
1) All empirical and theoritical asset pricing topics are of interest, either with a market efficiency perspective or from a social welfare perspective. My special interest in short selling and securities lending in the debt and equity market, with a sustainability or responsible investment viewpoint. Nowadays management public accountability is a key consideration for investors and the market often acts (punishes) via short sellers. 2) I am extremely interested in household finance, mortgage prepayment and default modelling using European or US data (have published extensively on these topics). Pension and retirement planning, housing market, real estate valuation topics all belong here. 3) Lastly, I am interested in “diving out industries” the Energy and the Mining industry globally and the upcoming tech industries (including blockchain related firms), industry restructuring, and industry rotation, exploring and testing Schumpeter's theory of creative destruction.
Number of students who can be accepted: 1
Deadline for application: 2024-12-31
2024. IV. 17. ODT ülés Az ODT következő ülésére 2024. június 14-én, pénteken 10.00 órakor kerül sor a Semmelweis Egyetem Szenátusi termében (Bp. Üllői út 26. I. emelet).
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