ODT - THESIS TOPIC: Gyöngyi Bugár: Measuring and managing investment ...


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Thesis topic proposal

Measuring and managing investment risk

THESIS TOPIC PROPOSAL

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

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).