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