Témata magisterských prací

Daniel Kolář MSc.
I welcome topics related to wealth inequality. Theses are to be written in English and LaTeX.

Mgr. Dominika Ehrenbergerová (Kolcunová)
Topics related to monetary policy, financial stability or meta-analysis in general.

PhDr. Petra Kolouchová
Témata souvisejicí s oceňováním společností - např. diskontní míra, diskont za minoritu, diskont za nelikviditu, prémie za riziko akciového trhu

prof. Ing. et Ing. Luboš Komárek Ph.D., MSc., MBA
Driving Forces behind Foreign Exchange Reserve Accumulation for the Small Open Economy Financial Stability and Macroeconomic Policy: The Case of the Small Open Economy Global Economic Integration: Opportunities and Challenges Monetary and Fiscal Space in the OECD Countries Real Exchange Rates development in the EU Countries Modelling the NATREX (NATural Real Exchange Rate): Macroeconomic Model Based on Stock-flow Interaction

Mgr. Vědunka Kopečná Ph.D.
Topics from areas of energy economics, general equilibrium modeling, impact evaluation and treatment effects. Students are welcome to specify the topic on their own. Only theses written in English and LaTeX are to be supervised.

Mgr. Lucie Kraicová
Applied Financial Econometrics-Wavelets in finance

prof. PhDr. Ladislav Krištoufek Ph.D.
General topics, preferably applied (you are more than welcome to specify the topic yourself): Topics on Crypto(currency) markets Topics on Efficient markets hypothesis Topics on Fractal markets hypothesis Topics on Econometrics of financial time series Topics on Fractality/self-similarity/long-range dependence Topics in Inter(Multi)disciplinary Economics and Finance Topics in Computational Social Science Topics in Energy Economics and Finance Topics in Data Science (also in cooperation with CSOB) Some specific topics (not limited to): - Cryptomining and global warming: Are we heading towards catastrophe? - Efficiency, predictability and liquidity in the crypto-markets - Fundamental trading in cryptomarkets - HODLing and mooning vs. standard strategies in the crypto-markets - ICOs vs. IPOs: Comparison of the stylized facts - Monetary economics of Bitcoin: Could it work? - Multifractal signatures before the market crashes - Predictability and liquidity in the crypto(currency) markets - Spin models in marketing - Spin models in biofuels markets (interplay between producing for food and for biofuel) Only theses in English and LaTeX are to be supervised. Currently supervised theses: - Application of machine learning methods for estimating apartment prices in the Czech Republic - Examining the Link between Financial Market Efficiency and Monetary Policy Effectiveness - May Transaction Data Improve Consumer Credit Scoring Model? - Cryptocurrency and stock markets: Differences and similarities and how they affect each other - Examining the relationships among cryptocurrencies using Google Trends - Forecasting oil prices volatility with Google searches - Forks and airdrops in cryptomarkets: Investment opportunities or thin air? - Interplay between Bitcoin price and its mining difficulty - Pairs Trading in Cryptocurrency Markets - Predicting Financial Market Crashes using Log-periodic Oscillation and Critical Slowing Down - Private equity funds and their performance in the post-crisis period - Rational agents with imprecise expectations: Implications for investing and portfolio selection - Seasonality in Cryptocurrency Markets - The Profitability of Standard Trading Strategies in Cryptocurrency Markets - Utilizing online data in modelling unemployment rates in the Czech Republic

Mgr. Matěj Kuc
Topics on banking performance, cooperative banking or impact of distinct ownership models on financial institutions behaviour are welcomed.

Mgr. Ing. Adam Kučera Ph.D.
Interest rate modeling Macro-finance modeling Dynamic Nelson Siegel framework Affine Gaussian term structure model Insurance stress testing Investment fund sector stress testing

Tomáš Kučera MSc.
Social Bridges and Economic Growth Importance of Social Networks Behavioural economics and cognitive biases

PhDr. Zdeněk Kudrna PhD.
Financial market regulation in EU Regulatory reforms of financial markets in advanced and emerging markets Varieties of capitalism in old and new EU Member States

PhDr. Jiří Kukačka Ph.D.
Students are welcome to contact me via email and consult the supervision of Master theses related to fields of my research interest. The maximum load of supervised theses is around 2 for 2022/2023: - simulation-based estimation methods in financial- and macro-econometrics (simulated MLE, simulated MM, analysis of performance, comparison), check some articles here or here - topics on Heterogeneous Agent Modelling in finance, e.g. calibration and estimation (SMM, SMLE) of HAMs, see a video about the HAM topic, also check a nice article here - analysis, calibration, or estimation (SMM, SMLE) of a Behavioural New Keynesian model, see a video about the macroeconomic ABM topic, read this article for more inspiration about bounded rationality in macro, or this textbook, or these nice papers (EER 2019, EER 2020) - an advanced empirical analysis of selected Behavioral Finance topics, read about interesting behavioural patterns and anomalies here. Are these patters still detectable today? Are they detectable at other markets than where discovered? Can one reasonably profit on this knowledge? Currently supervised Master theses: Alex Macejovsky: Multi-country ABM perspective on business cycles and deleveraging crises Tomas Mitro: Overconfidence and retail investors: case of a "kangaroo" market Katerina Javurkova: Gambler’s fallacy bias in investor’s decision making Eric Zila

Mgr. Petra Landovská
Students may come up with their own idea on topic in Health Economics, or we can discuss together.

Natalia Li M.A., MSc.
Topics on Development Economics and Public Finance (in English)

JUDr. Ing. Mgr. Libor Lukášek Ph.D.
Význam CEFTA v procesu transformace ekonomik zemí střední a východní Evropy Společná energetická politika Evropské unie Energetická bezpečnost zemí Visegrádské skupiny Energetická bezpečnost České republiky – současný stav a predikce budoucího vývoje Role a význam mezinárodních organizací pro zajišťování energetické bezpečnosti 50 let OPEC

PhDr. Petra Luňáčková Ph.D.
Topics closely related to electricity markets or competition policy and regulation, possibly network industries (electricity), general suggestions follow: Spot/futures electricity market analysis The connection between Czech and German electricity market Side effects of regulation (in particular electricity market regulation)

Mgr. Henrieta Tulejová M.S.
1. Dlouhodobě udržitelné financování zdravotnictví – nominalní pojistné, spoluúčast a value based insurance, soukromé připojištení, osobné zdravotní účty, jak financovat extrémně nákladnou péči 2. Risk adjustment – možnosti kultivace systému přerozdělování odvodů v ČR (PCG, DCG a další), využití pro predikční modely nákladů na péči a hodnocení poskytovatelů zdravotních služeb 3. Financování dlouhodobé péče 4. Platební mechanizmy motivující ke kvalitě a efektivitě poskytované péče – např. jak dál rozvíjet DRG v České republice 5. Benchmarking nemocnic 6. Problém informační asymetrie – efektivní hodnocení kvality a efektivity nemocnic a poskytovatelů zdravotních služeb, 7. Behaviorální ekonomie a motivace pojištěnců k péči o zdraví

Mgr. Barbora Malinská
Topics on financial econometrics are welcome

Mgr. Tereza Palanská M.A.
I suggest any topic regarding transfer pricing, base erosion, and profit shifting. Or any topic in the field of applied econometrics.

PhDr. Simona Malovaná Ph.D.
Any topic from the following areas relevant for central bank decision-making process: 1. developing and refining the methodology for stress tests of the sectors of the financial system, 2. developing instruments for identifying and quantifying hidden systemic risks, 3. analysing the transmission of macroprudential and microprudential instruments, 4. understanding the interactions between macroprudential, microprudential and monetary policies, 5. analyzing risks to financial stability stemming from the low interest rate environment. Please write your thesis in English and use LaTeX.

Mgr. Jan Mareš, Ph.D.
see topics for bachelor theses

Ing. Aleš Maršál M.A.
Contribution to macro-finance literature Applications in Quantitative Macroeconomics: RBC & New Keynesian DSGE models Introducing term structure of interest rates into DSGE models Financial Economics: Consumption based asset pricing High frequency trading: algorithmic trading - ZIP60, adaptive aggressiveness algo...

Jakub Matějů
see above.

Mgr. Jindřich Matoušek
Behavioral and experimetal economics - general topics; collusion; combinatorial auctions

† prof. Ing. Michal Mejstřík CSc.
Master thesis topics within the fields: - Competitiveness and Exchange Rate: Institutions and Innovations See my grant GACR http://ies.fsv.cuni.cz/sci/grant/show/id/421/lang/cs Bankovnictví a finančních trhů - Basel III a Trade Finance - ve spolupráci s P.Andrlem (ICC) témata: i) platební metody v českém exportu a importu (situace, praktické zkušenosti, doporučení) ii)směnka v zahraničním obchodě – praktické využití směnky (právo, praxe, příklady) – k tomuto tématu má P.Andrle rozpracované materiály, možno směřovat k vydání publikace ICC CR iii)zkušenosti s využitím bankovních platebních a zajišťujících instrumentů v teorii a praxi – analýza situace u bank a firem iv) studie o podpoře exportu v ČR – ze strany státu, obchodních komor a dalších institucí – hluboká analýza situace, doporučení v) analýza bankovnich pravidel ICC u českých firem, zejména u vývozců a dovozců – přehled pravidel, služeb a situace – research

PhDr. Tomáš Merkner
Principal-Agent Theory and Executive Compensation

doc. Ing. Pavel Mertlík CSc.
Topics in Institutional Economics, Economic Policy, and Post Keynesian Economics (subject to agreement)

PhDr. Jakub Mikolášek
Telecommunication Market -prepaid & postpaid development -market strategies -international comparison Alcohol -microeconomic modelling -optimal taxation

Mgr. Vojtěch Mišák
Topics related to Law and Economics, Economics of crime or Applied microeconomics are welcomed. I am happy to share a detailed database of crime/crime investigation for the purpose of a diploma thesis.

prof. Ing. Lubomír Mlčoch CSc.
1. Institucionální evoluce v moderním českém státě. 2. Jaký model pro český kapitalismus v kontextu evropské integrace 3. Etická dimenze transformace a přibližování ČR k EU. 4. Etické kodexy a standardy v bankovnictví, na kapitálových trzích, v průmyslu a ve veřejné a státní správě. 5. Neregulérní ekonomika a hledání řádu. 6. Institucionální analýza české cesty privatizace. 7. Právní řád, morální řád a euro-americká civilizace. 8. Ekonomie a štěstí 9. Ekonomie rodiny

PhDr. Jiří Mlynář
any from the above indicated fields upon previous agreement

Mgr. Vojtěch Molnár
Any topic related to monetary policy. Focus on monetary policy regimes, unconventional monetary policy or role of inflation expectations is especially welcomed. Topics from other areas of macroeconomics are also possible upon agreement.

Ing. Michala Moravcová
Students are welcome to contact me via email and consult the supervision of Bachelor theses related to fields of my research interest. Monetary policy, Financial markets - general topics, Fundamental analysis, Technical analysis. Please see my fields of interest on the top of this web page Suggested topics: The impact of macroeconomic news (new information) on the price of financial assets (GARCH, Event Study methodologies)

Mgr. Lenka Nechvátalová
I welcome topics related to asset pricing and machine learning. Only theses written in English and LaTeX are to be supervised.

Mgr. Magda Pečená Ph.D.
Please see topics in SIS Own invention related to Banking, esp. Risk Management in Banking is welcome

Mgr. Ing. Matěj Nevrla
I welcome any topic related to the field of applied financial econometrics. Only theses written in English and LaTeX are to be supervised.

Jiří Novák M.Sc., Ph.D., Deloitte Corporate Chair
I welcome proposals to supervise Master’s and Bachelor’s theses in financial accounting, financial analysis, company valuation, corporate finance, and behavioral finance. I only supervise theses written in English that have a clear ambition to be graded A (“1 Výborně”). Before agreeing to supervise a thesis I ask students to prepare a 5-page long thesis proposal that discusses the research question and specifies and motivates the hypotheses. Download below a document containing recommendations about how to write a good proposal. In addition, find below several files (templates) that could help you in your work.

Mgr. Patrik Nový
“Can Banks Profit from the Business Cycle? Credit Risk Management in the Czech Banking Context: Theory, Practices, Pilot Empirical Analysis”

Matěj Opatrný MSc., Ph.D.
Impact of Common Agriculture Policy on Czech farmers Subsidy and motivation - behavioral aspects Application of Synthetic Control Method on any relevant and interesting topic Anything related to Behavioral Economics and Comparative studies. I am a member of Czech Priorities Thesis, where you can apply for the stipend if youc conduct Master thesis in aformentioned research areas.

PhDr. Miroslav Palanský M.A., Ph.D.
Please see the file below. I will be happy to consider supervising theses related to political economy, public finance, development economics, taxation or tax abuse.




Patria Finance
Česká Spořitelna