Mgr. Ing. Matěj Nevrla, Ph.D.
Department:
Department of Econometrics
Research interests:
empirical asset pricing, financial econometrics
Biography
Matej Nevrla is a researcher at the Institute of Information Theory and Automation at the Czech Academy of Sciences (UTIA). Moreover, he is a lecturer (assistant professor) in Finance at the University of Liverpool Management School. He holds a Ph.D. in Finance and Economics from the Institute of Economic Studies, Charles University.
His research focuses on empirical asset pricing and financial econometrics. In particular, he is interested in how investors price asymmetric and tail risks in the cross-section of asset returns. Moreover, he combines this stream of literature with the literature investigating the pricing of common factor exposures.
He has published in the Journal of Financial Econometrics.
Awards
2019: 1st place in the Competition for the Best Student Paper in Theoretical Economics, The Czech Econometric Society
2020: Golden Course – Best course taught at the IES (Master); Applied Econometrics, Assistant
2019: Golden Course – Best course taught at the IES (Master); Applied Econometrics, Assistant
2018: Golden Course – Best course taught at the IES (Master); Applied Econometrics, Assistan
Grant Agency of the Charles University 2017-19
Main researcher
GAUK No. 846217
Title: Capital Asset Pricing in the Quantile-Frequency Domain
Awards
2019: 1st place in the Competition for the Best Student Paper in Theoretical Economics, The Czech Econometric Society
2020: Golden Course – Best course taught at the IES (Master); Applied Econometrics, Assistant
2019: Golden Course – Best course taught at the IES (Master); Applied Econometrics, Assistant
2018: Golden Course – Best course taught at the IES (Master); Applied Econometrics, Assistan
Grant Agency of the Charles University 2017-19
Main researcher
GAUK No. 846217
Title: Capital Asset Pricing in the Quantile-Frequency Domain