works as an assistant professor in the Financial Markets Department of Cracow University of Economics, Poland. He holds PhD in Quantitative Methods in Economics from the Warsaw School of Economics. He obtained Marie Curie Scholarship in 2004 (Center for operations research and econometrics, Université catholique de Louvain, Louvain-la-Neuve, Belgium). His research concentrate on decisions under risk and uncertainty, behavioural aspects of decision process with the application to the financial markets as well as on microstructural aspects of the markets. He is also co-editor in Argumenta Oeconomica Cracoviensia. His business experience encompasses almost 10 years of project management, risk measurement and modelling as well as software development within HypoVereinsbank and UniCredit group.
Selected publications:
Słaba efektywność informacyjna rynków akcji – wybrane metody pomiaru (eng. Week effectiveness of the financial markets – selected measurement methods) in Finanse w rozwoju gospodarczym i społecznym eds J. Czekaj i S. Owsiak, 2014 PWE
O współzależności giełd na przykładzie giełdy polskiej i niemieckiej (eng. On the stock markets interdependency of German and Polish stock markets) Zeszty Naukowe UMCS w Lublinie (2013)
Wpływ ratingu na kursy akcji (eng. On the rating announcements and stock prices) Zeszyty Naukowe PTE nr 13 (2013)
On conditional value-at-risk based goal programming portfolio selection procedure (with B. Kaminski and T. Szapiro) in Multiobjective Programming and Goal Programming: Theoretical Results and Practical Applications, ed. Barichard, V.; Ehrgott, M.; Gandibleux, X.; T'Kindt, V., Springer (2009)
On inverse utility and third order effects in the economics of uncertainty (with R. Amir) CORE Discussion Paper 2004/45 (2004)
O zastosowaniu metod interaktywnych w problemie doboru optymalnego portfela inwestycyjnego (eng. On the interactive methods application in portfolio selection problems) Modelowanie preferencji a ryzyko '03, ed. T. Trzaskalik, Katowice (2004)
Mierniki ryzyka w wielokryterialnej analizie finansowej (eng. Risk measures in financial analysis) Metody i Zastosowania Badań Operacyjnych’04, ed. T. Trzaskalik, Katowice (2004)
Lectures:
Financial Engineering and Investment Strategies, Bond Portfolio Management, Technical Analysis