Experience

Education

Honours and grants

  • 2015
  • Research grant from the National Bank of Poland
    Worth approx. 10,000EUR; with André Lucas and Siem Jan Koopman
  • 2013
  • Hedge Fund Innovation was a runner-up for Commonfund Prize at the EFA 2013
    Commonfund Prize goes to best paper relevant to foundation and endowment asset management; Cambridge, United Kingdom
  • Hedge Fund Innovation received Honourable Mention at Mathematical Finance Days
    Montreal, Canada
  • 2010
  • Tuition waver and full scholarship from the Tinbergen Institute
  • 2009
  • Nominated for the Fulbright Graduate Student Award 2010-11

Conference presentations and invited talks

perm_contact_calendar conferences where papers were presented by a co-author

In press

Teaching experience

  • Financial econometrics
    2017; graduate level; MLE, GMM, time-series, volatility, asset pricing, forecasting
  • Master thesis supervision 4 students total
    2017
  • Bachelor thesis supervision 39 students total
    2013, 2014, 2015, 2016, 2017
  • TA for 'Excel for Finance'
    2013, 2014; pre-graduate level; in addition to normal TA duties I have designed and implemented automatic grading of assignments
  • TA for 'Excel bootcamp'
    2013, 2014; pre-graduate level; in addition to normal TA duties I have designed and implemented automatic grading of assignments
  • TA for 'Institutional Investments and ALM for Business Administration'
    2013; graduate level; I was fully responsible for the content of the tutorials, cases, and I have designed part of the exam
  • TA for 'Private Equity and Behavioral Corporate Finance'
    2013; graduate level
  • TA for 'Private Equity and Venture Capital'
    2012; graduate level
  • TA for 'Advanced Econometrics II'
    2012; graduate level; topics: IV, GMM, MLE, Logit; I was fully responsible for the content of the tutorials and cases
  • TA for 'Advanced Econometrics III'
    2012; graduate level; topics: time-series, Kalman Filter, GAS; I was fully responsible for the content of tutorials; I also substituted prof. Koopman in giving a lecture on the Kalman Filter
  • RA for Albert Menkveld
    2011
  • RA for Ingolf Dittmann and Lili Dai
    2011