معرفی
Matej Nevrla is a Lecturer (Assistant Professor) in Finance at the University of Liverpool Management School. He holds a Ph.D. in Finance and Economics from Charles University's Institute of Economic Studies. His research focuses on empirical asset pricing and financial econometrics, particularly analyzing how investors price asymmetric and tail risks in asset returns, alongside common factor exposures.
His recent publications explore topics such as quantile spectral analysis in asset pricing, systemic risk in European sectors, and idiosyncratic quantile risk. Teaching includes the module Quantitative Techniques for Accounting and Finance (ACFI815) for 2024-25.
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