معرفی
Dr. hab. Paweł Rokita, professor at the Wrocław University of Economics, specializes in financial investments and risk management. He holds a position in the Department of Financial Investments and Risk Management. His research focuses on household financial planning, longevity risk analysis, stochastic modeling, and applications of copula functions in financial risk assessment. Notable areas include optimization of multi-goal financial plans, risk tolerance verification, and analysis of extreme market dependencies.
Key contributions include development of cumulated surplus approaches for retirement planning, methodologies for determining longevity risk aversion, and studies on dependence structures between extreme losses in stock markets. His work spans both theoretical frameworks (e.g., adaptive market hypothesis applications) and practical modeling techniques for household financial stability.
Publications analyze Polish financial markets extensively, with comparative studies to German and global markets. Research emphasizes dynamic financial planning methodologies under uncertainty, stochastic goal optimization, and international portfolio diversification strategies.
