معرفی
Dr hab. Radosław Pietrzyk, prof. UEW, is a Professor at the Department of Financial Investments and Risk Management within the University of Economics in Wrocław. His research focuses on financial risk management, household financial planning, cryptocurrency markets, and econometric modeling. He specializes in developing integrated risk models for households, evaluating Value at Risk (VaR) forecasts, and analyzing market dynamics during crises such as the subprime mortgage collapse, the global pandemic, and geopolitical conflicts like the Russo-Ukrainian war.
His work often intersects with practical applications, including stress testing financial instruments, optimizing investment portfolios, and assessing mutual fund performance in Polish and global markets. Pietrzyk’s methods emphasize statistical rigor, with contributions to Divisia Index applications for stock exchange analysis and multi-objective optimization frameworks for household financial goals.
Recent articles highlight his exploration of green bonds’ governance effectiveness and cryptocurrency exchange rate volatility. His research frequently addresses longevity risk, risk aversion in retirement planning, and the integration of environmental factors into financial decision-making.
Pietrzyk maintains active academic engagement, offering consultations via email (radoslaw.pietrzyk@ue.wroc.pl) and through Microsoft Teams. His consultancy hours are Monday 8:00-9:30 AM. He collaborates with external institutions and contributes to the academic community through platforms like ResearchGate and ORCID.
