• At the right time, in the right factor. Can factors be timed? 

      Defence status: DEFENDED
      Nosek, Jiří (Univerzita Karlova, Fakulta sociálních věd, 2019)
      Date of defense: 10. 9. 2019
      This thesis examines the controversial prospect of Factor timing. We use Thompson Reuters data that allow us to construct international risk-factors and respective predictive signals and we test the capacity of these signals ...
    • Do mutual funds offered in Czech Republic add value to investors? 

      Defence status: DEFENDED
      Nosek, Jiří (Univerzita Karlova, Fakulta sociálních věd, 2022)
      Date of defense: 26. 1. 2022
      We estimate the proportions of skilled, unskilled, and zero-alpha funds preva- lent in the mutual Funds population easily accessible by Czech Investors. We estimate alphas from a regression against a concise set of Exchange ...
    • Mispricing in leveraged value small-capitalization stocks 

      Defence status: DEFENDED
      Picálek, Jan (Univerzita Karlova, Fakulta sociálních věd, 2022)
      Date of defense: 15. 6. 2022
      We study returns in the universe of leveraged value small-capitalization stocks, a universe with historically significant exposure to common risk factors. We sep- arate future winners and losers within this universe of ...
    • Sharing investment ideas: Role of luck and skill 

      Defence status: DEFENDED
      Turlík, Tomáš (Univerzita Karlova, Fakulta sociálních věd, 2021)
      Date of defense: 15. 9. 2021
      i Abstract In the environment of a large group of analysts who are willing to share their investment ideas publicly, it is a challenging task to find the ones who have a great skill and whose recommendations generate ...

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