Marcin Czupryna, Associate professor

Associate Professor Marcin Czupryna has been working at the Department of Financial Markets at the Cracow University of Economics since 2012. Prof. UEK dr hab. Marcin Czupryna is a graduate of the Warsaw School of Economics, majoring in Quantitative Methods and Information Systems. He completed doctoral studies and obtained a PhD degree in economics at the Collegium of Economic Analysis of the Warsaw School of Economics. In 2004 he stayed at CORE (Center for Operations Research and Econometrics) in Louvain-la-Neuve, Belgium.

Since October 2020, he has been the head of the Department of Financial Markets. Scientific interests include the theory of decisions under risk and uncertainty, behavioral aspects of the decision-making process with application to financial markets, issues of microstructural aspects of financial markets and the importance of large data sets in modeling market behavior. Since 2012, he has also been co-editor of Argumenta Oeconomica Cracoviensia.

Business experience includes project management, credit risk measurement and modeling, as well as development of IT applications.

Selected publications:

Poor information efficiency of stock markets – selected measurement methods in Finance in economic and social development eds J.Czekaj and S. Owsiak, 2014 PWE

Interdependence of stock exchanges on the example of the Polish and German stock exchanges Zeszyty Naukowe UMCS in Lublin (2013)

Impact of the rating on share prices Zeszyty Naukowe PTE No. 13 (2013)

On conditional value-at-risk based goal programming portfolio selection procedure (co-authors B. Kaminski and T. Szapiro) in Multiobjective Programming and Goal Programming: Theoretical Results and Practical Applications, ed. Barichard, V.; Ehrgott, M.; Gandibleux, X.; T’Kindt, V., Springer (2009)

On inverse utility and third order effects in the economics of uncertainty (co-author R. Amir) CORE Discussion Paper 2004/45 (2004) The use of interactive methods in the problem of selecting the optimal investment portfolio in Modeling risk preferences ’03, ed. T. Trzaskalik, Katowice (2004) Risk measures in multi-criteria financial analysis in Methods and Applications of Operational Research ’04, ed. T. Trzaskalik, Katowice (2004)

Didactics: Financial Engineering and Investment Strategies, Bond Portfolio Management, Technical Analysis