Martin Vlcek

Nationality: Swiss

Ph.D. in Finance, Swiss Finance Institute and University of Zurich, 2007

Thesis Title
Individual Trading Behavior: The Disposition Effectwiss Banking Institute, University of Zurich

Thesis Adviser
Prof. Thorsten Hens

Current Employment
Quantitative Investment Manager, Banque Cantonale Vaudoise

Research Papers

• "The Disposition Effect in the Lab", with Mei Wang, NCCR FINRISK Working Paper No. 402, 2007
• "Does Prospect Theory Explain the Disposition Effect", with Thorsten Hens, NCCR FINRISK Working Paper No. 247, 2005
• "Portfolio Choice with Loss Aversion, Asymmetric Risk-Talking Behavior and Segregation of Riskless Opportunities", NCCR FINRISK Working Paper No. 284, 2005
• "The Decision to Go Public", mimeo, 2004  
  

Curriculum Vitae