Pawel Polak

Thesis

Thesis Title:	Forecasting Financial Returns Under Non-Elliptical Distributions with Applications to Portfolio Allocation and Risk Management
Thesis Advisor:	Prof. Marc Paolella
Year of Graduation:	2013

Assistant Professor at Columbia University, New York (2016)
PostDoc at Columbia University, New York (2013)

Marc S. Paolella and Pawel Polak: Comfort: A Common Market Factor Non-Gaussian Returns Model, 2013, Swiss Finance Institute Research Paper No. 13-38
Marc S. Paolella and Pawel Polak: ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails, 2010, Swiss Finance Institute Research Paper No. 10-27