Dr. Gyöngyi Bugár

Dr. Gyöngyi Bugár

Associate Professor, Head of Department (DMS)
63289
bugar.gyongyi [at] ktk.pte.hu
B 119
Wednesday: 15:00-16:00

Gyöngyi Bugár graduated from the Eötvös Loránd University in 1988 with an MSc in Mathematics and Physics, and in 1993 from the Faculty of Economics of the University of Pécs with an MSc in Economics and Business. In 1996, she received her Dr Univ title, followed by a PhD at the Faculty of Economics of the University of Pécs in 2001, and a habilitation in 2011.  In 2002, she has been appointed as an associate professor at the Faculty, and as of 1 July 2023, she is the head of the Department of Management Science. Her teaching activities include undergraduate, master's and doctoral programmes both in Hungarian and English, where she teaches courses in business mathematics, quantitative methods, optimum calculus and research methodology. Her main research interests cover quantitative risk management and international portfolio diversification. She has received several awards for her research, among them she has won the prestigious Bolyai Fellowship from the Hungarian Academy of Sciences twice and the Best Paper Award four times at various international conferences.

Publications

Bugár, Gy. (2022)
Market and Credit Risk Management.
Akadémiai Kiadó, Budapest  

Bugár, Gy. (2019)
A Breakthrough Idea in Risk Measure Validation – Is the Way Paved for an Effective Expected Shortfall Backtest?.
FINANCIAL AND ECONOMIC REVIEW 18 (4): 130-145 

Bugár, Gy., Maurer, R. (2002)
International Equity Portfolios and Currency Hedging: the Viewpoint of German and Hungarian Investors.
ASTIN BULLETIN: JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION 32 (1): 171-197  

List of publications

CV
Curriculum Vitae (261.48 KB)