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Aleš Ahčan, PhD

Full Professor

	Academic Unit for Money and Finance (Regular Member)
	E: ales.ahcan@ef.uni-lj.si T: +386 1 5892-576
	Office Hours Wednesday at 11:00 in RZ-206

Curriculum Vitae

Aleš is a full-time professor of the Department of Quantitative Finance and Actuarial Studies at the Faculty of Economics, University of Ljubljana.Aleš has more than 15 years of experience in consulting and is the author of more than 50 advisory projects and more than 20 reviewed articles.

Selected Research and Consulting Activities

Ahčan, A. in Polanec, S. Social Security and Retirement During Transition: Microeconometric Evidence from Slovenia
(Working paper series)
Ahčan , A., Polanec, S., Masten, I. in Perman, M.: Analytical Approximation for a Multi-Period Portfolio Problem With Vector Autoregressive Returns
(Working paper series)
Statistical Analysis of Model Risk Concerning Temperature Residuals and its Impact on Pricing Weather Derivatives
(Working paper series)
Full Bibliography of Published Articles (COBISS)

Courses

Undergraduate University Degree Program BSc:
Zavarovalništvo (195151) (Slovenian language)
Graduate Programs:
Derivatives (196629)
Empirical asset pricing (196625)
Financial Economics (196587)
Life and Pension Insurance (196278)
Non-life Insurance (196279)
Risk Modeling in Insurance (196276)
Valuation of financial derivatives (196979)
Zavarovalne finance (196573) (Slovenian language)
Empirical Asset Pricing (192900)