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Topics of State Doctoral Examination valid from September 1st 2011

Související stránky

Economics and Management
Business Economics and Management

Management

1. Management and social changes – from industrial society towards knowledge society, characteristics of knowledge society, key signs, potential links to dissertation.

2. New economy – characteristics and main signs, fiction or reality, examples, changes in management, potential links to dissertation.

3. Business environment in knowledge society – from continuous towards turbulent environment, globalization, outcomes for management system, potential links to dissertation.

4. Development of management thinking and acting –trains of though overview, four generations of management from the structural system management point of view, potential links to dissertation.

5. Process management – main principles, functional versus process management, examples of practical application, reengineering, potential links to dissertation.

6. Knowledge management – concept, key terminology, characteristics, main signs, knowledge management, potential links to dissertation.

7. Management of knowledge employees – knowledge employee, classification, his/her performance, knowledge market, knowledge employees and knowledge sharing, potential links to dissertation.

8. Company strategy and performance – strategic management and its approaches in knowledge society, Balanced Scorecard, current and future performance, connection with knowledge management, potential links to dissertation.

9. Corporation as living organism – characteristics, basic principles, comparison to current approaches: machine – living organism, potential links to dissertation.

10. Practical examples of effectively managed companies – Ameba, GiTy, fractal organizations, etc., potential links to dissertation.

Literature:

  • Crainer,S.: Key Management Ideas. Thinkers that changed the management world, Pitman Publishing, a division od Pearson Professional Limited, London, 1996
  • Varela,F,J,,Maturana,H.R., Uribe,R. (1974): Autopoiesis: The Organization of Living Systems, Its Charakterization and a Model, Biosystems, 5. pp. 187 - 196
  • Truneček,J.: Znalostní podnik ve znalostní společnosti. Professional Publishing, Praha 2004, 2. vydání
  • Prahalad,C.K.&Hamel,G.: Competing for the Future. Harvard Bussiness School Press 1995
  • Clife,S.: Knowledge Management. Harvard Business Review, 1998,July-August
  • Kelemen,J.aj.: Knowledge in Kontext. Bratislava: IURA Edition, 2010, 314 s.ISBN 978-80-8078-339-6
  • Champy,J.: Reengineering Management - The Mandate for New Leaderschip, HarperCollins, New York 1995
  • Amada,K.-Mondey,K.: Profit Management of Kyocera Corporation: The Amoeba Systém. Japanese Management Accounting (ed. Y. Monden and M. Sakurai), pp. 197 - 210. Cambridge,MA: Productivity Press 1989.

And then for example :

  • Tooffler,A.: The Third Wave, William Morrow, New York 1990
  • Trunecek, J.: Management znalostí. C.H. Beck 2004
  • Mládková, L.: Management znalostí pro praxi. Praha: Professional Publishing 2004
  • Mládková,L.: Moderní přístupy k managementu - Tacitní znalost a jak ji řídit. Praha, C.H.Beck, 2005
  • Schein,E.H.: Organizational Culture and Leadership: A Dynamic View. Jossey, Bass, San Francisco 1985
  • Nonaka,J., Takeuchi, H.: The Knowledge - Creating Company: How Japanese Companies Create the Dynamics of Innovation. Oxford 1995
  • Naisbitt,J.: Magatrends - Ten New Directions Transforming Our Lives. Warner
  • Books Inc., New York 1982.
  • Zelený, M.: Human Systems Management, World Scientific 2005.
  • Kyocera Corporation Investor Meeting (February 2, 2007) speech [on-line].[cit. 2007-03-29]. Dostupný z WWW: http://global.kyocera.com/ir/pdf/sp0702_e.pdf.
  • Kyocera Corp.: The Amoeba Management System. By: Cooper, Robin. Harvard Business School Cases, Aug1994, p1, 12p
  • Kyocera Corp. By: Kotter, John P.; Rothbard, Nancy. Harvard Business School Cases, Mar1991, p1, 12p
  • Kuhn, T.: The Structure of Scientific Revolutions. University of Chicago Press 1962
  • Girstlerová,O.: Company as Living organism, Mezinárodní vedecká konference
  • VSE Praha "Nová teorie ekonomiky a managementu organizací", 20.ríjna 2006.
  • Autopoiesis and self-sustainability in economic systéme. Milan Zeleny. Human Systems Management. Amsterdam: 1997. Vol. 16, Iss. 4; p.251 (12 pages).
  • Kelemen J. a kol.: Kapitoly o znalostnej spolecnosti. Bratislava 2008
  • Jarrett,M.: Changeability. Why some companies are ready for change – and others aren’t. Pearson Education Limited, Edinburgh Gate Harlow CM20 2JE, 2009, ISBN: 978-0-273-71289-3

Business Economics

1. Subjects, methods and history of enterprise and business administration. Development in Europe and in the world. Specify main conclusions in relationship on your doctoral thesis.

2. Competitiveness, knowledge and innovations of small and medium enterprises, eventually show the relationship on your doctoral thesis.

3. Organizing and organization planning, modern directions which take care on origin of paradigm of competition (stake on innovations and motivation). Personal Factor, its effectiveness, satisfaction and flexibility. Show reflection in your doctoral thesis.

4. Fusion and acquisition as a strategy of growth of business. Advantages and disadvantages, fruitfulness. Reaction of price of shares in case of realization of this strategy. Practical actual approaches in conclusion with your doctoral thesis.

5. Risk analyses in financial planning: Approaches, methods, procedures. Content reflection in doctoral thesis.

6. Corporate governance and value of the business, essential factors of its raising. Eventually analyze key factors in your doctoral thesis

7. Optimalization of business processes in term of one or more factors. Options of solving well or bad structured problems. Eventually specify main conclusions in relationship on your doctoral thesis.

8. Benchmarking and set of business functions for its application. Tools of benchmarking, background, eventual limited validity of benchmarking analyses. Actual status and possibilities of solutions in relationship on your doctoral thesis.

9. Economical analyses of business performance – strategical, tactical and operational level. Quantitative and qualitative aspect of analyses, foundation, advantages and disadvantages. Sugnification in solution of problems in relationship on your doctoral thesis.

10. Business financing, investment planning, internal and external financial sources. Financial optimalization tools. Business informational system and business reporting. Relevant research area in relationship on your doctoral thesis.

Marketing

1. Modern marketing trends. Their reflection in the thesis.

2. Discussion of the concept of marketing mix. Modifying the marketing mix in terms of the dissertation.

3. Marketing management, its phases, marketing planning, marketing strategies. Implications arising from the thesis.

4. Marketing situation analysis, structure, methods and outputs. Marketing environment observed in the thesis.

5. Possibilities of quantitative marketing research. Involvement of quantitative research methods in terms of thesis.

6. Qualitative marketing research, importance, development, methods. Evaluation of possibilities of quantitative research in meeting the objectives of the dissertation.

7. Marketing brand development. Brand image in the perspective of the dissertation.

8. Consumer behavior in marketing perspective, models, predispositions.

9. The purchase decision process of consumers, the impact on the formation of marketing orientation. The specifics of purchasing decision process of customers in pursuit of doctoral work.

10. Marketing information, information systems, database marketing. Information sources for the thesis.

Literature:

  • Philip Kotler , Kevin Keller, Marketing Management, Prentice Hall; 14th Edition, 2011, ISBN-10: 0132102927
  • Kevin Lane Keller, Strategic Brand Management, Prentice Hall; 3 edition, 2007 ISBN-10: 9780131888593
  • Leon Schiffman, Leslie Kanuk , Consumer Behavior Prentice Hall; 10 edition, 2009, ISBN-10: 0135053013
  • Malcolm McDonald, Ian Dunbar Market Segmentation: How to do it, how to profit from it Butterworth-Heinemann, 2004, ISBN-10: 9780750659819
  • William M. Pride, O. C. Ferrell, Marketing , South-Western College Pub; 15 edition, 2008, ISBN-10: 0547167474

Economic Theory
Economics

Subject: Economics

1. Marshallian demand function. Utility maximization model. Marshallian demand function and its properties. Indirect utility function. The relationship among functions.

2. Hicksian demand function. Expenditure minimization model. Hicksian demand function. Expenditure function. The relationship among functions.

3. Further models of consumer behaviour. Critique of the neoclassical consumer behaviour model. Revealed preferences. Consumption technology model.

4. Classical theory of the firm. Technology and cost. Conditional factor demand and total cost functions. Profit maximization. Profit function and its properties.

5. Critique of the neoclassical theory of the firm. Managerial theories. Behaviouristic theories. Labour managed firm.

6. Multi-product firm. Perfect production substitutes and complements. Transfer prices theory.

7. Theory of the market. Types of the market structures. Price duopoly models. Quantitative duopoly models.

8. Market failures. Externality. Public goods. Inefficient allocation – externalities and public goods. Externalities and economics policy (internalization, quotas, taxes, missing market). Efficient allocation of public goods - Lindahl process, Groves – Clark process.

9. Topics in the economics of information. Adverse selection. Moral hazard. Asymmetric information in insurance markets: adverse selection. Asymmetric information in insurance markets: moral hazard.

10. Topics in welfare economics. General equilibrium and Pareto efficient allocation. Fair allocation and Pareto efficient allocation. The first fundamental theorem of welfare economics. The second fundamental theorem of welfare economics.

Literature:

  • Gravelle, Hugh – Rees, Ray: Microeconomics. Longman, London and New York, 3. vydání, 2004, ISBN 0-582-40487-8

And then for example :

  • Mas-Colell, A.: Microeconomic Theory. Oxford University Press, New York 1995, ISBN 0-19-510268-1
  • Jehle, Geoffrey A. – Reny, Philip J.: Advanced Microeconomic Theory. Addison Wesley 2001, ISBN 0-321-07916-7
  • Varian, Hal R.: Microeconomic Analysis. W.W. Norton and Company, New York 1992, ISBN 0-393-96026-9
  • Kreps, David M.: Microeconomic Theory. Harvester Wheatsheaf, New York 1990

Dynamic Models in Economics – Selected Issues

1. Intertemporal Model of Capital Assets Prices: stochastic discount factor, CCAPM, linkages to traditional portfolio selection models, i.e. Sharpe-Lintner-Mossin’s and Merton‘s model

2. Intertemporal Model of Interest Rate: stochastic discount factor, models of term structure of interest rates, effects of changes in interest rate on economic agents behavior

3. Models of Derivative Assets Prices: model of Black and Scholes, model of Cox and Rubinstein, principles of risk-neutral pricing, model of Black, Derman and Toy, model of Ho and Lee

4. Financial Market Effectivity: key concepts, hypotheses testing, financial assets prices and macroeconomic variables within intertemporal models, e.g. MIU and CIA model, „bubbles“ on financial markets

5. Simulation Models: key mathematical and statistical concepts, use of simulation models for modeling capital assets prices and interest rates, use for modeling prices of derivative instruments

6. Intertemporal Models of Economic Growth: model of Cass and Koopmans as intertemporal version of Solow model, Romer‘s models (1986, 1990) of endogennous growth

7. Dynamic Models of Exchange Rate: traditional parity conditions and hypotheses testing, monetary models, Dornbusch‘s model of overshooting, exchange rate within Obstfeld and Rogoff‘s model

8. Dynamic Models of Current Account: traditional income, exchange rate and monetary mechanisms of current account balancing within dynamic context, intertemporal models of current account, effect of productivity shocks on current account

9. Two-Country Dynamic Models: formulation of Obstfeld and Rogoff‘s Model, steady state analysis, monetary and fiscal policy analysis, effect of productivity shocks, effects of nontradable sector

10. Dynamic Models of Business Cycles: basic RBC model, formulation of new keynesian intertemporal model of inflation targeting for small open economy, monetary and fiscal policy analysis

Literature:

  • CUTHBERTSON, K.: Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange. John Wiley&Sons, 2004, ISBN 0-470-09171-5
  • COCHRANE, J.H.: Asset Pricing. Princeton University Press, 2005, ISBN 978-0691121376
  • GLASSERMAN, P.: Monte Carlo Methods in Financial Engineering. Springer, 2004, ISBN 0-387-00541-3
  • GRAVELLE, H., REES, R.: Microeconomics. Prentice Hall, 2004, ISBN 0582404878
  • OBSTFELD, M., ROGOFF, K.S.: Foundations of International Macroeconomics. MIT Press, 1996, ISBN 0262150476
  • SHREVE, S. E.: Stochastic Calculus for Finance II: Continuous-Time Models. Springer, 2004, ISBN 0-387-40101-6
  • SHREVE, S. E.: Stochastic Calculus for Finance I: The Binominal Asset Pricing Model. Springer, 2005, ISBN 0-387-24968-1.
  • STOKEY, N. L., LUCAS, R.E., PRESCOTT, E.C.: Recursive Methods in Economic Dynamics. Harvard University Press, 1989, ISBN 0674750969
  • TURNOVSKY, S.J.: International Macroeconomic Dynamics. MIT Press, 1997, ISBN 0262201119
  • WALSH, C. E.: Monetary Theory and Policy. MIT Press, 2003, ISBN 0-262-23231-6
  • WICKENS, M.: Macroeconomic Theory: A Dynamic General Equilibrium Approach. Princeton University Press, 2008, ISBN 978-0-691-11640-2

Questions 1 – 5

  • Black, F., Scholes, M.: The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81, 1973, pp. 637 – 659.
  • Cox, J.C., Ingersoll, J.E., Ross, S.A.: A Theory of the Terms Structure of Interest Rates. Econometrica, 53, 1985, pp. 385 – 407.
  • Cox, J.C., Ross, S.A., Rubinstein, M.: Option Pricing: A Simplified Approach. Journal of Financial Economics, 7, 1979, pp. 229 – 263.
  • Fama, E.F.: Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance, 2, 1969, pp. 383 – 417.
  • Fama, E.F.: Efficient Capital Markets: II. Journal of Finance, 5, 1991, pp. 1575 – 1617.
  • Fama, E.F., French, K.R.: Common Risk Factors in the Returns on Stocks and Bonds. Journal of Financial Economics, 33, 1993, pp. 3 – 56.
  • Hull, J., White, A.: Pricing Interest-Rate Derivative Securities. Review of Financial Studies, 4, 1990, pp. 573 – 592.
  • Lintner, J.: The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets. The Review of Economics and Statistics, 1, 1965, pp. 13 -37.
  • Lucas, R.E.: Asset Pricing in an Exchange Economy. Econometrica, 6, 1978, pp. 1429 – 1445.
  • Markowitz, H.: Portfolio Selection. Journal of Finance, 1, 1952, pp. 77 -91.
  • Mehra, R., Prescott, E.C.: The Equity Premium A Puzzle. Journal of Monetary Economics, 15, 1985, pp. 146 -161.
  • Merton, R.C.: An Intertemporal Asset Pricing Model. Econometrica, 41, 1973, pp. 867 – 887.
  • Ross, S.A.: The Arbitrage Pricing Theory of Capital Asset Pricing. Journal of Economic Theory, 13, 1976, pp. 341 – 360.
  • Sharpe, W.F.: Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance, 3, 1964, pp. 425 -442.
  • Smith, P.N., Wickens, M.R.: Asset Pricing with Observable Stochastic Discount Factors. Discussion Papers in Economics No 2002/03. University of York, 2002.
  • Vasicek, O.: An Equilibrium Characterization of the Term Structure. Journal of Financial Economis, 5, 1977, pp. 177 – 188.
  • Weil, P.: The Equity Premium Puzzle and the Riskfree Rate Puzzle. NBER Working Paper Series. WP No. 2829, 1989.

Questions 6 – 10

  • Cass, D.: Optimum Growth in an Aggregative Model of Capital Accumulation. Review of Economic Studies, 32, 1965, pp. 233 – 240.
  • Christiano, L.J., Eichenbaum, M., Evans, C.: Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy. NBER Working paper No. 8403, 2001.
  • Clarida R., Gali, J.: Sources of Real Exchange Rate Fluctuations: How Important Are Nominal Shocks? NBER Working Paper Series, WP no. 4658, 1994.
  • Clarida, R., Gali, J., Gertler, M.: A Simple Framework for International Monetary Policy Analysis. NBER Working Paper No. 8870, 2002.
  • Constantinides, G.M.: Habit Formation: A Resolution of the Equity Premium Puzzle. Journal of Political Economy, 3, 1990, pp. 519 – 543.
  • Dornbusch, R.: Expectations and Exchange Rate Dynamics. Journal of Political Economy, 6, 1976, pp. 1161-1176.
  • Fama, E.F. (1984): Forward and Spot Exchange Rates. Journal of Monetary Economics, 14, pp. 319 -338.
  • Fuhrer, J., Moore, G.: Inflation Persistence. Quarterly Journal of Economics, 1, 1995, pp, 127-159.
  • Gali, J.: New Perspectives on Monetary Policy, Inflation, and the Business Cycle. NBER Working Paper No. 8767, 2002.
  • Gali, J., Gertler, M.: Inflation Dynamics: A Structural Econometric Analysis. Journal of Monetary Economics, 2, 1999, pp. 195 – 222.
  • Gali, J., Gertler, M., Lopez-Salido, J.D.: Markups, Gaps, and the Welfare Costs of Business Fluctuations. NBER Working Paper No. 8850, 2002.
  • Glick, R., Rogoff, K.: Global versus Country-Specific Productivity Shocks and the Current Account. NBER Working Paper No. 4140, 1992.
  • Koopmans, T.: On the Concept of Optimal Economic Growth. Cowles Foundation Paper 238, 1965.
  • Lewis, K.K. (1994): Puzzles in International Financial Markets. NBER Working Paper No. 4951.
  • Mankiw, G., Romer, D., Weil, D.: A Contribution to the Empirics of Economic Growth. Quarterly Journal of Economics, 107, 1992, pp. 407 – 437.
  • Obstfeld, M., Rogoff, K.: Exchange Rate Dynamics Redux. Journal of Political Economy, 3, 1995, pp. 624-660.
  • Obstfeld, M., Rogoff, K.: Global Current Account Imbalances and Exchange Rate Adjustments. Brookings Papers on Economic Activity, 1:2005, 2005, pp. 67-146.
  • Romer, D.: Increasing Returns and Long Run Growth. Journal of Political Economy, 94, 1986, pp. 1002-1037.
  • Romer, D.: Endogenous Technological Change. Journal of Political Economy, 98, 1990, pp. 71 – 102.
  • Rotemberg, J.J., Woodford, M.: An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version. NBER Technical Working Papers No. 233, 1998.
  • Sachs, J.: The Current Account in the Macroeconomic Adjustment Process. Scandinavian Journal of Economics, 2, 1982, pp. 147-159.
  • Solow, R.M.: A Contribution to the Theory of Economic Growth. Quarterly Journal of Economics, 70, 1956, pp. 65 – 94.
  • Taylor, A.M., Taylor, M.P.: The Purchasing Power Parity Debate. Journal of Economic Perspectives, 4, 2004, pp. 135-158.