Roman Kozhan
Roman Kozhan
Professor of Finance, University of Warwick
Adresse e-mail validée de - Page d'accueil
TitreCitée parAnnée
The skew risk premium in the equity index market
R Kozhan, A Neuberger, P Schneider
The Review of Financial Studies 26 (9), 2174-2203, 2013
Toxic arbitrage
T Foucault, R Kozhan, WW Tham
The Review of Financial Studies 30 (4), 1053-1094, 2017
Execution risk in high-frequency arbitrage
R Kozhan, WW Tham
Management Science 58 (11), 2131-2149, 2012
Financial Econometrics-With E Views
R Kozhan
The information content of a limit order book: The case of an FX market
R Kozhan, M Salmon
Journal of Financial Markets 15 (1), 1-28, 2012
Asymmetric momentum effects under uncertainty
D Kelsey, R Kozhan, W Pang
Review of Finance 15 (3), 603-631, 2011
Financial Econometrics
R Kozhan
Bookboon, 2010
Firms' investment under financial constraints: a euro area investigation
R Pál, R Kozhan
Applied Financial Economics 19 (20), 1611-1624, 2009
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
R Kozhan, M Salmon
Journal of Economic Dynamics and Control 33 (5), 1106-1122, 2009
Welfare-improving ambiguity in insurance markets with asymmetric information
K Koufopoulos, R Kozhan
Journal of Economic Theory 151, 551-560, 2014
Asset allocation with distorted beliefs and transaction costs
R Kozhan, W Schmid
European Journal of Operational Research 194 (1), 236-249, 2009
The cross-section of currency volatility premia
P Della Corte, R Kozhan, A Neuberger
Available at SSRN 2892114, 2018
Optimal insurance under adverse selection and ambiguity aversion
K Koufopoulos, R Kozhan
Economic theory 62 (4), 659-687, 2016
Nash equilibria for games in capacities
R Kozhan, M Zarichnyi
Economic Theory 35 (2), 321-331, 2008
Market order flows, limit order flows and returns: Theory and evidence
R Kozhan, M Moore, R Payne
Limit Order Flows and Returns: Theory and Evidence (March 26, 2018), 2018
On uncertainty, market timing and the predictability of tick by tick exchange rates
R Kozhan, M Salmon
Market Timing and the Predictability of Tick by Tick Exchange Rates (August …, 2008
Optimal security design under asymmetric information and profit manipulation
K Koufopoulos, R Kozhan, G Trigilia
WBS Finance Group Research Paper, 2014
Non-additive anonymous games
R Kozhan
International Journal of Game Theory 40 (2), 215-230, 2011
Open-multicommutativity of the probability measure functor
R Kozhan, M Zarichnyi
arXiv preprint math/0409590, 2004
Open-multicommutativity of some functors related to the functor of probability measures
R Kozhan
arXiv preprint math/0409566, 2004
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20