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Serhiy Kozak

Personal Details

First Name:Serhiy
Middle Name:
Last Name:Kozak
Suffix:
RePEc Short-ID:pko970
[This author has chosen not to make the email address public]
http://serhiykozak.com

Affiliation

Finance Department
Robert H. Smith School of Business
University of Maryland

College Park, Maryland (United States)
http://www.rhsmith.umd.edu/finance/
RePEc:edi:fdumdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Serhiy Kozak & Stefan Nagel, 2023. "When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?," NBER Working Papers 31275, National Bureau of Economic Research, Inc.
  2. Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023. "Equity Term Structures without Dividend Strips Data," NBER Working Papers 31119, National Bureau of Economic Research, Inc.
  3. Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2020. "Factor Timing," NBER Working Papers 26708, National Bureau of Economic Research, Inc.
  4. Nagel, Stefan & Santosh, Shrihari & Kozak, Serhiy, 2017. "Shrinking the Cross Section," CEPR Discussion Papers 12463, C.E.P.R. Discussion Papers.
  5. Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2017. "Predicting Relative Returns," NBER Working Papers 23886, National Bureau of Economic Research, Inc.

Articles

  1. Kozak, Serhiy & Nagel, Stefan & Santosh, Shrihari, 2020. "Shrinking the cross-section," Journal of Financial Economics, Elsevier, vol. 135(2), pages 271-292.
  2. Serhiy Kozak & Stefan Nagel & Shrihari Santosh, 2018. "Interpreting Factor Models," Journal of Finance, American Finance Association, vol. 73(3), pages 1183-1223, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (3) 2017-10-15 2020-02-24 2023-05-15. Author is listed
  2. NEP-ORE: Operations Research (2) 2017-12-18 2020-02-24. Author is listed
  3. NEP-MFD: Microfinance (1) 2023-07-10

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