Serhiy Kozak
Names
| first: | Serhiy |
| last: | Kozak |
Identifer
| RePEc Short-ID: | pko970 |
Contact
| homepage: | http://serhiykozak.com |
Affiliations
-
University of Maryland
/ Robert H. Smith School of Business
/ Finance Department
- EDIRC entry
- location:
Research profile
author of:
- Interpreting Factor Models (RePEc:bla:jfinan:v:73:y:2018:i:3:p:1183-1223)
by Serhiy Kozak & Stefan Nagel & Shrihari Santosh - Shrinking the Cross Section (RePEc:cpr:ceprdp:12463)
by Nagel, Stefan & Santosh, Shrihari & Kozak, Serhiy - Shrinking the cross-section (RePEc:eee:jfinec:v:135:y:2020:i:2:p:271-292)
by Kozak, Serhiy & Nagel, Stefan & Santosh, Shrihari - Why do discount rates vary? (RePEc:eee:jfinec:v:137:y:2020:i:3:p:740-751)
by Kozak, Serhiy & Santosh, Shrihari - Dynamics of bond and stock returns (RePEc:eee:moneco:v:126:y:2022:i:c:p:188-209)
by Kozak, Serhiy - Predicting Relative Returns (RePEc:nbr:nberwo:23886)
by Valentin Haddad & Serhiy Kozak & Shrihari Santosh - Shrinking the Cross Section (RePEc:nbr:nberwo:24070)
by Serhiy Kozak & Stefan Nagel & Shrihari Santosh - Factor Timing (RePEc:nbr:nberwo:26708)
by Valentin Haddad & Serhiy Kozak & Shrihari Santosh - Equity Term Structures without Dividend Strips Data (RePEc:nbr:nberwo:31119)
by Stefano Giglio & Bryan T. Kelly & Serhiy Kozak - When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor? (RePEc:nbr:nberwo:31275)
by Serhiy Kozak & Stefan Nagel - Factor Timing (RePEc:oup:rfinst:v:33:y:2020:i:5:p:1980-2018.)
by Valentin Haddad & Serhiy Kozak & Shrihari Santosh & Stijn Van Nieuwerburgh