Serhiy Kozak
Names
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Serhiy |
| last: |
Kozak |
Identifer
Contact
Affiliations
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University of Maryland
/ Robert H. Smith School of Business
/ Finance Department
Research profile
author of:
- Interpreting Factor Models
Journal of Finance, American Finance Association (2018)
by Serhiy Kozak & Stefan Nagel & Shrihari Santosh
(ReDIF-article, bla:jfinan:v:73:y:2018:i:3:p:1183-1223) - Shrinking the Cross Section
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Nagel, Stefan & Santosh, Shrihari & Kozak, Serhiy
(ReDIF-paper, cpr:ceprdp:12463) - Shrinking the cross-section
Journal of Financial Economics, Elsevier (2020)
by Kozak, Serhiy & Nagel, Stefan & Santosh, Shrihari
(ReDIF-article, eee:jfinec:v:135:y:2020:i:2:p:271-292) - Predicting Relative Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Valentin Haddad & Serhiy Kozak & Shrihari Santosh
(ReDIF-paper, nbr:nberwo:23886) - Shrinking the Cross Section
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Serhiy Kozak & Stefan Nagel & Shrihari Santosh
(ReDIF-paper, nbr:nberwo:24070) - Factor Timing
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Valentin Haddad & Serhiy Kozak & Shrihari Santosh
(ReDIF-paper, nbr:nberwo:26708) - Equity Term Structures without Dividend Strips Data
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Stefano Giglio & Bryan T. Kelly & Serhiy Kozak
(ReDIF-paper, nbr:nberwo:31119) - When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Serhiy Kozak & Stefan Nagel
(ReDIF-paper, nbr:nberwo:31275)