Serhiy Kozak Directory Page
Serhiy Kozak
Assistant Professor
PhD, Financial Economics – University of Chicago, Booth School of Business
Serhiy Kozak is an assistant professor of finance at the Robert H. Smith School of Business at the University of Maryland. Prior to that, he was an assistant professor of finance at the University of Michigan, Ross School of Business. His current research focuses on embedding economic and asset pricing restrictions into machine learning methods to study the dynamics of asset prices. Serhiy earned his PhD at the University of Chicago in 2013.
News
Maryland Smith’s Serhiy Kozak Wins Journal of Financial Economics Best Paper Prize
Maryland Smith’s Serhiy Kozak won the 2020 Fama-DFA Prize for the best paper published in the Journal of Financial Economics in the area…
Research
Correcting the Course of Factor Models
Why More Could be Better for Evaluating Models
Why it Takes More Than Just Good Timing to Succeed in the Market
Combining Factor Investing and Market Timing For the Best Trading
Getting to the Bottom of Discount Rate Variation
New Research Sheds Light On Expected Excess Returns