Serhiy Kozak Directory Page

Serhiy Kozak

Serhiy Kozak

Assistant Professor

PhD, Financial Economics – University of Chicago, Booth School of Business

  • Finance

  • 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. 
     

    Research

    Correcting the Course of Factor Models

    Why More Could be Better for Evaluating Models

    Read the article : Correcting the Course of Factor Models
    Why it Takes More Than Just Good Timing to Succeed in the Market

    Combining Factor Investing and Market Timing For the Best Trading

    Read the article : Why it Takes More Than Just Good Timing to Succeed in the Market
    Getting to the Bottom of Discount Rate Variation

    New Research Sheds Light On Expected Excess Returns

    Read the article : Getting to the Bottom of Discount Rate Variation
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