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Roman Kozhan

Global rank #17552 80%

Institution: University of Warwick

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://homepages.warwick.ac.uk/staff/R.Kozhan/

First Publication: 2008

Most Recent: 2013

RePEc ID: pko674 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 0.67 2.68 0.00 4.02

Publication Statistics

Raw Publications 4
Coauthorship-Adjusted Count 3.37

Publications (4)

Year Article Journal Tier Authors
2013 The Skew Risk Premium in the Equity Index Market The Review of Financial Studies A 3
2010 Asymmetric Momentum Effects Under Uncertainty Review of Finance B 3
2009 Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation Journal of Economic Dynamics and Control B 2
2008 Nash equilibria for games in capacities Economic Theory B 2