Serhiy Kozak

Latest Institution: None

All Institutions: University of Maryland; University of Michigan; NA


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Predicting Relative Returns

Year: 2017
Journal: No Journal Matched
Authors: Valentin Haddad; Serhiy Kozak; Shrihari Santosh

Shrinking the Cross Section

Year: 2017
Journal: Journal of Financial Economics
Authors: Serhiy Kozak; Stefan Nagel; Shrihari Santosh

Factor Timing

Year: 2020
Journal: Review of Financial Studies
Authors: Valentin Haddad; Serhiy Kozak; Shrihari Santosh

Equity Term Structures Without Dividend Strips Data

Year: 2023
Journal: No Journal Matched
Authors: Stefano Giglio; Bryan T. Kelly; Serhiy Kozak

When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?

Year: 2023
Journal: No Journal Matched
Authors: Serhiy Kozak; Stefan Nagel


Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):

Back to index