Roman Kozhan

Roman Kozhan is a Professor of Finance at the University of Warwick's Warwick Business School, UK. His research focuses on financial markets, including cryptocurrency dynamics, market microstructure, arbitrage strategies, and risk management. He has contributed to understanding decentralized finance mechanisms, high-frequency trading risks, and behavioral finance principles.

Key areas of expertise include cryptocurrency price discovery, stablecoin collateral risks, and interest rate parity in DeFi. His work often addresses asymmetric information challenges, such as in insurance markets and security design. He collaborates with institutions like Imperial College, Cambridge, and Lancaster University, producing influential papers on topics ranging from FX volatility to algorithmic trading.

Recent studies explore shrouded attributes in belief formation and tail risks in financial models. His research emphasizes practical applications in market design, policy, and risk mitigation strategies.