معرفی
Professor Roman Kozhan is a Professor of Finance at Warwick Business School (WBS), University of Warwick. He holds dual PhDs in Finance (European University Viadrina, Germany) and Mathematics (Lviv National University, Ukraine). His research focuses on Asset Pricing and Market Microstructure, with contributions to financial econometrics and cryptocurrency economics. He has collaborated with institutions like Old Mutual Asset Managers and National Australia Bank, and his work has been published in top journals such as the Journal of Finance and Journal of Financial Economics.
Education:
- PhD in Finance, European University Viadrina, Germany
- PhD in Mathematics, Lviv National University of Ivan Franko, Ukraine
Research interests span quantitative finance, including currency volatility, corporate bond markets, and decentralized finance (DeFi). Recent work explores interest rate rules in DeFi platforms like Compound and governance dynamics in MakerDAO. His methodologies often integrate econometric models with high-frequency data analysis.
Grants & Consulting: Engaged in industry projects with Sybenetix, Oncilla FX Trading, and National Australia Bank. Active in teaching advanced finance modules such as Asset Pricing and Programming for Quantitative Finance at both undergraduate and postgraduate levels.
His book Financial Econometrics - with EViews (2009) provides practical tools for financial data analysis. Current research trends include bridging traditional finance theories with blockchain-based financial systems.
