According to our database1, Roman Kozhan authored at least 4 papers between 2009 and 2014.
Legend:Book In proceedings Article PhD thesis Other
Welfare-improving ambiguity in insurance markets with asymmetric information.
J. Economic Theory, 2014
Execution Risk in High-Frequency Arbitrage.
Management Science, 2012
Non-additive anonymous games.
Int. J. Game Theory, 2011
Asset allocation with distorted beliefs and transaction costs.
European Journal of Operational Research, 2009