Asset allocation with distorted beliefs and transaction costs. - Roman Kozhan; Wolfgang Schmid (Eur. J. Oper. Res., 2009)

Non-additive anonymous games. - Roman Kozhan (Int. J. Game Theory, 2011)

Execution Risk in High-Frequency Arbitrage. - Roman Kozhan; Wing Wah Tham (Manag. Sci., 2012)

Welfare-improving ambiguity in insurance markets with asymmetric information. - Kostas Koufopoulos; Roman Kozhan (J. Econ. Theory, 2014)

Fundamentals of the MakerDAO Governance Token. - Roman Kozhan; Ganesh Viswanath-Natraj (Tokenomics, 2021)

Interest Rate Rules in Decentralized Finance: Evidence from Compound. - Amit Chaudhary; Roman Kozhan; Ganesh Viswanath-Natraj (Tokenomics, 2022)