Imperial College London

ProfessorRobertKosowski

Business School

Head of the Department of Finance and Professor of Finance
 
 
 
//

Contact

 

r.kosowski Website

 
 
//

Location

 

3.0253 Prince's GateSouth Kensington Campus

//

Summary

 

Overview

Research Grants:

IdR QUANTVALLEY/FdR "Quantitative Management Initiative (QMI)" Research Grant (2013)

INQUIRE Europe Research Grant (2013)

BNP Paribas Hedge Fund Centre at SMU Grant (2013) 

Netspar Research Grant (2013)

INQUIRE Europe Research Grant (2011)

British Academy Mid-Career Fellowship (2011-12)

INQUIRE UK Research Grant (2008)

BNP Paribas Hedge Fund Centre at SMU Grant (2008)

INQUIRE UK Research Grant (2007)

BNP Paribas Hedge Fund Centre at SMU Grant (2007)

Summary:

My research interests include asset pricing and financial econometrics with a focus on hedge funds, mutual funds, performance measurement, business cycles and derivative trading strategies.

Working Papers:

My working papers are available on my SSRN (Social Sciences Research Network) author page.

Online Appendices to Research Papers

Joenväärä, Kosowski and Tolonen, Revisiting 'Stylized Facts' About Hedge Funds - Insights from a Novel Aggregation of the Main Hedge Fund Databases' (January 20, 2012). Available at SSRN: http://ssrn.com/abstract=1989410 or http://dx.doi.org/10.2139/ssrn.1989410

Buraschi, Kosowski and Trojani, 'When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns' (March 09, 2012). Available at http://dx.doi.org/10.2139/ssrn.1639984