Robert Kosowski is Associate Professor in the Finance Group of Imperial College Business School, Imperial College London. He is a research fellow at the Centre for Economic Policy Research (CEPR) and an associate member of the Oxford-Man Institute of Quantitative Finance at Oxford University. Robert is on the editorial board of the Journal of Alternative Investments. Link to CV.
Robert Kosowski's research interests include asset management, risk management, hedge funds, mutual funds, performance measurement, business cycles, derivative trading strategies and economic forecasting.
Robert's research has been featured in The Financial Times and The Wall Street Journal and was awarded the European Finance Association 2007 Best Paper Award, an INQUIRE UK 2008 best paper award, an INQUIRE Europe 2009/10 and 2012/13 best paper award, an INQUIRE Europe/UK 2016 prize, and the British Academy's mid-career fellowship (2011-2012). Robert's research has been published in top peer-reviewed finance journals such as The Journal of Finance, The Journal of Financial Economics and the Review of Financial Studies.
Robert's book Principles of Financial Engineering (co-authored with Salih Neftci) was published in 2014.
Prior to joining Imperial College London Robert was an Assistant Professor of Finance at INSEAD where he taught in the MBA, Executive Education and PhD programs. Robert was a visiting scholar at the UCSD Economics Department (2000) and the International Monetary Fund (2008). At Imperial Robert teaches in MSc and executive education programmes. Robert won teaching prizes (in 2009 and 2014) and a dean's faculty excellence award (in 2014) at Imperial College Business School. Robert is programme director for the Imperial executive education programme Complete Course in Risk Management.
Robert holds a BA (First Class Honours) and MA in Economics from Trinity College, Cambridge University, and a MSc in Economics and PhD from the London School of Economics.
Robert has consulted for private and public sector organizations in the areas of asset and risk management and is Head of Quantitative Research (part-time) at Unigestion. He has worked for Goldman Sachs, the Boston Consulting Group and Deutsche Bank. His policy related advisory work includes: Specialist Adviser to UK House of Lords (2009-2010), Expert Technical Consultant (International Monetary Fund, 2008, 2016).
et al., Hedge fund performance: are stylized facts sensitive to which database one uses?, Critical Finance Review, ISSN:2164-5744
Joenvaara J, Kosowski R, Tolonen P, 2018, The effect of investment constraints on hedge fund investor returns, Journal of Financial and Quantitative Analysis, ISSN:0022-1090