Roman Kozhan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal insurance under adverse selection and ambiguity aversion
Economic Theory
2016-12-01Paper
Welfare-improving ambiguity in insurance markets with asymmetric information
Journal of Economic Theory
2014-08-27Paper
Non-additive anonymous games
International Journal of Game Theory
2011-06-28Paper
Spurious regressions of stationary \(AR(p)\) processes with structural breaks2010-12-21Paper
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Journal of Economic Dynamics and Control
2009-07-28Paper
Open-multicommutativity of the functor of upper-continuous capacities
(available as arXiv preprint)
2009-02-28Paper
Asset allocation with distorted beliefs and transaction costs
European Journal of Operational Research
2008-11-20Paper
Nash equilibria for games in capacities
Economic Theory
2008-05-26Paper
On continuity of correspondences of probability measures in the category of Tychonov spaces2005-02-23Paper


Research outcomes over time


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