Igor Kozhanov

Senior Financial Economist, Office of Risk Assessment (DERA)

Education Summary

  • Ph.D. Finance, University of Minnesota, 2008
  • M.S. Mathematics, Carnegie Mellon University, 2002
  • M.S. Applied Mathematics, Novosibirsk State University, 1999
  • B.S. Mathematics, Novosibirsk State University, 1997

Fields of Interest

  • Asset Pricing
  • Fixed Income Securities
  • Real Estate
  • Fintech

  • Senior Financial Economist
    Division of Economic and Risk Analysis
    U.S. Securities and Exchange Commission
    2020-present
  • Financial Economist
    Division of Economic and Risk Analysis
    U.S. Securities and Exchange Commission
    2013-2020
  • Assistant Professor of Finance
    University at Buffalo (SUNY)
    2008–2013

  • Igor Kozhanov, Peimin Chen, Peng Liu, and Chunchi Wu, 2019, Commercial Mortgage‐Backed Security Pricing with Real Estate Liquidity Risk, Real Estate Economics, forthcoming.
  • Igor Kozhanov and Joseph Ogden, 2013, Corporate Retail Notes: A Good Alternative for Individual Investors?, 2013,  Journal of Fixed Income 23, 82-97.

  • Igor Kozhanov and Joseph Ogden, The Pricing and Performance of New Corporate Bonds: Sorting Out Underpricing and Liquidity Effects.
  • Igor Kozhanov, The Challenge of the Composition Effect.
  • Igor Kozhanov, The Equity Capital Puzzle: A Consumption-Based Model.

Conference Activities

  • Paper presentation, 2013 Midwest Finance Association Conference
  • Paper presentation, 2013 American Real Estate and Urban Economics Association Conference
  • Paper presentation, 2012 FMA Conference
  • Paper presentation, 2011 International Conference on Credit Analysis and Risk Management
  • Paper presentation, 2011 Edwards Symposium on Financial Markets & Institutions
  • Paper presentation, 2011 Northern Finance Association
  • Paper presentation, 2008 FMA Conference

University Presentations

  • U.S. Securities and Exchange Commission, 2013
  • Office of the Comptroller of the Currency, 2013
  • Federal Reserve Bank of Richmond, 2013
  • University of Texas at Dallas, 2011
  • Wilfrid Laurier University, 2011
  • University at Buffalo (SUNY), 2008
  • University of Minnesota, 2007

Last Reviewed or Updated: June 28, 2024