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