Igor Kozhanov
Financial Economist
Office of Corporate Finance

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
Financial Economist
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission
2013–present
Assistant Professor of Finance
University at Buffalo (SUNY)
2008–2013
  • Igor Kozhanov and Joseph Ogden, 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.
  • Peimin Chen, Igor Kozhanov, Peter Liu and Chunchi Wu, Default Correlations, Liquidity, Commercial Mortgage Defaults and Subordination Levels.
  • 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