Robert Kosowski is a Professor in the Finance Group of Imperial College Business School, Imperial College London. He is also 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 and a member of AIMA‘s research committee.
Professor Kosowski holds a BA and MA in Economics from Trinity College, Cambridge University, and a MSc in Economics and PhD from the London School of Economics. His 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 published in top peer-reviewed finance journals such as The Journal of Finance, The Journal of Financial Economics and the Review of Financial Studies. His book Principles of Financial Engineering (co-authored with Salih Neftci) was published in 2014.
Professor Kosowski has consulted for private and public sector organisations in the areas of asset and risk management including 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).
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