CONTACT
Department of Economics
University House, University of Birmingham, Edgbaston
Birmingham, B15 2TT, United Kingdom
e.kazak@bham.ac.uk
ACADEMIC POSITIONS
2024 - Present: Associate Professor in Economics, Birmingham Business School, University of Birmingham, UK
2019 - 2024: Lecturer (Assistant Professor) in Economics, University of Manchester, UK
EDUCATION
2015 - 2019: PhD in Economics, University of Konstanz, Germany, Chair of Economics and Econometrics
Thesis Title: Three Essays on Robust Testing in Economics and Finance
Supervisor: Prof. Dr. Winfried Pohlmeier
04/2018: Research Visit, Lancaster University, UK
2013 - 2015: MSc in Economics, University of Konstanz, Germany
2009 - 2013: BSc in Economics, Lomonosov Moscow State University, Russia
PUBLICATIONS
Can we give the Maximum Sharpe Ratio Portfolio a Chance? (2024). With W. Pohlmeier,
In: Knoth, S., Okhrin, Y., Otto, P. (eds) Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science. Springer, Cham.
https://doi.org/10.1007/978-3-031-69111-9_16
Bagged Pretested Portfolio Selection (2023).
With W. Pohlmeier, Journal of Business and Economic Statistics 41 (4), 1116 - 1131. https://doi.org/10.1080/07350015.2022.2110880
Valid Inference for Treatment Effect Parameters under Irregular Identification and Extreme Propensity Scores (2021).
With P. Heiler, Journal of Econometrics 222 (2), 1083-1108. https://doi.org/10.1016/j.jeconom.2020.03.025
Testing Out-of-Sample Portfolio Performance (2019).
With W. Pohlmeier, International Journal of Forecasting, 35 (2), 540-554. https://doi.org/10.1016/j.ijforecast.2018.09.010
WORKING PAPERS
Linear Weight Estimator for the Global Minimum Variance Portfolio . With Y.Li, I.Nolte and S. Nolte, working paper
Bagged Forecast Combination for Tail Risk Measures. With R.Halbleib and W.Pohlemeier, working paper
Market-Driven Forecast Combination. With A. Tetereva, working paper
Conditional Method Confidence Set. With L. Bauer, working paper
OTHER
Non-standard errors (2024).
With A. Menkveld and 341 co-authors, The Journal of Finance. https://doi.org/10.1111/jofi.13337
Reliable estimates of interpretable cue effects with Active Learning in psycholinguistic research (2021)
with M. Einfeldt, Sevastjanova, R., Zahner-Ritter, K., & Braun, B. Interspeech 2021 (pp. 1743-1747). http://dx.doi.org/10.21437/Interspeech.2021-1524
The use of Active Learning systems for stimulus selection and response modelling in cue weighting research (2024)
with M. Einfeldt, Sevastjanova, R., Zahner-Ritter, K., & Braun, B., Computer Speech & Language, 83, 101537, https://doi.org/10.1016/j.csl.2023.101537
Tonal and non-tonal configurations of German rhetorical and information-seeking questions
with M. Einfeldt, Sevastjanova, R., Zahner-Ritter, K., James A., Dehé N., & Braun, B., working paper
TEACHING
University of Birmingham:
Course Leader: Applied Econometrics and Policy Analysis (Master), Advanced Quantitative Methods for Data Analytics (Master), Economics with Machine Learning (Bachelor)
University of Manchester:
Course Leader: Introduction to Econometrics (Master), Financial Econometrics (Master)
Tutor: Econometric Methods (Master)
University of Konstanz:
Course Leader: Financial Econometrics (Master)
Tutor: Financial Econometrics (Master), Econometrics I (Bachelor), Applied Data Science (Bachelor)
Zeppelin University:
Course Leader: Quantitative Methods I (Master), Econometrics I (Bachelor)
SCHOLARSHIPS AND AWARDS
2018: Mentoring with Experts and international Networking Scholarship
2015: Preis des Vereins der Ehemaligen der Universität Konstanz
2014/2015: DAAD Scholarship for studying at the University of Konstanz
WORKSHOPS AND CONFERENCES
2025: CREST seminar, Paris, France; SoFie Annual Conference, Paris, France; University of Amsterdam Seminar, the Netherlands
2024: Statistics and Machine Learning in Finance, Oxford, UK; International Conference on Time Series Econometrics, Kobe, Japan; Computational and Financial Econometrics, London, UK
2023: Financial Econometrics meets Machine Learning, Rotterdam, The Netherlands; University of Konstanz, Germany; University of Freiburg, Germany
2022: DAGSTAT, Hamburg, Germany; LSE seminar, London, UK; VieCo, Copenhagen, Denmark; Quantitative Finance and Financial Econometrics, Marseille, France; SoFie Annual Conference, Cambridge, UK; ISF, Oxford, UK
2021: Computational and Financial Econometrics, London, UK
2020: Computational and Financial Econometrics, virtual; Finance Research Seminar, Liechtenstein
2019: Computational and Financial Econometrics, London, UK; Konstanz-Lancaster Econometrics Workshop, Manchester, UK; DAGSTAT, München, Germany
2018: German Statistical Week, Linz, Austria; European Meeting of the Econometric Society, Cologne, Germany; Konstanz-Lancaster Econometrics Workshop, Konstanz, Germany; SoFie 11th Annual Conference, Lugano, Switzerland; Quantitative Finance and Financial Econometrics, Marseille, France; Machine Learning in Economics and Econometrics, München, Germany; Frontiers of Factor Investing, Lancaster, UK
2017: Computational and Financial Econometrics, London, UK; Computational Social Sciences, St Gallen, Switzerland; German Statistical Week, Rostock, Germany; Konstanz-Lancaster Econometrics Workshop, Lancaster, UK; VieCo Conference on Financial Econometrics, Vienna, Austria
2016: German Statistical Week, Augsburg, Germany; COMPSTAT Conference, Oviedo, Spain; Doctoral Workshop, Tübingen, Germany
REFEREE
Journal of Econometrics, Journal of Business and Economic Statistics, Management Science, International Journal of Forecasting, Oxford Bulletin of Economics and Statistics, Quantitative Finance, Applied Economics Letters, The Manchester School
PERSONAL INFORMATION
Languages: English (fluent), German (very good), Russian (native)