At Harvard, Cohen has been published in several of the most prestigious and widely cited Journals in the fields of finance and economics. In addition, Cohen has published numerous Harvard case studies on topics ranging from the valuation of baseball star Alex Rodriguez to risk arbitrage. His 2003 research entitled "The value spread" (with Christopher Polk and Tuomo Vuolteenaho) was a nominee for the Smith-Breeden Prize for the best paper published in the Journal of Finance. His 2005 research entitled "Judging fund managers by the company they keep" (with Lubos Pastor and Joshua Coval), which was profiled in Time magazine (June 9, 2003), The New York Times (January 5, 2003), and Barron's Magazine (December 16–20, 2002), was also nominated for the Smith-Breeden Prize.
In addition to his research and teaching at Harvard, Cohen is involved in the finance industry and is a frequent speaker at investment conferences.
Cohen grew up in Philadelphia and attended Germantown Academy in Fort Washington, Pennsylvania. His father was a practicing attorney and his mother taught reading at Wordsworth Academy, a school for children with learning disabilities. During graduate school he appeared on the television show Jeopardy! on an episode that aired January 29, 1997.