Profile
Georgi Kyosev is a PhD Candidate at Rotterdam School of Management, Department of Finance. He is working on the PhD project "Price Response To Factor Index Additions and Deletions" under the supervison of Dr. Joop Huij and Prof. Marno Verbeek. His main area of interest is factor premiums in financial markets.
Publications
Article (2)
Academic (2)
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Huij, J., Kyosev, G., Hanauer, M., & Lansdorp, SD. (2020). Does Earnings Growth Drive the Quality Premium? Journal of Banking and Finance, 114, Article 105785. https://doi.org/10.1016/j.jbankfin.2020.105785
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Gelderen, E., Huij, J., & Kyosev, G. (2019). Factor Investing from Concept to Implementation. The Journal of Portfolio Management, 45(3), 125-140. https://doi.org/10.3905/jpm.2019.45.3.125
Doctoral Thesis (1)
Internal (1)
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Kyosev, G. (2019). Essays on Factor Investing. [Doctoral Thesis, Erasmus University Rotterdam]. Erasmus Universiteit Rotterdam (EUR).
Courses
Past courses
Financial modeling
- Study year: 2018/2019, 2017/2018
- Code: BMME036
- ECTS: 6 Level: Master
Quant and Factor Investing
- Study year: 2018/2019, 2017/2018
- Code: BM09FI-A
- ECTS: 6 Level: Master
Research Skills
- Study year: 2018/2019
- Code: BMRMFI-A
- ECTS: 2 Level: Master
Featured in the media
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Quality Investing – Industry Versus Academic Definitions
In this study the researchers provide an overview of common quality definitions that are currently used in the industry and those used in academic studies, and they outline the differences between these definitions. …
Wednesday, 15 June 2016
