Edward Golosov

Imperial College London, Business School

PhD Candidate

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

242

CITATIONS

0

Scholarly Papers (4)

1.

Modelling Style Rotation: Switching and Re-Switching

Number of pages: 36 Posted: 31 Aug 2013
Edward Golosov and Stephen E. Satchell
Imperial College London, Business School and University of Cambridge - Faculty of Economics and Politics
Downloads 89 (284,127)

Abstract:

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market dynamics, asset styles, style rotation, momentum

2.

Impact of Trends on Volatility in Equity Markets

Number of pages: 18 Posted: 11 Oct 2010 Last Revised: 13 Oct 2010
Edward Golosov
Imperial College London, Business School
Downloads 71 (324,875)

Abstract:

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trend, volatlity, GARCH, EGARCH, GJR-GARCH

3.

The Term Structure of Risk Premia with Heterogeneous Recursive Preferences and Beliefs

Number of pages: 92 Posted: 17 Dec 2017
Edward Golosov
Imperial College London, Business School
Downloads 58 (360,585)

Abstract:

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term structure of risk premia, heterogeneity in preferences and beliefs, Epstein-Zin preferences, wealth-consumption ratio, dividend strips

4.

Macroeconomic Risk Revisited: Term Structure of Risk Premia and Long Run Risk in a Two-State Economy with Epstein-Zin Preferences

Number of pages: 63 Posted: 12 Dec 2017
Edward Golosov
Imperial College London, Business School
Downloads 24 (496,069)

Abstract:

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long run risk, risk premium term structure, dividend strips, Epstein-Zin preferences, Markov chains