Georgi Kyosev

Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM)

PhD Candidate

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

Robeco Institutional Asset Management

Rotterdam, 3011 AG

Netherlands

  • Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM)

  • Robeco Institutional Asset Management

SCHOLARLY PAPERS

4

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4,822

TOTAL CITATIONS

4

Scholarly Papers (4)

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1.

Does Earnings Growth Drive the Quality Premium?

Number of pages: 47 Posted: 13 Jun 2016 Last Revised: 27 May 2024
Georgi Kyosev, Matthias X. Hanauer, Joop Huij and Simon Lansdorp
Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM), Technische Universität München (TUM), Erasmus University - Rotterdam School of Management and Robeco Sustainable Index Solutions
Downloads 2,004 (17,408)

Abstract:

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quality, factor premiums, earnings growth, return-on-equity, profit margins, leverage, earnings variability, operating accruals, investments, gross profitability

2.

Factor Investing from Concept to Implementation

The Journal of Portfolio Management, Quantitative Special Issue 2019
Number of pages: 18 Posted: 11 Jan 2019 Last Revised: 10 Oct 2019
Eduard van Gelderen CFA FRM, Joop Huij and Georgi Kyosev
PSP Investments, Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM)
Downloads 1,713 (22,245)
Citation 4

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factor investing, small cap, value, momentum, low-risk, profitability, investments, fund flows

3.

Price Response to Factor Index Additions and Deletions

Number of pages: 31 Posted: 03 Oct 2016 Last Revised: 11 Jan 2018
Joop Huij and Georgi Kyosev
Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM)
Downloads 1,019 (47,830)

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demand curves, factor premiums, low volatility, MSCI Minimum Volatility index, abnormal returns, abnormal volume, earnings change

4.

Analyzing Sustainable Investor Returns

Number of pages: 38 Posted: 13 Dec 2024
Jean-Paul van Brakel, Joop Huij and Georgi Kyosev
Erasmus University Rotterdam (EUR) - Finance, Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM)
Downloads 86 (625,417)

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sustainability, timing, flows, mutual funds, active management