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 Asset Management

Rotterdam, 3011 AG

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 18,684

SSRN RANKINGS

Top 18,684

in Total Papers Downloads

2,664

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Does Earnings Growth Drive the Quality Premium?

Number of pages: 47 Posted: 13 Jun 2016 Last Revised: 16 Jan 2020
Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM), Robeco Asset Management - Quantitative Strategies, Erasmus University - Rotterdam School of Management and Robeco Quantitative Strategies
Downloads 1,092 (19,785)

Abstract:

Loading...

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, Joop Huij and Georgi Kyosev
Erasmus University Rotterdam (EUR) - Department of Financial Management, Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM)
Downloads 991 (22,849)

Abstract:

Loading...

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 581 (47,702)

Abstract:

Loading...

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