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 21,418

SSRN RANKINGS

Top 21,418

in Total Papers Downloads

2,164

CITATIONS

0

Scholarly Papers (3)

1.

Does Earnings Growth Drive the Quality Premium?

Number of pages: 38 Posted: 13 Jun 2016 Last Revised: 13 Jun 2018
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 993 (21,284)

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

Number of pages: 29 Posted: 11 Jan 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 639 (39,808)

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 532 (49,948)

Abstract:

Loading...

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