Olga Kolokolova

University of Manchester - Manchester Business School

Booth Street West

Manchester, M15 6PB

United Kingdom

http://www.mbs.ac.uk/research/academicdirectory/profiles/olga.kolokolova.aspx

SCHOLARLY PAPERS

11

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CITATIONS
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Top 40,150

in Total Papers Citations

4

Scholarly Papers (11)

1.

Improved Portfolio Choice Using Second Order Stochastic Dominance

Number of pages: 41 Posted: 15 Jun 2009 Last Revised: 25 Sep 2013
University of Wisconsin - Madison - School of Business, University of Konstanz - Department of Economics and University of Manchester - Manchester Business School
Downloads 253 (88,456)

Abstract:

Second-Order Stochastic Dominance, Portfolio Choice, Out-of-Sample Performance, Portfolio Optimization, Performance Measurement

2.

Recovering Delisting Returns of Hedge Funds

Number of pages: 27 Posted: 03 Nov 2008 Last Revised: 16 Mar 2009
University of Wisconsin - Madison - School of Business, University of Konstanz - Department of Economics and University of Manchester - Manchester Business School
Downloads 179 (124,915)
Citation 3

Abstract:

Return, Hedge Fund

3.

Recovering Managerial Risk Taking from Daily Hedge Fund Returns: Incentives at Work?

Number of pages: 59 Posted: 19 Jul 2013 Last Revised: 10 Oct 2014
Olga Kolokolova and Achim Mattes
University of Manchester - Manchester Business School and University of Konstanz - Department of Economics
Downloads 114 (154,507)

Abstract:

Hedge funds, daily returns, managerial incentives, risk taking

4.

Strategic Behavior within Families of Hedge Funds

Journal of Banking and Finance, Forthcoming
Number of pages: 63 Posted: 18 Nov 2010 Last Revised: 21 Nov 2010
Olga Kolokolova
University of Manchester - Manchester Business School
Downloads 110 (185,423)
Citation 1

Abstract:

Hedge fund families, Investment companies, Fund liquidation, Fund origination

5.

Systematic and Firm-specific Risks of CDS Spreads: Credit and Liquidity under Scrutiny

Number of pages: 38 Posted: 21 Feb 2014 Last Revised: 24 Jan 2017
Ming-Tsung Lin, Olga Kolokolova and Ser-Huang Poon
De Montfort University, University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Downloads 68 (205,677)

Abstract:

Credit Default Swap (CDS), CDS Systematic Risk, CDS Illiquidity Risk, Credit Risk

6.

How Risky are Low-Risk Hedge Funds?

Bankers, Markets, and Investors, Forthcoming
Number of pages: 32 Posted: 09 Nov 2014 Last Revised: 18 Nov 2015
Olga Kolokolova and Achim Mattes
University of Manchester - Manchester Business School and University of Konstanz - Department of Economics
Downloads 53 (252,933)

Abstract:

Hedge funds, Risk taking, Incentives

7.

Too Big to Ignore? Hedge Fund Flows and Bond Yields

Number of pages: 40 Posted: 09 Nov 2014 Last Revised: 20 Mar 2016
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Manchester Business School, De Montfort University and University of Manchester - Manchester Business School
Downloads 41 (297,193)

Abstract:

Hedge Funds, Flows, Price Impact, Bond Yields, Liquidity

8.

Anatomize DOOM-CDS Linkage

Number of pages: 41 Posted: 18 Mar 2015
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Manchester Business School, De Montfort University and University of Manchester - Manchester Business School
Downloads 22 (349,416)

Abstract:

CDS, Deep Out-of-the-Money Put, Credit Risk, Liquidity Risk, Trading Strategy

9.

Too Big to Care, Too Small to Matter: Macrofinancial Policy and Bank Liquidity Creation

Number of pages: 37 Posted: 17 Mar 2017
Michael Bowe, Olga Kolokolova and Marcin Michalski
University of Manchester, University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Downloads 0 (495,380)

Abstract:

Banks, Liquidity Creation, Bank Regulation, Capital Requirements, Capital Purchase Program (CPP), Troubled Asset Relief Program (TARP)

10.

Rating Based CDS Curves

Number of pages: 50 Posted: 14 Dec 2016 Last Revised: 22 Dec 2016
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Manchester Business School, De Montfort University and University of Manchester - Manchester Business School
Downloads 0 (378,318)

Abstract:

Credit Default Swap (CDS), Trading Strategy, CDS Term Structure, Credit Rating

11.

Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function

Number of pages: 40 Posted: 11 Apr 2016 Last Revised: 15 Mar 2017
Michael Bowe, Olga Kolokolova and Marcin Michalski
University of Manchester, University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Downloads 0 (346,152)

Abstract:

Financial Stability, Central Bank Policy, Lender of Last Resort, Banking Crisis, Bank Regulation, Interbank Market