SSRN logo
Public User
Advanced Search

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

  • University of Manchester - Manchester Business School

    • Email
    • Tel: +44-161-306-2081
View CV
SCHOLARLY PAPERS

12

DOWNLOADS
Rank 31,790

SSRN RANKINGS

Top 31,790

in Total Papers Downloads

1,136

CITATIONS
Rank 40,227

SSRN RANKINGS

Top 40,227

in Total Papers Citations

4

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

Improved Portfolio Choice Using Second Order Stochastic Dominance

Number of pages: 41 Posted: 15 Jun 2009 Last Revised: 25 Sep 2013
James E. Hodder, Jens Carsten Jackwerth and Olga Kolokolova
University of Wisconsin - Madison - School of Business, University of Konstanz - Department of Economics and University of Manchester - Manchester Business School
Downloads 253 (92,161)

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
James E. Hodder, Jens Carsten Jackwerth and Olga Kolokolova
University of Wisconsin - Madison - School of Business, University of Konstanz - Department of Economics and University of Manchester - Manchester Business School
Downloads 179 (127,945)
Citation 3

Abstract:

Return, Hedge Fund

3.

A Time to Scatter Stones, and a Time to Gather Them: The Annual Cycle in Hedge Fund Risk Taking

Number of pages: 70 Posted: 19 Jul 2013 Last Revised: 12 Sep 2017
Olga Kolokolova and Achim Mattes
University of Manchester - Manchester Business School and University of Konstanz - Department of Economics
Downloads 114 (152,465)

Abstract:

Hedge funds, risk taking, incentives, seasonality

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 (191,834)
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: 36 Posted: 21 Feb 2014 Last Revised: 08 Aug 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 (201,682)

Abstract:

CDS spread, credit risk, liquidity risk, systematic factors

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 (258,954)

Abstract:

Hedge funds, Risk taking, Incentives

7.

Too Big to Ignore? Hedge Fund Flows and Bond Yields

Number of pages: 50 Posted: 09 Nov 2014 Last Revised: 17 May 2017
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 (303,223)

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 (345,947)

Abstract:

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

9.

A Note on the Dynamics of Hedge-Fund-Alpha Determinants

In D. Sornette et al. (Eds.), Market Risk and Financial Markets Modeling, DOI 10.1007/978-3-642-27931-7_10, © Springer-Verlag Berlin Heidelberg, pp. 73-97.,
Number of pages: 25 Posted: 18 May 2017
Olga Kolokolova
University of Manchester - Manchester Business School
Downloads 0 (519,772)

Abstract:

10.

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 (428,215)

Abstract:

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

11.

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 (352,349)

Abstract:

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

12.

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

Posted: 11 Apr 2016 Last Revised: 16 May 2017
Michael Bowe, Olga Kolokolova and Marcin Michalski
University of Manchester, University of Manchester - Manchester Business School and University of Manchester - Manchester Business School

Abstract:

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

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.529 seconds

Relx Group logo