User profiles for Georgi Kyosev

Georgi Kyosev

Robeco, Rotterdam School of Management
Verified email at robeco.nl
Cited by 33

[BOOK][B] Factor investing from concept to implementation

E Van Gelderen, J Huij, G Kyosev - 2019 - pure.eur.nl
Mutual funds following factor investing strategies based on equity asset pricing anomalies,
such as the small cap, value, and momentum effects, earn significantly higher alphas than …

Does earnings growth drive the quality premium?

G Kyosev, MX Hanauer, J Huij, S Lansdorp - Journal of Banking & Finance, 2020 - Elsevier
High (low) quality stocks generate anomalously high (low) returns above and beyond
expected returns based on betas, market sizes, valuations, and momentum. We provide a …

Price Response to Factor Index Additions and Deletions

J Huij, G Kyosev - Available at SSRN 2846982, 2016 - papers.ssrn.com
Abnormal price reaction around S&P 500 index changes has been considered as strong
evidence that long term demand for stocks is downward sloping. This notion, however, has …

[PDF][PDF] Quality investing–Industry versus academic definitions

G Kyosev, MX Hanauer, J Huij, S Lansdorp - 2016 - robeco.com
In this study we provide an overview of common quality definitions that are currently used in
the industry and those used in academic studies, and we outline the differences between …

Does Earnings Growth Drive the Quality Premium?

J Huij, G Kyosev, M Hanauer… - Journal of Banking & …, 2020 - repub.eur.nl
High (low) quality stocks generate anomalously high (low) returns above and beyond
expected returns based on betas, market sizes, valuations, and momentum. We provide a …

[BOOK][B] Essays on Factor Investing

G Kyosev - 2019 - repub.eur.nl
Factor Investing is becoming increasingly important for both practitioners and academics.
This dissertation focuses on the implications of factor investing for the efficiency of financial …

Factor Investing from Concept to Implementation

…, J Huij, G Kyosev - The Journal of Portfolio …, 2019 - papers.ssrn.com
Mutual funds following factor investing strategies based on equity asset pricing anomalies,
such as the small cap, value, and momentum effects, earn significantly higher alphas than …

TRANSANAL ENDOSCOPIC MICROSURGERY IN THE MANAGEMENT OF RECTAL CARCINOID.

V Kyosev, G Kotashev, V Mutafchiyski… - Scripta Scientifica …, 2017 - journals.mu-varna.bg
AIMS: Carcinoid tumors, a type of neuro-endocrine tumors (NETs), comprise a heterogeneous
group of neoplasms arising from cells of the neuro-endocrine system. Rectal carcinoid …

THE ROLE OF TRANSANAL ENDOSCOPIC MICROSURGERY IN THE TREATMENT OF T1N0 RECTAL CANCER CASE SERIES AND REVIEW OF THE …

V Mutafchiyski, G Popivanov, E Naseva, K Vasil… - International Journal of …, 2016 - ejos.org
Background: Currently, there has been an increasing trend toward transanal endoscopic
microsurgery as a definitive treatment of T1 rectal cancer. Despite the promising results from …

ESG to SDG: Do Sustainable Investing Ratings Align with the Sustainability Preferences of Investors, Regulators, and Scientists?

JA Van Zanten, J Huij - Regulators, and Scientists, 2022 - papers.ssrn.com
Sustainable investors aim to invest in companies that contribute to sustainable development.
However, there is disagreement on how best to measure corporate sustainability …