Professor Olga Kolokolova
Chair in FinanceProfile
I am a Professor, Chair in Finance at Lancaster University Management School, and Programme Director for MSc Financial Technologies and AI. Before joining Lancaster University, I held a position as Professor of Quantitative Finance at the University of Manchester, Alliance Manchester Business School, and was a visiting professor at the University of Konstanz and the University of Malta. My papers have been published in Management Science, Journal of Financial and Quantitative Analysis, Review of Finance, and Journal of Corporate Finance, among others. My research has been featured in professional outlets such as Institutional Investor and Bloomberg. I hold a PhD degree (Dr. Rer. Pol.) from the University of Konstanz in Quantitative Economics and Finance.
Research Interests
The overarching theme of my expertise is quantitative methods and empirical finance. My main research interests span performance, risk, and incentives of hedge funds, direct and indirect effects of regulations on financial markets, mergers and acquisitions, information flows in financial markets, market impact of institutional trading, CDS pricing, portfolio optimisation, factor investing, applications of stochastic dominance concepts to optimal portfolio choice, and detecting fraud in financial markets. I am organizing a series of Lancaster University Conferences on Financial Fraud, Misconduct, and Market Manipulation.
My Role
I have been teaching various courses at the undergraduate, MSc, MBA, Executive MBA, and PhD levels, including Risk Management and AI, Financial Engineering, Hedge Funds, Investment and Finance, Investment Research Methods, and Selected Topics in Econometrics, among others.
I have supervised five PhD students to completion (four of whom are currently working in the UK Universities and one in the financial sector in Germany) and two DBA (Doctor of Business Administration) students, who are mature financial professionals. I am currently supervising three PhD students on various investments-related topics. I acted as an academic mentor for Financial Condict Authority (FCA) Supercharged Sandbox project 2025-2026.
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Responsibility, Risk and Return: Sustainable Investing for a Resilient Future
01/10/2025 → 31/03/2030
Research
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
- Financial Econometrics and Financial Markets
- Investments and Asset Pricing