Professor Olga Kolokolova

Chair in Finance

Research Overview

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 concept to optimal portfolio choice and detecting fraud in financial markets.

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