Olga Kolokolova

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Profile photo of: Olga Kolokolova Email: Show Email Address
Position: Lecturer in Finance
Academic unit: Accounting and Finance


Olga Kolokolova graduated from the Russian Plekhanov Academy of Economics with a masters degree in Mathematical Methods in Economics, and thereafter obtained her candidate of science degree (Russian Ph.D equivalent) for her research on credit risk management. She obtained her Ph.D degree in Quantitative Methods in Economics and Finance from the University of Konstanz (Germany) with her dissertation being primarily focused on the analysis of hedge funds. She was a visiting researcher at the Imperial College Business School (London) before joining Manchester Business School in October 2010.

Research Interests

Alternative Investments, Hedge funds, Credit risk management, CDS pricing, Systemic risk

Working papers

  • How Risky are Low-Risk Hedge Funds? with Achim Mattes, 2014.
  • Recovering Managerial Risk Taking from Daily Hedge Fund Returns: Incentives at Work? with Achim Mattes, 2014.
  • Systematic and Idiosyncratic Risks of Changes in CDS Spreads, with Ming-Tsung Lin and Ser-Huang Poon, 2014.
  • Too Big to Ignore? Hedge Fund Flow and Bond Yields, with Ming-Tsung Lin and Ser-Huang Poon, 2014.

Programme involvement

Specialist fields




Publication summary




Working papers

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Taught Courses

  • Bank Management, University of Konstanz, 2009-2010
  • Credit Risk Management
  • Financial Engineering
  • Hedge Fund Management
  • Hedge Fund Seminar, University of Konstanz, 2008
  • Investment Advisors Seminar, University of Konstanz, 2010
  • Investment and Finance, University of Konstanz
  • Matlab for Finance
  • Systemic Risk Seminar, University of Konstanz, 2014

Showing 10 publication(s)


  • Bowe, M., Kolokolova, O., & Michalski, M. (2016). Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function. In • BIS Irving Fisher Committee Workshop on "Combining micro and macro statistical data for the financial stability analysis", co-organised with the Central Bank of Poland in Warsaw, (December 2015) •F.E.B.S. annual conference, Malaga, Spain (June 2016). • Money, Macro and Finance Group, 48th annual conference, Bath, UK (Sept. 2016). • Southern Finance Association annual conference, San Destin, Florida, USA (November 2016), accepted.. Publication link: aab88fa8-049c-44b2-aec8-87c95088059b





  • Kolokolova, O., Sornette, D. (Ed.), Ivliev, S. (Ed.), & Woodard, H. (Ed.) (2012). Market Risk and Financial Markets Modeling. In host publication. (Vol. IV). Springer Verlag. . Publication link: 40ef7355-2935-435f-ad9f-deb2e16ae571