Valeri Sokolovski

Assistant Professor, Department of Finance

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email : valeri.sokolovski@hec.ca
Phone : 514 340-5661
Secretary: 514 340-6823
Fax : n/a
Office : 4.222

Other title(s)

Forthcoming

Education

PhD (Finance), Stockholm School of Economics
Master (Economics), University of Cape Town

Current research

Forthcoming

This publication selection covers the last five years.

Journal articles (3)

AUGUSTIN, Patrick, SOKOLOVSKI, Valeri, SUBRAHMANYAM, Marti G., TOMIO, Davide; « How sovereign is sovereign credit risk? Global prices, local quantities », Journal of Monetary Economics, vol. 131, 2022, p. 92-111.

KARMAZIENE, Egle, SOKOLOVSKI, Valeri; « Short-Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity », Journal of Financial and Quantitative Analysis, vol. 57, no 3, 2022, p. 923-956.

AUGUSTIN, Patrick, SOKOLOVSKI, Valeri, SUBRAHMANYAM, Marti G., TOMIO, Davide; « In sickness and in debt: The COVID-19 impact on sovereign credit risk », Journal of Financial Economics, vol. 143, no 3, 2022, p. 1251-1274.

This selection of supervision activities covers the last five years.

Master's thesis direction – MSc in Management (3)

The Effect of the 2008 Financial Crisis on Hedge Fund Performance and Survival, by Dario Omanovic
September 2021

In codirection with : ORLOWSKI, Piotr
Explaining the Returns to the Carry Trade: Currency Crash Risk and Equity Tail Risk, by Maya Bandia
September 2021

The Carry Trade and Currency Momentum Strategies: At the daily frequency with the monthly and daily decision intervals, by Véronique Dagenais
September 2020

Supervised project supervision – MSc in Management (9)

An analysis of the fundamental drivers in the oil & gas sector , by Dimitri Arcé
January 2023

Valorisation d'un portefeuille d'actions privilégiées et analyse des facteurs de risque , by Félix Normand
November 2022

L'analyse de la performance des fonds spéculatifs lors de la période du COVID-19 , by Jonathan Bolduc
November 2022

Évaluation d'une stratégie de produits dérivés pour la gestion de la liquidité dans l'univers des placements alternatifs , by Kristophe Farand
November 2022

Equity replacements : existe-t-il des meilleures alternatives au S&P 500 ? , by Julien Galisson
March 2022

La performance des hedge funds , by Roger Dib
March 2022

Le Carry Trade et le Risque de Défaut Souverain , by Jean-Baptiste Emmanuel Assahi
November 2021

Modèles d'équilibre d'inflation anticipée de long terme et stratégie d'investissement , by Amine Moumtaz
November 2021

Réplication des fonds de couverture , by Mohamed Salim Louhichi
November 2019