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Valeri Sokolovski

Assistant Professor,  Department of Finance


Valeri Sokolovski

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.


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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.

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Supervised project supervision – MSc in Management (5)

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

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

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

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

Fall 2022

Winter 2022

FINA 60215A

Fall 2021

Winter 2021

FINA 20210A

Fall 2020

FINA 20210A

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