Valeri Sokolovski, PhD

Assistant Professor, Alberta School of Business - Department of Finance

Personal Website: https://www.valerisokolovski.com

Contact Courses Publications

Contact

Assistant Professor, Alberta School of Business - Department of Finance

Email: vsokolov@ualberta.ca
Phone: (780) 492-8041
Address: 4-21D Business Building
11203 Saskatchewan Drive NW

Edmonton AB

T6G 2R6

Courses

FIN 413 - Risk Management

This course examines the markets and valuation models for options and future contracts, and their application to hedging and the valuation of the other financial contracts. Prerequisite: FIN 301.

Winter Term 2024

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Featured Publications

How sovereign is sovereign credit risk? Global prices, local quantities

Patrick Augustin, Valeri Sokolovski, Marti Subrahmanyam, Davide Tomio

Journal of Monetary Economics. 2022 October; 10.1016/j.jmoneco.2022.07.005

Short-Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity

Egle Karmaziene, Valeri Sokolovski

Journal of Financial and Quantitative Analysis. 2022 May; 10.1017/S0022109021000181

In sickness and in debt: The COVID-19 impact on sovereign credit risk

Journal of Financial Economics. 2021 May; 10.1016/j.jfineco.2021.05.009

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