معرفی
Valeri Sokolovski, PhD, is an Assistant Professor in the Department of Finance at the University of Alberta's Alberta School of Business. He previously held roles as Assistant and Associate Professor at HEC Montréal, and was a visiting scholar at Columbia Business School. His research focuses on empirical asset pricing and international finance, with particular attention to exchange rates, sovereign risk, hedge funds, and financial market frictions. Sokolovski's work has been published in top-tier journals such as the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and Journal of Monetary Economics, and has been featured in Fortune and Le Monde.
He holds a PhD in Finance from the Stockholm School of Economics, and undergraduate/master's degrees in economics from the University of Cape Town. His teaching includes FIN 413 - Risk Management, which explores derivatives valuation and hedging strategies. Recent research highlights include analyzing sovereign credit risk dynamics during the pandemic, short-selling ETF impacts on liquidity, and hedge fund intermediary risk.
Sokolovski's academic contributions span theoretical frameworks like constrained currency stochastic discount factors and applied studies on transition risk in factor portfolios. His work often bridges empirical analysis with policy implications, addressing topics ranging from climate-related financial risks to global capital market integration.
