Faculty profile
Valeri Sokolovski
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Read how they describe their research on their University of Alberta profile.
Latest papers
Dirty Business: Transition Risk of Factor Portfolios
National Bureau of Economic Research · 2025 · senior author
Dirty Business: Transition Risk of Factor Portfolios
SSRN Electronic Journal · 2025 · senior author
Financial Intermediary Risk and the Cross-section of Hedge-fund Returns
SSRN Electronic Journal · 2025
Latest funding
- $43,535
Stranded Value: Pricing Transition Risks using Fossil Fuel Firm Valuations
SSHRC · 2025 · Principal investigator
- $77,076
Liquidity Dynamics Surrounding ETF Births and Deaths
SSHRC · 2025 · Co-investigator
17 publications.
Dirty Business: Transition Risk of Factor Portfolios
Ravi Jagannathan, Iwan Meier, Valeri Sokolovski
Dirty Business: Transition Risk of Factor Portfolios
Ravi Jagannathan, Iwan Meier, Valeri Sokolovski
Financial Intermediary Risk and the Cross-section of Hedge-fund Returns
Magnus Dahlquist, Simon Rottke, Valeri Sokolovski, Erik Sverdrup
Dirty Business: Transition Risk of Factor Portfolios
Ravi Jagannathan, Iwan Meier, Valeri Sokolovski
Social Premiums
Hoa Briscoe-Tran, Iwan Meier, Reem Elabd, Valeri Sokolovski
Looking Under the Hood of Commodity Currency Predictability
Alexandre Jeanneret, Valeri Sokolovski
In sickness and in debt: The COVID-19 impact on sovereign credit risk.
Augustin P, Sokolovski V, Subrahmanyam MG, Tomio D
How sovereign is sovereign credit risk? Global prices, local quantities
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam, Davide Tomio
Short-Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity
Egle Karmaziene, Valeri Sokolovski
Benchmark Currency Stochastic Discount Factors
Piotr Orłowski, Valeri Sokolovski, Erik Sverdrup
Stranded Value: Pricing Transition Risks using Fossil Fuel Firm Valuations
Principal investigators: Sokolovski, Valeri
Liquidity Dynamics Surrounding ETF Births and Deaths
Principal investigators: Huson, Mark R.
From public funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998 with their latest competition results, the Canada Foundation for Innovation, Genome Canada, the Canadian Space Agency, Canada Research Chairs, the Fonds de recherche du Québec, Ontario research funding, Michael Smith Health Research BC, the Canadian Cancer Society, Heart & Stroke and Brain Canada.
Frequent collaborators
- Patrick Augustin and Valeri Sokolovski: 5 shared papers
- Iwan Meier and Valeri Sokolovski: 4 shared papers
- Patrick Augustin and Piotr Orlowski: 2 shared papers
- Piotr Orlowski and Valeri Sokolovski: 1 shared paper
- Département de finance
- Department of Finance
- Centre for Finance; Academic
Co-authors at University of Alberta, colored by department. Thicker lines mean more shared papers; select anyone to open their profile and their own map.
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Profile data last refreshed on September 29, 2026 from the university directory, publication records and public research funding records.