Valeri Sokolovski, HEC Montréal

Research

Hedge funds Hedge fund replication Empirical distributions Nonparametric methods Options Performance evaluation Portfolio management Risk management

Latest funding

Options-based hedge fund strategy replication
SSHRC · 2020 · Principal investigator
$67,000

All 1 grants and awards

Options-based hedge fund strategy replication

Principal investigatorSSHRC2020Insight Development Grant

Principal investigators: Sokolovski, Valeri

Keywords: Hedge funds; Hedge fund replication; Empirical distributions; Nonparametric methods; Options; Performance evaluation; Portfolio management; Risk management

$67,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Mention their SSHRC grant from 2020

Subject: Prospective PhD student: Hedge funds Dear Professor Sokolovski, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on hedge funds connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "Options-based hedge fund strategy replication" (2020), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]