Erik Sverdrup

Stanford University

Stanford, CA 94305

United States

SCHOLARLY PAPERS

2

DOWNLOADS

819

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Hedge Funds and Prime Broker Risk

Swedish House of Finance Research Paper No. 19-8
Number of pages: 51 Posted: 19 Jun 2019 Last Revised: 04 Jun 2024
Stockholm School of Economics, University of Amsterdam - Finance Group, University of Alberta - School of Business and Stanford University
Downloads 559 (93,481)
Citation 4

Abstract:

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Hedge funds, financial intermediary risk, prime brokers, systematic risk, idiosyncratic risk.

2.

Benchmark Currency Stochastic Discount Factors

Number of pages: 72 Posted: 19 Oct 2021 Last Revised: 05 Nov 2021
Piotr Orłowski, Valeri Sokolovski and Erik Sverdrup
HEC Montréal, University of Alberta - School of Business and Stanford University
Downloads 260 (220,234)
Citation 2

Abstract:

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FX risk premium, FX hedge funds, leverage, machine learning, SDF.