Erik Sverdrup

Stanford University

367 Panama St

Stanford, CA 94305

United States

SCHOLARLY PAPERS

2

DOWNLOADS

370

TOTAL CITATIONS

1

Scholarly Papers (2)

1.

Constrained Currency Stochastic Discount Factors

Number of pages: 83 Posted: 19 Oct 2021 Last Revised: 10 Mar 2025
Piotr Orłowski, Valeri Sokolovski and Erik Sverdrup
HEC Montréal, University of Alberta - School of Business and Stanford University
Downloads 331 (197,054)
Citation 1

Abstract:

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FX risk premium, leverage, machine learning, risk factors, SDF

2.

Financial Intermediary Risk and the Cross-section of Hedge-fund Returns

Number of pages: 27 Posted: 16 May 2025
Stockholm School of Economics, University of Amsterdam - Finance Group, University of Alberta - School of Business and Stanford University
Downloads 39 (963,863)

Abstract:

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Intermediary risk, systematic risk, hedge funds