Ansattprofil
Sven Klingler
Førsteamanuensis - Institutt for finans
Biografi
Link to my personal website
My research interests are in the area of asset pricing with financial frictions. I study how funding frictions affect hedge fund returns, long-term interest rate swap rates, and CDS premiums of safe sovereigns. In a recent paper, we analyze how more trading activity affects the performance of Collateralized Loan Obligations (CLOs).
My research interests are in the area of asset pricing with financial frictions. I study how funding frictions affect hedge fund returns, long-term interest rate swap rates, and CDS premiums of safe sovereigns. In a recent paper, we analyze how more trading activity affects the performance of Collateralized Loan Obligations (CLOs).
Publikasjoner
Klingler, Sven (2022)
High Funding Risk and Low Hedge Fund Returns
Critical Finance Review
Fabozzi, Frank J.; Klingler, Sven, Mølgaard, Pia & Nielsen, Mads Stenbo (2020)
Active Loan Trading
Journal of Financial Intermediation Doi: 10.1016/j.jfi.2020.100868
Klingler, Sven & Sundaresan, Suresh M. (2018)
An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans
Journal of Finance, 74(2), s. 675- 710. Doi: 10.1111/jofi.12750 - Fulltekst i vitenarkiv
Klingler, Sven & Lando, David (2018)
Safe Haven CDS Premiums
The Review of financial studies, 31(5), s. 1856- 1895. Doi: 10.1093/rfs/hhy021 - Fulltekst i vitenarkiv
År | Akademisk institusjon | Grad |
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2017 | Copenhagen Business School | PhD |
År | Arbeidsgiver | Tittel |
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2017 - Present | BI Norwegian Business School | Assistant professor |