Faculty Profile
Sven Klingler
Assistant Professor - Department of Finance
Biography
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).
Publications
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 - Full text in research archive
Klingler, Sven & Lando, David (2018)
Safe Haven CDS Premiums
The Review of financial studies, 31(5), s. 1856- 1895. Doi: 10.1093/rfs/hhy021 - Full text in research archive
Year | Academic Department | Degree |
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2017 | Copenhagen Business School | PhD |
Year | Employer | Job Title |
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2017 - Present | BI Norwegian Business School | Assistant professor |