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Grigory Vilkov
Grigory Vilkov
Frankfurt School of Finance and Management
Verified email at vilkov.net - Homepage
Title
Cited by
Cited by
Year
Carbon tail risk
E Ilhan, Z Sautner, G Vilkov
The Review of Financial Studies 34 (3), 1540-1571, 2021
6932021
The price of correlation risk: Evidence from equity options
J Driessen, PJ Maenhout, G Vilkov
The Journal of Finance 64 (3), 1377-1406, 2009
5182009
Firm‐level climate change exposure
Z Sautner, L Van Lent, G Vilkov, R Zhang
The Journal of Finance 78 (3), 1449-1498, 2023
4442023
Improving portfolio selection using option-implied volatility and skewness
V DeMiguel, Y Plyakha, R Uppal, G Vilkov
Journal of Financial and Quantitative Analysis 48 (6), 1813-1845, 2013
3002013
Measuring equity risk with option-implied correlations
A Buss, G Vilkov
The Review of Financial Studies 25 (10), 3113-3140, 2012
235*2012
Why does an equal-weighted portfolio outperform value-and price-weighted portfolios?
Y Plyakha, R Uppal, G Vilkov
Available at SSRN 2724535, 2012
1832012
Option-implied correlations and the price of correlation risk
J Driessen, PJ Maenhout, G Vilkov
Netspar discussion paper, 2013
1782013
Risk-neutral skewness: Return predictability and its sources
Z Rehman, G Vilkov
Available at SSRN 1301648, 2012
158*2012
Pricing climate change exposure
Z Sautner, L Van Lent, G Vilkov, R Zhang
Management Science 69 (12), 7540-7561, 2023
1092023
Equal or value weighting: Implications for Asset Pricing Tests
Y Plyakha, R Uppal, G Vilkov
97*2014
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs
A Buss, R Uppal, G Vilkov
SAFE Working Paper, 2015
53*2015
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance, 2023
512023
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis
A Buss, B Dumas, R Uppal, G Vilkov
Journal of Monetary Economics 81, 25-43, 2016
51*2016
Option-implied information and predictability of extreme returns
G Vilkov, Y Xiao
SAFE Working Paper, 2013
412013
Generalized bounds on the conditional expected excess return on individual stocks
F Chabi-Yo, C Dim, G Vilkov
Management Science 69 (2), 922-939, 2023
302023
Asymmetric volatility risk: Evidence from option markets
JC Jackwerth, G Vilkov
Review of Finance 23 (4), 777-799, 2019
302019
Option-implied correlations, factor models, and market risk
A Buss, L Schönleber, G Vilkov
INSEAD Working Paper, 2016
232016
Variance risk premium demystified
G Vilkov
Available at SSRN 891360, 2008
21*2008
Expected Correlation and Future Market Returns
A Buss, L Schönleber, G Vilkov
Available at SSRN 3114063, 2018
202018
The dynamics of risk-neutral implied moments: Evidence from individual options
A Hansis, C Schlag, G Vilkov
Available at SSRN 1470674, 2010
192010
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