Grigory Vilkov
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Grigory |
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Vilkov |
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Affiliations
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Frankfurt School of Finance and Management
Research profile
author of:
- The Price of Correlation Risk: Evidence from Equity Options (RePEc:bla:jfinan:v:64:y:2009:i:3:p:1377-1406)
by Joost Driessen & Pascal J. Maenhout & Grigory Vilkov - The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis (RePEc:cca:wpaper:449)
by Adrian Buss & Bernard Dumas & Raman Uppal & Grigory Vilkov - Sentimental Recovery (RePEc:chf:rpseri:rp1957)
by Altan Pazarbasi & Paul Schneider & Grigory Vilkov - Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices (RePEc:chf:rpseri:rp20119)
by Walter Distaso & Antonio Mele & Grigory Vilkov - Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets (RePEc:cpr:ceprdp:10437)
by Buss, Adrian & Uppal, Raman & Vilkov, Grigory - Expected Correlation and Future Market Returns (RePEc:cpr:ceprdp:12760)
by Buss, Adrian & Schönleber, Lorenzo & Vilkov, Grigory - The Implications of Financial Innovation for Capital Markets and Household Welfare (RePEc:cpr:ceprdp:13137)
by Buss, Adrian & Uppal, Raman & Vilkov, Grigory - Correlation Risk, Strings and Asset Prices (RePEc:cpr:ceprdp:13873)
by Distaso, Walter & Mele, Antonio & Vilkov, Grigory - Investor Sophistication and Portfolio Dynamics (RePEc:cpr:ceprdp:15116)
by Buss, Adrian & Uppal, Raman & Vilkov, Grigory - Dynamics of Asset Demands with Confidence Heterogeneity (RePEc:cpr:ceprdp:16441)
by Buss, Adrian & Uppal, Raman & Vilkov, Grigory - Improving Portfolio Selection Using Option-Implied Volatility and Skewness (RePEc:cpr:ceprdp:7686)
by DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory - Improving Portfolio Selection Using Option-Implied Volatility and Skewness (RePEc:cup:jfinqa:v:48:y:2013:i:06:p:1813-1845_00)
by DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory - Non-myopic betas (RePEc:eee:jfinec:v:129:y:2018:i:2:p:357-381)
by Malamud, Semyon & Vilkov, Grigory - The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis (RePEc:eee:moneco:v:81:y:2016:i:c:p:25-43)
by Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Asymmetric Volatility Risk: Evidence from Option Markets (RePEc:oup:revfin:v:23:y:2019:i:4:p:777-799.)
by Jens Jackwerth & Grigory Vilkov - Measuring Equity Risk with Option-implied Correlations (RePEc:oup:rfinst:v:25:y:2012:i:10:p:3113-3140)
by Adrian Buss & Grigory Vilkov - Carbon Tail Risk
[Measuring economic policy uncertainty] (RePEc:oup:rfinst:v:34:y:2021:i:3:p:1540-1571.)
by Emirhan Ilhan & Zacharias Sautner & Grigory Vilkov - The intended and unintended consequences of financial-market regulations: A general equilibrium analysis (RePEc:zbw:safewp:124)
by Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory - Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs (RePEc:zbw:safewp:41)
by Buss, Adrian & Uppal, Raman & Vilkov, Grigory