Grigory Vilkov

Finance · 2009–2020

A researcher in the Science corpus: 6 papers; trusts 50 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom Grigory Vilkov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter P. Carr
  2. Gurdip Bakshi
  3. Robert F. Engle
  4. Mitchell A. Petersen
  5. Eugene F. Fama
  6. Narasimhan Jegadeesh
  7. Liuren Wu
  8. Amit Goyal
  9. Kenneth R. French
  10. Andrew J. Patton

Who trusts Grigory Vilkov overall

  1. Victor DeMiguel
  2. Peter F. Christoffersen
  3. Yuliya Plyakha
  4. Jie Cao
  5. Zhanhui Chen

Papers from Grigory Vilkov's perspective

Ordered by how strongly the researchers Grigory Vilkov trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Cross-Section of Volatility and Expected Returns
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. The Cross‐Section of Expected Stock Returns
  4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  5. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  6. Common risk factors in the returns on stocks and bonds
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Option-Implied Risk Aversion Estimates
  9. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers