Skip to contents Vilkov, Grigory [Author] ; Xiao, Yan [Other] Option-Implied Information and Predictability of Extreme Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2147437 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Vilkov, Grigory [Author] Variance Risk Premium Demystified Books View online Schließen > Access https://ssrn.com/abstract=891360 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Jackwerth, Jens Carsten [Author] ; Vilkov, Grigory [Other] Asymmetric Volatility Risk : Evidence from Option Markets Books View online Schließen > Access https://ssrn.com/abstract=2325380 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Malamud, Semyon [Author] ; Vilkov, Grigory [Other] Non-Myopic Betas Books View online Schließen > Access https://ssrn.com/abstract=2694573 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Buss, Adrian [Author] ; Vilkov, Grigory [Other] Measuring Equity Risk with Option-Implied Correlations Books View online Schließen > Access https://ssrn.com/abstract=1301437 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: EFA 2009 Bergen Meetings Paper Rehman, Zahid [Author] ; Vilkov, Grigory [Other] Risk-Neutral Skewness : Return Predictability and Its Sources Books View online Schließen > Access https://ssrn.com/abstract=1301648 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Plyakha, Yuliya [Author] ; Vilkov, Grigory [Other] Portfolio Policies with Stock Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1101305 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Ilhan, Emirhan [Author] ; Sautner, Zacharias [Other]; Vilkov, Grigory [Other] Carbon Tail Risk Books View online Schließen > Access https://ssrn.com/abstract=3204420 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Chabi-Yo, Fousseni [Author] ; Dim, Chukwuma [Other]; Vilkov, Grigory [Other] Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3565130 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Buss, Adrian [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Investor Sophistication and Portfolio Dynamics Books View online Schließen > Access https://ssrn.com/abstract=3663843 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Buss, Adrian [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2366296 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: INSEAD Working Paper ; No. 2014/01/FIN Buss, Adrian [Author] ; Schoenleber, Lorenzo [Other]; Vilkov, Grigory [Other] Expected Correlation and Future Market Returns Books View online Schließen > Access https://ssrn.com/abstract=3114063 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Buss, Adrian [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] The Implications of Financial Innovation for Capital Markets and Household Welfare Books View online Schließen > Access https://ssrn.com/abstract=3015208 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: INSEAD Working Paper ; No. 2017/52/FIN Plyakha, Yuliya [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Equal or Value Weighting? Implications for Asset-Pricing Tests Books View online Schließen > Access https://ssrn.com/abstract=1787045 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Buss, Adrian [Author] ; Schoenleber, Lorenzo [Other]; Vilkov, Grigory [Other] Option-Implied Correlations, Factor Models, and Market Risk Books View online Schließen > Access https://ssrn.com/abstract=2906484 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: INSEAD Working Paper ; No. 2017/20/FIN Buss, Adrian [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Where Experience Matters : Asset Allocation and Asset Pricing with Opaque and Illiquid Assets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2538381 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Plyakha, Yuliya [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios? Books View online Schließen > Access https://ssrn.com/abstract=2724535 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Hansis, Alexandra [Author] ; Schlag, Christian [Other]; Vilkov, Grigory [Other] The Dynamics of Risk-Neutral Implied Moments : Evidence from Individual Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1470674 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Buss, Adrian [Author] ; Schlag, Christian [Other]; Vilkov, Grigory [Other] CAPM with Option-Implied Betas : Another Rescue Attempt Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1342988 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Horn, David [Author] ; Schneider, Eva [Other]; Vilkov, Grigory [Other] Hedging Options in the Presence of Microstructural Noise Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1031342 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Vilkov, Grigory [Author] ; Xiao, Yan [Other] Option-Implied Information and Predictability of Extreme Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2147437 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Vilkov, Grigory [Author] Variance Risk Premium Demystified Books View online Schließen > Access https://ssrn.com/abstract=891360 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Jackwerth, Jens Carsten [Author] ; Vilkov, Grigory [Other] Asymmetric Volatility Risk : Evidence from Option Markets Books View online Schließen > Access https://ssrn.com/abstract=2325380 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Malamud, Semyon [Author] ; Vilkov, Grigory [Other] Non-Myopic Betas Books View online Schließen > Access https://ssrn.com/abstract=2694573 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Buss, Adrian [Author] ; Vilkov, Grigory [Other] Measuring Equity Risk with Option-Implied Correlations Books View online Schließen > Access https://ssrn.com/abstract=1301437 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: EFA 2009 Bergen Meetings Paper
Rehman, Zahid [Author] ; Vilkov, Grigory [Other] Risk-Neutral Skewness : Return Predictability and Its Sources Books View online Schließen > Access https://ssrn.com/abstract=1301648 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Plyakha, Yuliya [Author] ; Vilkov, Grigory [Other] Portfolio Policies with Stock Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1101305 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Ilhan, Emirhan [Author] ; Sautner, Zacharias [Other]; Vilkov, Grigory [Other] Carbon Tail Risk Books View online Schließen > Access https://ssrn.com/abstract=3204420 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Chabi-Yo, Fousseni [Author] ; Dim, Chukwuma [Other]; Vilkov, Grigory [Other] Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3565130 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Buss, Adrian [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Investor Sophistication and Portfolio Dynamics Books View online Schließen > Access https://ssrn.com/abstract=3663843 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Buss, Adrian [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2366296 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: INSEAD Working Paper ; No. 2014/01/FIN
Buss, Adrian [Author] ; Schoenleber, Lorenzo [Other]; Vilkov, Grigory [Other] Expected Correlation and Future Market Returns Books View online Schließen > Access https://ssrn.com/abstract=3114063 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Buss, Adrian [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] The Implications of Financial Innovation for Capital Markets and Household Welfare Books View online Schließen > Access https://ssrn.com/abstract=3015208 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: INSEAD Working Paper ; No. 2017/52/FIN
Plyakha, Yuliya [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Equal or Value Weighting? Implications for Asset-Pricing Tests Books View online Schließen > Access https://ssrn.com/abstract=1787045 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Buss, Adrian [Author] ; Schoenleber, Lorenzo [Other]; Vilkov, Grigory [Other] Option-Implied Correlations, Factor Models, and Market Risk Books View online Schließen > Access https://ssrn.com/abstract=2906484 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: INSEAD Working Paper ; No. 2017/20/FIN
Buss, Adrian [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Where Experience Matters : Asset Allocation and Asset Pricing with Opaque and Illiquid Assets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2538381 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Plyakha, Yuliya [Author] ; Uppal, Raman [Other]; Vilkov, Grigory [Other] Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios? Books View online Schließen > Access https://ssrn.com/abstract=2724535 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Hansis, Alexandra [Author] ; Schlag, Christian [Other]; Vilkov, Grigory [Other] The Dynamics of Risk-Neutral Implied Moments : Evidence from Individual Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1470674 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Buss, Adrian [Author] ; Schlag, Christian [Other]; Vilkov, Grigory [Other] CAPM with Option-Implied Betas : Another Rescue Attempt Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1342988 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Horn, David [Author] ; Schneider, Eva [Other]; Vilkov, Grigory [Other] Hedging Options in the Presence of Microstructural Noise Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1031342 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
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