Access Statistics for Grigory Vilkov

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs	0	0	0	46	0	0	0	137
Correlation Risk, Strings and Asset Prices	0	0	1	27	0	1	2	65
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices	0	0	1	6	0	0	2	21
Dynamics of Asset Demands with Confidence Heterogeneity	0	0	1	3	0	0	3	9
Expected Correlation and Future Market Returns	1	1	1	45	1	1	4	92
Financial Innovation and Asset Prices	0	1	1	35	0	2	4	36
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	7	77	0	0	16	301
Investor Sophistication and Portfolio Dynamics	0	2	2	23	0	2	4	51
Non-Standard Errors	0	1	4	27	4	16	81	143
Non-Standard Errors	0	0	1	42	6	12	56	432
Nonstandard errors	0	1	11	11	4	11	43	43
Sentimental Recovery	0	0	2	29	0	0	2	54
The Implications of Financial Innovation for Capital Markets and Household Welfare	0	1	2	28	0	1	2	66
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis	0	0	0	52	0	1	5	106
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis	0	0	0	25	2	4	5	212
Value and Values Discovery in Earnings Calls	0	0	20	26	3	4	50	64
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets	0	0	0	11	0	0	0	52
Total Working Papers	1	7	54	513	20	55	279	1,884

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymmetric Volatility Risk: Evidence from Option Markets	0	0	1	4	0	1	3	19
Carbon Tail Risk	0	9	30	237	5	26	89	554
Cross-section without factors: a string model for expected returns	0	0	0	0	0	0	2	2
Firm‐Level Climate Change Exposure	3	11	47	76	7	34	155	243
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks	0	1	6	14	0	4	16	30
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	2	36	2	2	17	138
Measuring Equity Risk with Option-implied Correlations	2	4	5	59	3	7	17	184
Non-myopic betas	0	0	0	17	2	3	5	189
Nonstandard Errors	2	7	31	31	8	24	106	106
Pricing Climate Change Exposure	0	5	21	23	2	10	43	48
The Price of Correlation Risk: Evidence from Equity Options	0	1	1	226	0	1	6	678
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis	0	0	2	22	1	2	8	230
Total Journal Articles	7	38	146	745	30	114	467	2,421

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Statistics updated 2025-03-03