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	0	2	65
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices	0	0	1	6	1	1	3	22
Dynamics of Asset Demands with Confidence Heterogeneity	0	0	1	3	0	0	3	9
Expected Correlation and Future Market Returns	0	1	1	45	1	2	5	93
Financial Innovation and Asset Prices	0	0	1	35	0	0	4	36
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	6	77	1	1	15	302
Investor Sophistication and Portfolio Dynamics	0	2	2	23	1	3	4	52
Non-Standard Errors	0	1	4	27	2	11	79	145
Non-Standard Errors	0	0	1	42	1	10	52	433
Nonstandard errors	0	0	11	11	1	9	44	44
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	1	2	6	107
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis	0	0	0	25	0	3	4	212
Value and Values Discovery in Earnings Calls	5	5	25	31	12	15	59	76
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets	0	0	0	11	1	1	1	53
Total Working Papers	5	10	58	518	22	59	285	1,906

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	0	3	19
Carbon Tail Risk	2	6	27	239	7	21	86	561
Cross-section without factors: a string model for expected returns	0	0	0	0	1	1	3	3
Firm‐Level Climate Change Exposure	2	13	45	78	10	36	151	253
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks	0	0	5	14	0	1	14	30
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	1	1	2	37	2	4	17	140
Measuring Equity Risk with Option-implied Correlations	0	4	4	59	0	5	15	184
Non-myopic betas	0	0	0	17	0	2	4	189
Nonstandard Errors	0	5	31	31	4	19	110	110
Pricing Climate Change Exposure	1	4	20	24	5	11	46	53
The Price of Correlation Risk: Evidence from Equity Options	0	1	1	226	1	2	5	679
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis	0	0	2	22	1	3	8	231
Total Journal Articles	6	34	138	751	31	105	462	2,452

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Statistics updated 2025-04-04