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	2	137
Correlation Risk, Strings and Asset Prices	0	0	0	26	0	0	1	63
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices	0	0	1	6	1	1	3	21
Dynamics of Asset Demands with Confidence Heterogeneity	0	0	1	3	2	2	3	9
Expected Correlation and Future Market Returns	0	0	0	44	1	3	4	91
Financial Innovation and Asset Prices	0	0	2	34	0	0	3	33
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	1	7	76	1	4	18	298
Investor Sophistication and Portfolio Dynamics	0	0	4	21	1	1	6	49
Non-Standard Errors	0	2	4	26	1	6	68	123
Non-Standard Errors	0	0	0	41	5	16	64	408
Nonstandard errors	2	5	8	8	3	16	21	21
Sentimental Recovery	0	1	2	29	0	1	2	54
The Implications of Financial Innovation for Capital Markets and Household Welfare	1	1	1	27	1	1	1	65
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis	0	0	0	52	2	2	3	104
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis	0	0	0	25	0	0	1	208
Value and Values Discovery in Earnings Calls	1	5	18	18	6	20	49	49
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets	0	0	0	11	0	0	2	52
Total Working Papers	4	15	48	493	24	73	251	1,785

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	0	3	0	0	2	17
Carbon Tail Risk	2	8	54	222	6	25	130	507
Firm‐Level Climate Change Exposure	2	7	39	50	8	29	132	157
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks	0	0	10	11	0	2	19	21
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	2	35	1	2	15	129
Measuring Equity Risk with Option-implied Correlations	0	0	7	55	2	6	21	176
Non-myopic betas	0	0	1	17	1	1	3	186
Nonstandard Errors	4	12	16	16	10	35	40	40
Pricing Climate Change Exposure	2	5	11	11	3	12	23	23
The Price of Correlation Risk: Evidence from Equity Options	0	0	2	225	1	1	11	676
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis	0	1	2	21	0	2	7	227
Total Journal Articles	10	33	144	666	32	115	403	2,159

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Statistics updated 2024-09-04