Grigory Vilkov

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4989-1775

Frankfurt School of Finance & Management , Frankfurt, Germany

Publications

• Dynamics of Asset Demands with Confidence Heterogeneity — The Review of Financial Studies 2026
• Dispersion of Beliefs Bounds: Sentimental Recovery — Management Science 2024
• Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks — Management Science 2023
• Pricing Climate Change Exposure — Management Science 2023
• Firm-Level Climate Change Exposure — The Journal of Finance 2023
• Carbon Tail Risk — The Review of Financial Studies 2021
• Asymmetric Volatility Risk: Evidence from Option Markets — Review of Finance 2019
• Non-myopic betas — Journal of Financial Economics 2018
• Improving Portfolio Selection Using Option-Implied Volatility and Skewness — Journal of Financial and Quantitative Analysis 2013
• Measuring Equity Risk with Option-implied Correlations — The Review of Financial Studies 2012
• The Price of Correlation Risk: Evidence from Equity Options — The Journal of Finance 2009