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Grigory Vilkov

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This is information that was supplied by Grigory Vilkov in registering through RePEc. If you are Grigory Vilkov , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Grigory
Middle Name:
Last Name: Vilkov
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RePEc Short-ID: pvi267

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Homepage: http://www.vilkov.net
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Affiliation

House of Finance
Goethe Universit├Ąt Frankfurt am Main
Location: Frankfurt am Main, Germany
Homepage: http://www.houseoffinance.eu/
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Handle: RePEc:edi:hoffmde (more details at EDIRC)

Works

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Working papers

  1. DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2010. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," CEPR Discussion Papers 7686, C.E.P.R. Discussion Papers.

Articles

  1. Adrian Buss & Grigory Vilkov, 2012. "Measuring Equity Risk with Option-implied Correlations," Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3113-3140.
  2. Joost Driessen & Pascal J. Maenhout & Grigory Vilkov, 2009. "The Price of Correlation Risk: Evidence from Equity Options," Journal of Finance, American Finance Association, vol. 64(3), pages 1377-1406, 06.

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