Carbon tail risk E Ilhan, Z Sautner, G Vilkov The Review of Financial Studies 34 (3), 1540-1571, 2021 | 706 | 2021 |
The price of correlation risk: Evidence from equity options J Driessen, PJ Maenhout, G Vilkov The Journal of Finance 64 (3), 1377-1406, 2009 | 518 | 2009 |
Firm‐level climate change exposure Z Sautner, L Van Lent, G Vilkov, R Zhang The Journal of Finance 78 (3), 1449-1498, 2023 | 495 | 2023 |
Improving portfolio selection using option-implied volatility and skewness V DeMiguel, Y Plyakha, R Uppal, G Vilkov Journal of Financial and Quantitative Analysis 48 (6), 1813-1845, 2013 | 293 | 2013 |
Measuring equity risk with option-implied correlations A Buss, G Vilkov The Review of Financial Studies 25 (10), 3113-3140, 2012 | 231* | 2012 |
Why does an equal-weighted portfolio outperform value-and price-weighted portfolios? Y Plyakha, R Uppal, G Vilkov Available at SSRN 2724535, 2012 | 184 | 2012 |
Option-implied correlations and the price of correlation risk J Driessen, PJ Maenhout, G Vilkov Netspar discussion paper, 2013 | 176 | 2013 |
Risk-neutral skewness: Return predictability and its sources Z Rehman, G Vilkov Available at SSRN 1301648, 2012 | 156* | 2012 |
Pricing climate change exposure Z Sautner, L Van Lent, G Vilkov, R Zhang Management Science 69 (12), 7540-7561, 2023 | 117 | 2023 |
Equal or value weighting: Implications for Asset Pricing Tests Y Plyakha, R Uppal, G Vilkov | 98* | 2014 |
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs A Buss, R Uppal, G Vilkov SAFE Working Paper, 2015 | 53* | 2015 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 52 | 2024 |
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis A Buss, B Dumas, R Uppal, G Vilkov Journal of Monetary Economics 81, 25-43, 2016 | 50* | 2016 |
Option-implied information and predictability of extreme returns G Vilkov, Y Xiao SAFE Working Paper, 2013 | 41 | 2013 |
Asymmetric volatility risk: Evidence from option markets JC Jackwerth, G Vilkov Review of Finance 23 (4), 777-799, 2019 | 29 | 2019 |
Generalized bounds on the conditional expected excess return on individual stocks F Chabi-Yo, C Dim, G Vilkov Management Science 69 (2), 922-939, 2023 | 28 | 2023 |
Option-implied correlations, factor models, and market risk A Buss, L Schönleber, G Vilkov INSEAD Working Paper, 2016 | 23 | 2016 |
Variance risk premium demystified G Vilkov Available at SSRN 891360, 2008 | 21* | 2008 |
Expected Correlation and Future Market Returns A Buss, L Schönleber, G Vilkov Available at SSRN 3114063, 2018 | 20 | 2018 |
The dynamics of risk-neutral implied moments: Evidence from individual options A Hansis, C Schlag, G Vilkov Available at SSRN 1470674, 2010 | 19 | 2010 |