Author/Creator: Vilkov, Grigory - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Vilkov, Grigory

1. Asymmetric Volatility Risk: Evidence from Option Markets. (14th July 2018)

Authors:: Jackwerth, Jens; Vilkov, Grigory
Journal:: Review of finance
Issue:: Volume 23:Number 4(2019)
Page Start:: 777
Record Type:: Journal Article
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2. Carbon Tail Risk. (27th June 2020)

Authors:: Ilhan, Emirhan; Sautner, Zacharias; Vilkov, Grigory
Editors:: Koijen, Ralph
Journal:: Review of financial studies
Issue:: Volume 34:Number 3(2021)
Page Start:: 1540
Record Type:: Journal Article
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3. Improving Portfolio Selection Using Option-Implied Volatility and Skewness. (2nd January 2014)

Authors:: DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; Vilkov, Grigory
Journal:: Journal of financial and quantitative analysis
Issue:: Volume 48:Number 6(2014)
Page Start:: 1813
Record Type:: Journal Article
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4. Improving Portfolio Selection Using Option-Implied Volatility and Skewness. (2nd January 2014)

Authors:: DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; Vilkov, Grigory
Journal:: Journal of financial and quantitative analysis
Issue:: Volume 48:Number 6(2014)
Page Start:: 1813
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗