Grigory Vilkov

4.5k total citations · 3 hit papers
53 papers, 2.4k citations indexed

About

Grigory Vilkov is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Grigory Vilkov has authored 53 papers receiving a total of 2.4k indexed citations (citations by other indexed papers that have themselves been cited), including 47 papers in Finance, 34 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Grigory Vilkov's work include Financial Markets and Investment Strategies (45 papers), Stochastic processes and financial applications (26 papers) and Market Dynamics and Volatility (18 papers). Grigory Vilkov is often cited by papers focused on Financial Markets and Investment Strategies (45 papers), Stochastic processes and financial applications (26 papers) and Market Dynamics and Volatility (18 papers). Grigory Vilkov collaborates with scholars based in Germany, United Kingdom and France. Grigory Vilkov's co-authors include Zacharias Sautner, Laurence van Lent, Joost Driessen, Pascal J. Maenhout, Raman Uppal, Adrian Buss, Yuliya Plyakha, Victor DeMiguel, Ruishen Zhang and Zahid Rehman and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Grigory Vilkov

48 papers receiving 2.2k citations

Hit Papers

Carbon Tail Risk 2020 2026 2022 2024 2020 2023 2023 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Carbon Tail Risk
    2020 548 citations Zacharias Sautner, Grigory Vilkov et al. profile →
  2. Firm‐Level Climate Change Exposure
    2023 508 citations Zacharias Sautner, Laurence van Lent et al. The Journal of Finance profile →
  3. Pricing Climate Change Exposure
    2023 119 citations Zacharias Sautner, Laurence van Lent et al. Management Science profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Grigory Vilkov Germany 17 1.6k 1.4k 529 519 181 53 2.4k
Md Akhtaruzzaman Australia 19 898 0.5× 2.1k 1.5× 252 0.5× 225 0.4× 197 1.1× 40 2.3k
Rui Albuquerque United States 13 755 0.5× 1.0k 0.7× 679 1.3× 441 0.8× 188 1.0× 28 1.6k
Łukasz Pomorski United States 12 872 0.5× 793 0.6× 629 1.2× 572 1.1× 41 0.2× 26 1.6k
Dragon Yongjun Tang Hong Kong 24 2.3k 1.4× 1.3k 0.9× 1.2k 2.3× 650 1.3× 97 0.5× 76 3.0k
Gunther Capelle‐Blancard France 15 582 0.4× 725 0.5× 439 0.8× 683 1.3× 108 0.6× 65 1.5k
David T. Ng United States 21 1.4k 0.9× 806 0.6× 933 1.8× 319 0.6× 183 1.0× 45 1.9k
Stefanie Kleimeier Netherlands 23 1.1k 0.7× 695 0.5× 497 0.9× 352 0.7× 500 2.8× 72 1.6k
Adrien Matray United States 13 600 0.4× 883 0.6× 685 1.3× 238 0.5× 136 0.8× 29 1.4k
Yrjö Koskinen Canada 13 572 0.3× 674 0.5× 635 1.2× 478 0.9× 83 0.5× 39 1.3k
Vikash Ramiah Australia 20 384 0.2× 738 0.5× 325 0.6× 258 0.5× 117 0.6× 68 1.2k

Countries citing papers authored by Grigory Vilkov

Since Specialization
Citations

This map shows the geographic impact of Grigory Vilkov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Grigory Vilkov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Grigory Vilkov more than expected).

Fields of papers citing papers by Grigory Vilkov

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Grigory Vilkov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Grigory Vilkov. The network helps show where Grigory Vilkov may publish in the future.

Co-authorship network of co-authors of Grigory Vilkov

This figure shows the co-authorship network connecting the top 25 collaborators of Grigory Vilkov. A scholar is included among the top collaborators of Grigory Vilkov based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Grigory Vilkov. Grigory Vilkov is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Eraker, Bjørn, et al.. (2024). 0DTEs: Trading, Gamma Risk and Volatility Propagation. SSRN Electronic Journal. 1 indexed citations
2.
Schneider, Paul, et al.. (2024). Dispersion of Beliefs Bounds: Sentimental Recovery. Management Science. 70(12). 8284–8300. 1 indexed citations
3.
Sangiorgi, Francesco, et al.. (2023). Media Narratives and Price Informativeness. SSRN Electronic Journal.
4.
Sautner, Zacharias, Laurence van Lent, Grigory Vilkov, & Ruishen Zhang. (2023). Value and Values Discovery in Earnings Calls. SSRN Electronic Journal. 4 indexed citations
5.
Sautner, Zacharias, et al.. (2023). Firm‐Level Climate Change Exposure. The Journal of Finance. 78(3). 1449–1498. 508 indexed citations breakdown →
6.
Vilkov, Grigory, et al.. (2020). Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. SSRN Electronic Journal. 10 indexed citations
7.
Maenhout, Pascal J., Joost Driessen, & Grigory Vilkov. (2020). Option-Implied Correlations and the Price of Correlation Risk. OSF Preprints (OSF Preprints). 6 indexed citations
8.
Rehman, Zahid & Grigory Vilkov. (2020). Risk-Neutral Skewness: Return Predictability and Its Sources. SSRN Electronic Journal. 7 indexed citations
9.
Sautner, Zacharias, Laurence van Lent, Grigory Vilkov, & Ruishen Zhang. (2020). Firm-level Climate Change Exposure. SSRN Electronic Journal. 57 indexed citations
10.
Chabi-Yo, Fousseni, et al.. (2020). Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. SSRN Electronic Journal.
11.
Sangiorgi, Francesco, et al.. (2020). Factor Investing, Learning from Prices, and Endogenous Uncertainty in Asset Markets. SSRN Electronic Journal.
12.
Sautner, Zacharias, et al.. (2020). Firm-level Climate Change Exposure. SSRN Electronic Journal. 37 indexed citations
13.
Buss, Adrian, Raman Uppal, & Grigory Vilkov. (2020). Investor Sophistication and Portfolio Dynamics. SSRN Electronic Journal. 2 indexed citations
14.
Malamud, Semyon & Grigory Vilkov. (2018). Non-myopic betas. Journal of Financial Economics. 129(2). 357–381. 10 indexed citations
15.
Buss, Adrian, Raman Uppal, & Grigory Vilkov. (2014). Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs. SSRN Electronic Journal. 3 indexed citations
16.
Buss, Adrian, Bernard Dumas, Raman Uppal, & Grigory Vilkov. (2013). Comparing Dierent Regulatory Measures to Control Stock Market Volatility: A General Equilibrium Analysis. 7 indexed citations
17.
DeMiguel, Victor, Yuliya Plyakha, Raman Uppal, & Grigory Vilkov. (2013). Improving Portfolio Selection Using Option-Implied Volatility and Skewness. Journal of Financial and Quantitative Analysis. 48(6). 1813–1845. 162 indexed citations
18.
Vilkov, Grigory & Yan Xiao. (2012). Option-Implied Information and Predictability of Extreme Returns. SSRN Electronic Journal. 11 indexed citations
19.
Buss, Adrian, Christian Schlag, & Grigory Vilkov. (2009). CAPM with Option-Implied Betas: Another Rescue Attempt. SSRN Electronic Journal. 1 indexed citations
20.
Plyakha, Yuliya & Grigory Vilkov. (2008). Portfolio Policies with Stock Options. SSRN Electronic Journal. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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