Institution: Frankfurt School of Finance
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.vilkov.net
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 1.18 | 0.00 | 0.00 | 2.36 |
| Last 10 Years | 0.00 | 2.69 | 1.01 | 0.00 | 6.38 |
| All Time | 0.00 | 4.36 | 1.51 | 0.00 | 10.23 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Nonstandard Errors | Journal of Finance | A | 343 |
| 2023 | Firm‐Level Climate Change Exposure | Journal of Finance | A | 4 |
| 2021 | Company stock price reactions to the 2016 election shock: Trump, taxes, and trade | The Review of Financial Studies | A | 3 |
| 2019 | Asymmetric Volatility Risk: Evidence from Option Markets | Review of Finance | B | 2 |
| 2018 | Non-myopic betas | Journal of Financial Economics | A | 2 |
| 2016 | The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis | Journal of Monetary Economics | A | 4 |
| 2013 | Improving Portfolio Selection Using Option-Implied Volatility and Skewness | Journal of Financial and Quantitative Analysis | B | 4 |
| 2012 | Measuring Equity Risk with Option-implied Correlations | The Review of Financial Studies | A | 2 |
| 2009 | The Price of Correlation Risk: Evidence from Equity Options | Journal of Finance | A | 3 |