| Measuring Equity Risk with Option-implied Correlations A Buss, G Vilkov Review of Financial Studies 25 (10), 3113-3140, 2012 | 234* | 2012 |
| The Dynamic Properties of Financial-Market Equilibrium with Trading Fees A Buss, B Dumas Journal of Finance 74 (2), 795-844, 2019 | 80* | 2019 |
| Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency M Breugem, A Buss Review of Financial Studies 32 (6), 2260-2301, 2019 | 68 | 2019 |
| 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 | 55* | 2016 |
| Asset prices in general equilibrium with transactions costs and recursive utility A Buss, R Uppal, G Vilkov Working Paper EDHEC-Risk y Goethe University, Francfort, 2011 | 52* | 2011 |
| Expected Correlation and Future Market Returns A Buss, L Schönleber, G Vilkov | 30* | 2019 |
| More risk, more information: How passive ownership can improve informational efficiency A Buss, S Sundaresan CEPR Discussion Paper No. DP14843, 2020 | 24 | 2020 |
| Option-Implied Correlations, Factor Models, and Market Risk A Buss, L Schoenleber, G Vilkov | 23 | 2017 |
| Dynamics of Asset Demands with Confidence Heterogeneity A Buss, R Uppal, G Vilkov CEPR Discussion Paper No. DP16441, 2021 | 21* | 2021 |
| Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets A Buss ECB Working Paper, 2013 | 12 | 2013 |
| What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets M Breugem, A Buss, J Peress CEPR Discussion Paper No. DP15766, 2021 | 5* | 2021 |
| CAPM with Option-Implied Betas: Another Rescue Attempt A Buss, C Schlag, G Vilkov Available at SSRN 1342988, 2009 | 5 | 2009 |
| Optimal Contracts in Delegated Portfolio Management-An Equilibrium Analysis M Breugem, A Buss | | |
Grigory VilkovFrankfurt School of Finance and ManagementVerified email at vilkov.net
