**Published Papers**

- Joost Driessen, Pascal Maenhout and Grigory Vilkov. The Price of Correlation Risk: Evidence from Equity Options, Journal of Finance, 64 (3), 06/2009.

- Adrian Buss and Grigory Vilkov. Measuring Equity Risk with Option-Implied Correlations, Review of Financial Studies, 25(10), 10/2012.

Download data with the implied and historical betas from the paper, 1996-2009.

- Victor DeMiguel, Yuliya Plyakha, Raman Uppal, Grigory Vilkov, Improving Portfolio Selection Using Option-Implied Volatility and Skewness,

Journal of Financial and Quantitative Analysis, 48(06), 12/2013.

- Adrian Buss, Bernard Dumas, Raman Uppal, and Grigory Vilkov. The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis, Journal of Monetary Economics, 81(C), 2016.

- Semyon Malamud and Grigory Vilkov. Non-Myopic Betas, forthcoming in Journal of Financial Economics, 2017

**Working Papers**

- Adrian Buss, Raman Uppal, and Grigory Vilkov (2017). Financial Innovation and Asset Prices.

- Adrian Buss, Lorenzo Schoenleber, and Grigory Vilkov (2017).
**Expected Stock Returns and the Correlation Risk Premium**, available shortly

- Adrian Buss, Lorenzo Schoenleber, and Grigory Vilkov (2016). Option-Implied Correlations, Factor Models, and Market Risk, updated 02/2017

- Adrian Buss, Raman Uppal, and Grigory Vilkov (2014). Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets, updated 02/2015

- Adrian Buss, Raman Uppal, and Grigory Vilkov (2013). Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs, updated 12/2013

- Jens Jackwerth and Grigory Vilkov (2013). Asymmetric Volatility Risk: Evidence from Option Markets, updated 08/2014

- Joost Driessen, Pascal Maenhout, Grigory Vilkov (2012). Option-Implied Correlations and the Price of Correlation Risk, 2005, updated 10/2012

- Grigory Vilkov, Yan Xiao (2012). Option-Implied Information and Predictability of Extreme Returns, updated 09/2012

- Yuliya Plyakha, Raman Uppal, Grigory Vilkov (2011). Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios?, updated 01/2012

Under Submission; winner of SPIVA Award 2011/First Prize

- Zahid Ur Rehman and Grigory Vilkov (2008). Risk-Neutral Skewness: Return Predictability and Its Sources, updated 03/2012

- Alexandra Hansis, Christian Schlag, Grigory Vilkov (2009). The Dynamics of Risk-Neutral Implied Moments: Evidence from Individual Options.
- Adrian Buss, Christian Schlag and Grigory Vilkov (2009). CAPM with Option-Implied Betas: Another Rescue Attempt.
- Yuliya Plyakha and Grigory Vilkov (2008). Portfolio Policies with Stock Options.
- David Horn , Eva Schneider and Grigory Vilkov (2007). Hedging Options in the Presence of Microstructural Noise.
- Grigory Vilkov (2006). Variance Risk Premium Demystified.

**Computer Science/ IT**

- Adaptive Parallel Computing for Large-Scale Distributed and Parallel Applications, 2010, Authors (more than you can imagine!): Jaiganesh Balasubramanian, Alexander Mintz, Andrew Kaplan, Grigory Vilkov, Artem Gleyzer, Antony Kaplan, Ron Guida, Pooja Varshneya, Douglas C. Schmidt, DD4LCCI '10 Proceedings of the First International Workshop on Data Dissemination for Large Scale Complex Critical Infrastructures
- Zircon Adaptive Software on SGI® Altix® UV 1000 for High Performance Data Analytics, 2010, Alexander Mintz, Douglas C. Schmidt, Grigory Vilkov, Jaiganesh Balasubramanian, Pooja Varshneya, Sanhita Sarkar, SGI White Paper Series