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1

The Price of Correlation Risk: Evidence from Equity Options

JOOST DRIESSEN, PASCAL J. MAENHOUT, GRIGORY VILKOV

Journal:

The Journal of Finance

Année:

2009

Langue:

english

Fichier:

PDF, 234 KB

english, 2009

2

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

DeMiguel, Victor, Plyakha, Yuliya, Uppal, Raman, Vilkov, Grigory

Journal:

Journal of Financial and Quantitative Analysis

Année:

2013

Langue:

english

Fichier:

PDF, 187 KB

english, 2013

3

Nitrogen-Doped Graphene: Efficient Growth, Structure, and Electronic Properties

Usachov, D., Vilkov, O., Grüneis, A., Haberer, D., Fedorov, A., Adamchuk, V. K., Preobrajenski, A. B., Dudin, P., Barinov, A., Oehzelt, M.

Journal:

Année:

2011

Langue:

english

Fichier:

PDF, 3.07 MB

english, 2011

4

The Price of Correlation Risk: Evidence from Equity Options

Joost Driessen, Pascal J. Maenhout and Grigory Vilkov

Journal:

The Journal of Finance

Année:

2009

Langue:

english

Fichier:

PDF, 4.05 MB

english, 2009

5

Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios?

Plyakha, Yuliya, Uppal, Raman, Vilkov, Grigory

Journal:

SSRN Electronic Journal

Année:

2012

Langue:

english

Fichier:

PDF, 452 KB

english, 2012

6

[IEEE 2019 International Vacuum Electronics Conference (IVEC) - Busan, Korea (South) (2019.4.28-2019.5.1)] 2019 International Vacuum Electronics Conference (IVEC) - Development of Ultrashort Pulse Generators based on Helical Gyro-TWT with Saturable Cyclotron Resonance Absorber in the Feedback Loop

Ginzburg, Naum, Denisov, Grigory, Vilkov, Michael, Sergeev, Alexander, Samsonov, Sergey, Zotova, Irina, Bogdashov, Alexander, Marek, Alexander, Jelonnek, John

Année:

2019

Langue:

english

Fichier:

PDF, 573 KB

english, 2019

7

Blockchain as a solution to the problem of illegal timber trade between Russia and China: SWOT analysis

VILKOV, A., TIAN, G.

Journal:

The International Forestry Review

Année:

2019

Fichier:

PDF, 603 KB

2019

8

[IEEE 2019 44th International Conference on Infrared, Millimeter, and Terahertz Waves (IRMMW-THz) - Paris, France (2019.9.1-2019.9.6)] 2019 44th International Conference on Infrared, Millimeter, and Terahertz Waves (IRMMW-THz) - Generation of Trains of Ultrashot Microwave Pulses by Two Coupled W-Band TWTs

Ivanov, Anton A., Nagornuk, Maksim S., Smirnov, Alexander E., Ginzburg, Naum S., Rozental, Roman M., Vilkov, Mikhail N.

Année:

2019

Langue:

english

Fichier:

PDF, 740 KB

english, 2019

9

Electron diffraction study of structure of 1,1-dichloro-1-sila-2-oxa-3,5-cyclohexadiene molecule in the gas phase

M. E. Nipan, N. I. Sadova, A. V. Golubinskii, L. V. Vilkov, T. L. Krasnova, E. A. Chernyshev, M. O. Labartkava

Journal:

Journal of Structural Chemistry

Année:

1984

Langue:

english

Fichier:

PDF, 327 KB

english, 1984

10

Existence of saddle point of Lagrange function for some classes of mathematical programming problems

V. B. Vilkov, L. K. Surovtsov

Journal:

Cybernetics and Systems Analysis

Année:

1982

Langue:

english

Fichier:

PDF, 476 KB

english, 1982

11

Device for monitoring temperature and thickness of electric-furnace linings

V. V. Korolev, A. M. Dmitriev, V. A. Vilkov, A. I. Kosyrev, M. F. Sidorenko, Yu. E. Zyryanov, K. P. Konstantinov

Journal:

Année:

1981

Langue:

english

Fichier:

PDF, 180 KB

english, 1981

12

A power supply for simulating lightning-current pulses

A. S. Kravchenko, Yu. V. Vilkov

Journal:

Instruments and Experimental Techniques

Année:

2006

Langue:

english

Fichier:

PDF, 288 KB

english, 2006

13

Controlled assembly of graphene-capped nickel, cobalt and iron silicides

Vilkov, O., Fedorov, A., Usachov, D., Yashina, L. V., Generalov, A. V., Borygina, K., Verbitskiy, N. I., Grüneis, A., Vyalikh, D. V.

Journal:

Scientific Reports

Année:

2013

Langue:

english

Fichier:

PDF, 4.57 MB

english, 2013

14

Epitaxial B-Graphene: Large-Scale Growth and Atomic Structure

Usachov, Dmitry Yu., Fedorov, Alexander V., Petukhov, Anatoly E., Vilkov, Oleg Yu., Rybkin, Artem G., Otrokov, Mikhail M., Arnau, Andrés, Chulkov, Evgueni V., Yashina, Lada V., Farjam, Mani, Adamchuk,

Journal:

Année:

2015

Langue:

english

Fichier:

PDF, 1.45 MB

english, 2015

15

Effect of substrate temperature on the structure of amorphous oxygenated hydrocarbon films grown with a pulsed supersonic methane plasma flow

Fedoseeva, Yu. V., Pozdnyakov, G.A., Okotrub, A.V., Kanygin, M.A., Nastaushev, Yu. V., Vilkov, O.Y., Bulusheva, L.G.

Journal:

Applied Surface Science

Année:

2016

Langue:

english

Fichier:

PDF, 2.27 MB

english, 2016

16

The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis

Buss, Adrian, Dumas, Bernard, Uppal, Raman, Vilkov, Grigory

Journal:

Journal of Monetary Economics

Année:

2016

Langue:

english

Fichier:

PDF, 988 KB

english, 2016

17

Generation of trains of ultrashort microwave pulses by two coupled helical gyro-TWTs operating in regimes of amplification and nonlinear absorption

Ginzburg, N. S., Denisov, G. G., Vilkov, M. N., Sergeev, A. S., Zotova, I. V., Samsonov, S. V., Mishakin, S. V.

Journal:

Physics of Plasmas

Année:

2017

Langue:

english

Fichier:

PDF, 982 KB

english, 2017

18

Accurate modeling of the diagnostic 118-GHz oxygen line for remote sensing of the atmosphere

Koshelev, M.A., Delahaye, T., Serov, E.A., Vilkov, I.N., Boulet, C., Tretyakov, M.Yu.

Journal:

Journal of Quantitative Spectroscopy and Radiative Transfer

Année:

2017

Langue:

english

Fichier:

PDF, 1.16 MB

english, 2017

19

[IEEE 2017 Eighteenth International Vacuum Electronics Conference (IVEC) - London (2017.4.24-2017.4.26)] 2017 Eighteenth International Vacuum Electronics Conference (IVEC) - Mode-locked electron oscillator based on two coupled helical gyro-TWTs

Zotova, I. V., Ginzburg, N. S., Denisov, G. G., Vilkov, M. N., Sergeev, A. S., Samsonov, S. V., Mishakin, S. V.

Année:

2017

Langue:

english

Fichier:

PDF, 252 KB

english, 2017

20

Why Do Equal-Weighted Portfolios Outperform Value-Weighted Portfolios?

Plyakha, Yuliya, Uppal, Raman, Vilkov, Grigory

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 853 KB

english, 2015

21

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

DeMiguel, Victor, Plyakha, Yuliya, Uppal, Raman, Vilkov, Grigory

Journal:

SSRN Electronic Journal

Année:

2012

Langue:

english

Fichier:

PDF, 512 KB

english, 2012

22

Spin-polarized Fermi surface, hole-doping and band gap in graphene with boron impurities

Fedorov, Alexander V., Yashina, Lada V., Vilkov, Oleg Yu., Laubschat, Clemens, Vyalikh, Denis V., Usachov, Dmitry Yu.

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 2.63 MB

english, 2018

23

Carbon Tail Risk

Ilhan, Emirhan, Sautner, Zacharias, Vilkov, Grigory

Journal:

SSRN Electronic Journal

Année:

2018

Langue:

english

Fichier:

PDF, 2.43 MB

english, 2018

24

A Thermal Model of an IGBT Module Taking into Account Thermal Interconnections between Chips

Ilyin, M. V., Vilkov, E. A., Gulyaev, I. V.

Journal:

Russian Electrical Engineering

Année:

2019

Langue:

english

Fichier:

PDF, 870 KB

english, 2019

25

Determining the Self-Thermal Impedances of Power Transistors and Diodes of an IGBT Module Based on Its 3D Model

Ilyin, M. V., Vilkov, E. A., Gulyaev, I. V., Briz del Blanco, F.

Journal:

Russian Electrical Engineering

Année:

2019

Langue:

english

Fichier:

PDF, 674 KB

english, 2019

26

Nonlinear Cyclotron Resonance Absorber for a Microwave Subnanosecond Pulse Generator Powered by a Helical-Waveguide Gyrotron Traveling-Wave Tube

Ginzburg, N. S., Denisov, G. G., Vilkov, M. N., Sergeev, A. S., Samsonov, S. V., Malkin, A. M., Zotova, I. V.

Journal:

Physical Review Applied

Année:

2020

Fichier:

PDF, 1.66 MB

2020

27

Carbon Tail Risk

Ilhan, Emirhan, Sautner, Zacharias, Vilkov, Grigory

Journal:

Review of Financial Studies

Année:

2020

Fichier:

PDF, 569 KB

2020

28

Self-Assembly of Cage Structure. Part 16. One-Step Synthesis and Structure of a Tricyclic Trislactone with C3 Symmetry.

Remir G. Kostyanovsky, Oleg N. Krutius, Andrey A. Stankevich, Lev V. Vilkov, Evgenii G. Atavin, Yuriy V. Vishnevsky, Arkadii A. Ivanov

Journal:

Année:

2004

Fichier:

PDF, 15 KB

2004

29

Using size exclusion chromatography-RPLC and RPLC-CIEF as two-dimensional separation strategies for protein profiling

David C. Simpson, Seonghee Ahn, Ljiljana Pasa-Tolic, Bogdan Bogdanov, Heather M. Mottaz, Andrey N. Vilkov, Gordon A. Anderson, Mary S. Lipton, Richard D. Smith

Journal:

ELECTROPHORESIS

Année:

2006

Langue:

english

Fichier:

PDF, 386 KB

english, 2006

30

Peptide fragmentation induced by radicals at atmospheric pressure

Andrey N. Vilkov, Victor V. Laiko, Vladimir M. Doroshenko

Journal:

Journal of Mass Spectrometry

Année:

2009

Langue:

english

Fichier:

PDF, 202 KB

english, 2009

31

Molecular structure of ethyl nitrate from gas-phase electron diffraction and ab initio MO calculations

Igor F. Shishkov, Lev V. Vilkov, Charles W. Bock, István Hargittai

Journal:

Chemical Physics Letters

Année:

1992

Langue:

english

Fichier:

PDF, 529 KB

english, 1992

32

Electron diffraction study on the molecular structure of hexamethylcyclotrisilazane, [(CH3)2SiNH]3

Béla Rozsondai, István Hargittai, Aleksei V. Golubinskii, Lev V. Vilkov, Vladimir S. Mastryukov

Journal:

Journal of Molecular Structure

Année:

1975

Langue:

english

Fichier:

PDF, 707 KB

english, 1975

33

Stereochemistry of six-coordinate carbon atom in carboranes C2B10H12

V.S. Mastryukov, L.V. Vilkov, O.V. Dorofeeva

Journal:

Journal of Molecular Structure

Année:

1975

Langue:

english

Fichier:

PDF, 302 KB

english, 1975

34

The molecular structure of 4-sila-spiro(3,3)heptane determined by gas-phase electron diffraction

V.S. Mastryukov, O.V. Doroffeva, L.V. Vilkov, N.A. Tarasenko

Journal:

Journal of Molecular Structure

Année:

1975

Langue:

english

Fichier:

PDF, 217 KB

english, 1975

35

Gas phase electron diffraction study of dimethyl cyanamide Me2N-CN

L.S. Khaikin, L.V. Vilkov, L.G. Andrutskaya, A.A Zenkin

Journal:

Journal of Molecular Structure

Année:

1975

Langue:

english

Fichier:

PDF, 251 KB

english, 1975

36

Electron diffraction study of tetranitromethane

N.I. Sadova, N.I. Popik, L.V. Vilkov

Journal:

Journal of Molecular Structure

Année:

1976

Langue:

english

Fichier:

PDF, 318 KB

english, 1976

37

Electron diffraction determination of the vapour phase molecular structure of azetidine, (CH2)3NH

Vladimir S. Mastryukov, Olga V. Dorofeeva, Lev V. Vilkov, István Hargittai

Journal:

Journal of Molecular Structure

Année:

1976

Langue:

english

Fichier:

PDF, 1.02 MB

english, 1976

38

Electron diffraction study on the molecular structure of benzyl chloride and benzyl bromide in the vapour phase

N.I. Sadova, L.V. Vilkov, L. Hargittai, J. Brunvoll

Journal:

Journal of Molecular Structure

Année:

1976

Langue:

english

Fichier:

PDF, 823 KB

english, 1976

39

Molecular structure of acetyldimethylphosphine, MeC(O)PMe2: I. Gas phase electron diffraction study

L.S. Khaikin, L.G. Andrutskaya, O.E. Grikina, L.V. Vilkov, Yu.I. El'natanov, R.G. Kostyanovski

Journal:

Journal of Molecular Structure

Année:

1977

Langue:

english

Fichier:

PDF, 1.05 MB

english, 1977

40

Molecular structure of acetyldeyiethylphosphine, MeC(O)PMe2: II. CNDO/2 calculations

O.E. Grikina, N.F. Stepanov, L.S. Khaikin, E.A. Bovina, L.V. Vilkov

Journal:

Journal of Molecular Structure

Année:

1977

Langue:

english

Fichier:

PDF, 599 KB

english, 1977

41

Gas phase electron diffraction study of trimethylstannylacetylene

L.S. Khaikin, V.P. Novikcov, L.V. Vilkov, V.S. Zavgorodnii, A.A. Petrov

Journal:

Journal of Molecular Structure

Année:

1977

Langue:

english

Fichier:

PDF, 681 KB

english, 1977

42

Molecular structures of acetylene derivatives of tin: Part III. Gas phase electron diffraction study of tetrakis(trifluoropropynyl)-tin, Sn(CC-CF3)4

V.P. Novikov, L.S. Khaikin, L.V. Vilkov

Journal:

Journal of Molecular Structure

Année:

1977

Langue:

english

Fichier:

PDF, 504 KB

english, 1977

43

Molecular structures of acetylene derivatives of tin: Part II. Gas phase electron diffraction study ofbis(trimethylstannyl)acetylene, Me3SnCCSnMe3

L.S. Khaikin, V.P. Novikov, L.V. Vilkov

Journal:

Journal of Molecular Structure

Année:

1977

Langue:

english

Fichier:

PDF, 642 KB

english, 1977

44

Gas phase electron diffraction study of tetravinyltin Sn(CHCH2)4

L.S. Khaikin, V.P. Novikov, L.V. Vilkov

Journal:

Journal of Molecular Structure

Année:

1978

Langue:

english

Fichier:

PDF, 787 KB

english, 1978

45

Gas phase electron diffraction study of basketene, C10H10

L.S. Khaikin, A.V. Belyakov, G.S. Koptev, A.V. Golubinskii, V.N. Kirin, A.S. Koz'min, L.V. Vilkov, S.S. Yarovoi

Journal:

Journal of Molecular Structure

Année:

1978

Langue:

english

Fichier:

PDF, 1.20 MB

english, 1978

46

The influence of torsional vibrations on the molecular configuration determined by gas electron diffraction

L.V. Vilkov, N.P. Penionzhkevich, J. Brunvoll, I. Hargittai

Journal:

Journal of Molecular Structure

Année:

1978

Langue:

english

Fichier:

PDF, 584 KB

english, 1978

47

An electron diffraction study of the molecular structure of gaseous bicyclo[3.3.1]nonane

V.S. Mastryukov, E.L. Osina, O.V. Dorofeeva, M.V. Popik, L.V. Vilkov, N.A. Belikova

Journal:

Journal of Molecular Structure

Année:

1979

Langue:

english

Fichier:

PDF, 580 KB

english, 1979

48

The molecular structure of p-phospha- and p-arsacarboranes 1,12-XCHB10H10 (X = P, As) by gas phase electron diffraction

V.S. Mastryukov, E.G. Atavin, L.V. Vilkov, A.V. Golubinskii, V.N. Kalinin, G.G. Zhigareva, L.I. Zakharkin

Journal:

Journal of Molecular Structure

Année:

1979

Langue:

english

Fichier:

PDF, 145 KB

english, 1979

49

Gas phase electron diffraction study of the molecular structure of 6,6′-dinitro-2,2′-diphenic acid

V.P. Novikov, M.V. Popik, L.V. Vilkov, G.I. Migachev, K.M. Dyumaev

Journal:

Journal of Molecular Structure

Année:

1979

Langue:

english

Fichier:

PDF, 338 KB

english, 1979

50

Gas-phase electron diffraction study of tris(trimethylstannyl)amine, N(SnMe3)3

L.S. Khaikin, A.V. Belyakov, G.S. Koptev, A.V. Golubinskii, L.V. Vilkov, N.V. Girbasova, E.T. Bogoradovskii, V.S. Zavgorodnii

Journal:

Journal of Molecular Structure

Année:

1980

Langue:

english

Fichier:

PDF, 951 KB

english, 1980