Statistics
Publications
60
Citations
5.2K
H-Index
33
Active since
2004
Viktor Todorov is an author at Northwestern University specializing in financial economics, business, and finance.
Publications per year
2004–2023
60
60
Tim Bollerslev, Viktor Todorov · The Journal of Finance · 2011 · 855 citations
Tail risk premia and return predictability
Tim Bollerslev, Viktor Todorov, Lai Xu · Journal of Financial Economics · 2015 · 426 citations
Variance Risk-Premium Dynamics: The Role of Jumps
Viktor Todorov · Review of Financial Studies · 2009 · 344 citations
The risk premia embedded in index options
Torben G. Andersen, Nicola Fusari, Viktor Todorov · Journal of Financial Economics · 2015 · 305 citations
Viktor Todorov, George Tauchen · Journal of Business and Economic Statistics · 2010 · 212 citations
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