Grigory Vilkov

Grigory Vilkov is a professor of finance at the Frankfurt School of Finance and Management. He holds an MBA from the University of Rochester and a Ph.D. from INSEAD, with further qualifications from Goethe University Frankfurt. He has been a professor at both Goethe University and the University of Mannheim.

His academic work focused on improving long-term portfolio strategies by building better expectations of risks, returns, and their dynamics. He is known for practical innovations in finance, such as developing forward-looking betas marketed by IvyDB OptionMetrics, establishing implied skewness and generalized lower bounds as cross-sectional stock characteristics, and creating measures for climate change exposure from earnings calls. His current research encompasses factor dispersions, factor and sector rotation, asset allocation with implied data, and machine learning in options analysis. Vilkov’s work is published in top-tier finance and economics journals, including the Journal of Finance, Review of Financial Studies, and Journal of Financial Economics.

In addition to academia, Vilkov has been active in the start-up sector, contributing to ventures in distributed computing technology, intraday dispersion trading, and quantitative fund management.