• Source: Scopus
20062021

Research activity per year

If you made any changes in Pure these will be visible here soon.

Personal profile

Research Interests

His research interests include theoretical and empirical asset pricing, derivatives and econometrics. His recent research focuses on robust estimation of asset pricing models using high-frequency financial data as well as the identification and modeling of jump risk premium combining information from options markets.

Education/Academic qualification

Economics, PhD, Duke University

… → 2007

Economics, MA, Central European University

… → 2002

Finance, BA, Varna University of Economics

… → 1999

Research interests

  • Applied probability
  • Asset pricing
  • Derivatives
  • Theoretical and applied econometrics

Fingerprint

Dive into the research topics where Viktor Todorov is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
  • 1 Similar Profiles

Network

Recent external collaboration on country/territory level. Dive into details by clicking on the dots or