Viktor Todorov
Harold H. Hines Jr. Professor of Risk Management; Co-chair of Faculty Research
2 New Indices to Measure Stock Market Volatility
Unlike the VIX, these indices—SPOTVOL and LTV—distinguish between day-to-day volatility and investor fears of a “black swan” event.
Researchers: Torben Andersen, Chun He and Viktor Todorov
March 1, 2025
Jumps in the Market Make for Jumpy Investors
Short-lived market events can have long-term effects on the appetite for risk
Researchers: Viktor Todorov
July 5, 2011
