Viktor Todorov
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Viktor Todorov

Harold H. Hines Jr. Professor of Risk Management; Co-chair of Faculty Research

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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

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

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