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Researcher · Northwestern University · United States

Viktor Todorov

Viktor Todorov publishes mostly in Finance, Economics and Econometrics and Statistics and Probability, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Financial Markets and Investment Strategies.

ORCID 0000-0002-2360-7812 OpenAlex
World rank
#57,227
of 7,710,434 ranked researchers
Rank in United States
#22,094
of 1,627,098
Works
152
Citations
5.6k
Citations per work
36.8
h-index
33
i10-index 64Top 3.6% in Finance
Viktor Todorov

What does Viktor Todorov research?

Viktor Todorov's work is mostly in Economics, Econometrics and Finance (87%), Mathematics (4%), Decision Sciences (2%).

Social Sciences: 137 works · 90.2% of their workEconomics, Econometrics and Finance: 132 works · 86.7% of their workFinance: 101 works · 66.3% of their workEconomics and Econometrics: 26 works · 17.1% of their workGeneral Economics, Econometrics and Finance: 5 works · 3.3% of their workDecision Sciences: 3 works · 2.1% of their workManagement Science and Operations Research: 3 works · 2.1% of their workSocial Sciences: 2 works · 1.4% of their workDemography: 2 works · 1.4% of their workEverything else: 9 works · 5.8% of their workPhysical Sciences: 6 works · 4.0% of their workMathematics: 6 works · 4.0% of their workStatistics and Probability: 6 works · 4.0% of their workTHEIR WORKViktor Todorov152works
Physical Sciences4%Social Sciences90%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance13286.7%
    2. Decision Sciences32.1%
    3. Social Sciences21.4%
  2. Everything else95.8%
    1. Mathematics64.0%
  1. 1Finance66% of their works
  2. 2Economics and Econometrics17% of their works
  3. 3Statistics and Probability4% of their works
  4. 4General Economics, Econometrics and Finance3% of their works
  5. 5Management Science and Operations Research2% of their works
  6. 6Demography1% of their works

Research topics

Which keywords describe Viktor Todorov's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Asset Pricing, Stock Returns, Monetary Policy and Econophysics.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. Option Pricing1021 topic
  2. Stochastic Calculus1021 topic
  3. GARCH Models1011 topic
  4. Volatility1011 topic
  5. Asset Pricing521 topic
  6. Stock Returns521 topic
  7. Monetary Policy402 topics
  8. Econophysics381 topic
  9. Multifractal Analysis381 topic
  10. Economic Policy Uncertainty261 topic
  11. Oil Price Shocks261 topic
  12. Investment Under Uncertainty191 topic
  13. Real Options191 topic
  14. Economic Growth141 topic
  15. Fiscal Policy141 topic
  16. Regularization121 topic
  17. Variable Selection121 topic

Where does Viktor Todorov work?

Viktor Todorov's main affiliation in the publication record is Northwestern University, United States.

How many publications and citations does Viktor Todorov have?

OpenAlex counts 152 works and 5,589 citations for Viktor Todorov, an h-index of 33, ranking #57,227 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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