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Details about Yuliya Plyakha

E-mail:yuliya.plyakha@msci.com
Workplace:Department of Finance, Faculté de droit, d'économie et de finance (Department of Law, Economics and Finance), Université du Luxembourg (University of Luxembourg), (more information at EDIRC)
Frankfurt MathFinance Institute (FMFI), Goethe Universität Frankfurt am Main (Goethe University Frankfurt), (more information at EDIRC)

Access statistics for papers by Yuliya Plyakha.

Last updated 2017-07-31. Update your information in the RePEc Author Service.

Short-id: ppl75


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Working Papers

2010

  1. Improving Portfolio Selection Using Option-Implied Volatility and Skewness
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2013)

Journal Articles

2013

  1. Improving Portfolio Selection Using Option-Implied Volatility and Skewness
    Journal of Financial and Quantitative Analysis, 2013, 48, (6), 1813-1845 Downloads View citations (78)
    See also Working Paper (2010)
 
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