Details about Yuliya Plyakha

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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

Improving Portfolio Selection Using Option-Implied Volatility and Skewness
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (22)
See also Journal Article Improving Portfolio Selection Using Option-Implied Volatility and Skewness, Journal of Financial and Quantitative Analysis, Cambridge University Press (2013) View citations (99) (2013)

Journal Articles

2013

Improving Portfolio Selection Using Option-Implied Volatility and Skewness
Journal of Financial and Quantitative Analysis, 2013, 48, (6), 1813-1845 View citations (99)
See also Working Paper Improving Portfolio Selection Using Option-Implied Volatility and Skewness, CEPR Discussion Papers (2010) View citations (22) (2010)

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