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Yuliya Plyakha

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This is information that was supplied by Yuliya Plyakha in registering through RePEc. If you are Yuliya Plyakha , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Yuliya
Middle Name:
Last Name: Plyakha
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RePEc Short-ID: ppl75

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Affiliation

(99%) Luxembourg School of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg
Location: Luxembourg, Luxembourg
Homepage: http://www.lsf.lu/
Email:
Phone: +352 46 66 44 6335
Fax: +352 46 66 44 6811
Postal: Bâtiment K2, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg
Handle: RePEc:edi:sfsculu (more details at EDIRC)
(1%) Frankfurt MathFinance Institute (FMFI)
Goethe Universität Frankfurt am Main
Location: Frankfurt am Main, Germany
Homepage: http://www.math.uni-frankfurt.de/~fmfi/
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Handle: RePEc:edi:fmffmde (more details at EDIRC)

Works

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Working papers

  1. DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2010. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7686, C.E.P.R. Discussion Papers.

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