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PLYAKHA Yuliya

Main Referenced Co-authors
DeMiguel, Victor (1)
Uppal, Raman (1)
Vilkov, Grigory (1)
Main Referenced Disciplines
Finance (1)

Publications (total 1)

The most downloaded
1 downloads
DeMiguel, V., PLYAKHA, Y., Uppal, R., & Vilkov, G. (December 2013). Improving Portfolio Selection Using Option-Implied Volatility and Skewness. Journal of Financial and Quantitative Analysis, 48 (06), 1813-1845. doi:10.1017/S0022109013000616 https://hdl.handle.net/10993/18421

The most cited

238 citations (OpenAlex)

DeMiguel, V., PLYAKHA, Y., Uppal, R., & Vilkov, G. (December 2013). Improving Portfolio Selection Using Option-Implied Volatility and Skewness. Journal of Financial and Quantitative Analysis, 48 (06), 1813-1845. doi:10.1017/S0022109013000616 https://hdl.handle.net/10993/18421

DeMiguel, V., PLYAKHA, Y., Uppal, R., & Vilkov, G. (December 2013). Improving Portfolio Selection Using Option-Implied Volatility and Skewness. Journal of Financial and Quantitative Analysis, 48 (06), 1813-1845. doi:10.1017/S0022109013000616
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