4
Publications
450
Citations
4
H-Index
2011
Active since
Yuliya Plyakha is an author at University of Luxembourg specializing in portfolio optimization, portfolio management, and portfolio selection.
Top concepts
FinanceBusinessAccountingManagementAsset PricingOption PricingFinancial EconomicsPortfolio SelectionPortfolio ManagementFinancial Engineering
Publications per year
2011–2015
4
4
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
Victor DeMiguel, Yuliya Plyakha, Raman Uppal et al. · SSRN Electronic Journal · 2011 · 92 citations · Full text
Rows per page
1–4 of 4