Yuliya Plyakha

Yuliya Plyakha

Yuliya Plyakha is a PhD student at Goethe University Frankfurt. She has a bachelors degree in Finance from Kiev Institute of Management and Finance, M.Sc. in Algebra and Algebraic Geometry from National Taras Shevchenko University of Kiev, and M.Sc. in Financial Mathematics from Technical University Kaiserslautern. In the Summer of 2011, she joined the asset management company Lupus Alpha as a quantitative research analyst, while continuing to work on her PhD. Her research interests cover empirical asset pricing and optimal portfolio choice. She has a particular interest in the use of option-implied information for portfolio selection, event studies, exchange rates, and prediction of market crashes.