Yulia Malitskaia

VKY Analytics, LLC

P.O. Box 5482

New York, NY 10185

United States

  • VKY Analytics, LLC

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Momentum with Volatility Timing

Number of pages: 18 Posted: 10 Jul 2019
Yulia Malitskaia
VKY Analytics, LLC
Downloads 2,711 (7,690)
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Factor timing, factor investing, risk-based asset allocation, momentum

2.

Uncovering Momentum

Number of pages: 20 Posted: 18 Dec 2019 Last Revised: 21 Feb 2023
Yulia Malitskaia
VKY Analytics, LLC
Downloads 861 (43,725)

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Momentum premium, top-down approach, event-oriented intertemporal analysis, volatility, fundamental characteristics

3.

Uncovering the Price of Growth and Value

Number of pages: 19 Posted: 03 Mar 2023
Yulia Malitskaia
VKY Analytics, LLC
Downloads 50 (586,439)

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asset pricing, value and growth, explanatory gain decomposition