Ilya Figelman

Black–Litterman with a Factor Structure Applied to Multi-Asset Portfolios

Ilya Figelman, Ilya Figelman, 2017 .

Expected Return and Risk of Covered Call Strategies

Ilya Figelman, 2008 .

Effect of Non-Normality Dynamics on the Expected Return of Options

Ilya Figelman, 2009, The Journal of Portfolio Management.

Stock Return Momentum and Reversal

Ilya Figelman, Ilya Figelman, 2007 .