Follow
Ivilina Popova
Ivilina Popova
Department of Finance & Economics, McCoy College of Business, Texas State University
Verified email at txstate.edu - Homepage
Title
Cited by
Cited by
Year
Option pricing under regime switching
JC Duan, I Popova, P Ritchken
Quantitative Finance 2 (2), 116, 2002
1772002
Efficient fund of hedge funds construction under downside risk measures
DP Morton, E Popova, I Popova
Journal of Banking & Finance 30 (2), 503-518, 2006
1022006
Trading in the presence of cointegration
A Galenko, E Popova, I Popova
Journal of Alternative Investments 15 (1), 85, 2012
672012
Trading in the presence of cointegration
A Galenko, E Popova, I Popova
Journal of Alternative Investments 15 (1), 85, 2012
672012
A comparative study of the probability of default for global financial firms
A Câmara, I Popova, B Simkins
Journal of Banking & Finance 36 (3), 717-732, 2012
542012
Executive compensation: a calibration approach
JG Haubrich, I Popova
Economic Theory 12, 561-581, 1998
431998
Executive compensation: a calibration approach
JG Haubrich, I Popova
Economic Theory 12, 561-581, 1998
431998
Optimizing benchmark-based portfolios with hedge funds
I Popova, E Popova, D Morton, J Yau
Available at SSRN 988176, 2007
362007
Optimal hedge fund allocation with asymmetric preferences and distributions
I Popova, E Popova, D Morton, J Yau
Available at SSRN 900012, 2006
332006
Option pricing bounds in an a á stable security market
AW Janicki, I Popova, PH Ritchken, WA Woyczynski
Communications in statistics. Stochastic models 13 (4), 817-839, 1997
261997
Jackknife estimators for reducing bias in asset allocation
A Partani, DP Morton, I Popova
Proceedings of the 2006 Winter Simulation Conference, 783-791, 2006
242006
Optimizing benchmark-based utility functions
DP Morton, E Popova, I Popova, M Zhong
Bulletin of the Czech Econometric Society 10 (18), 2003
212003
On bounding option prices in Paretian stable markets
I Popova, P Ritchken
Journal of Derivatives 5 (4), 32, 1998
211998
Volatility forecasting and liquidity: Evidence from individual stocks
P Brous, U Ince, I Popova
Journal of Derivatives & Hedge Funds 16, 144-159, 2010
162010
Bayesian forecasting of prepayment rates for individual pools of mortgages
EI George, I Popova, E Popova
142008
Mean-variance-skewness-kurtosis efficiency of portfolios computed via moment-based bounds
S Dokov, DP Morton, I Popova
2017 International conference on information science and communications …, 2017
112017
Replacement strategies
E Popova, I Popova
Wiley StatsRef: Statistics Reference Online, 2014
102014
OTC vs. exchange traded derivatives and their impact on hedging effectiveness and corporate capital requirements
I Popova, B Simkins
Journal of Applied Corporate Finance 27 (1), 63-70, 2015
82015
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers
JW Byers, I Popova, BJ Simkins
Journal of Commodity Markets 24, 100174, 2021
72021
Second and higher moments of fundamentals: A literature review
Y Jia, I Popova, B Simkins, Q Emma Wang
European Financial Management 26 (1), 216-237, 2020
32020
The system can't perform the operation now. Try again later.
Articles 1–20