Ivilina Popova

Sitert av

	Alle	Siden 2020
Sitater	731	184
h-indeks	13	7
i10-indeks	15	5

1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420252 2 6 9 11 8 18 21 27 31 33 28 51 39 40 39 39 36 21 34 36 32 41 39 36 33 2

Offentlig tilgang

Vis alle

4 artikler

0 artikler

tilgjengelige

ikke tilgjengelige

Basert på finansieringsmandater

Medforfattere

David MortonIndustrial Engineering & Management Sciences, Northwestern UniversityVerifisert e-postadresse på northwestern.edu
Betty SimkinsOklahoma State UniversityVerifisert e-postadresse på okstate.edu
Peter RitchkenProfessorVerifisert e-postadresse på case.edu
Jin-Chuan DuanCriat & National University of SingaporeVerifisert e-postadresse på nus.edu.sg
Steftcho DokovInha University in TashkentVerifisert e-postadresse på inha.uz
Edward I GeorgeUniversal Furniture Professor Emeritus of Statistics, Wharton School, University of PennsylvaniaVerifisert e-postadresse på wharton.upenn.edu
Joseph HaubrichFederal Reserve Bank of ClevelandVerifisert e-postadresse på clev.frb.org
Amit PartaniVerifisert e-postadresse på taralcapital.com
congjian wangComputational Nuclear Scientist, Idaho National LabVerifisert e-postadresse på inl.gov
Diego MandelliIdaho National LaboratoryVerifisert e-postadresse på inl.gov
Peter BrousProfessor of Finance, Seattle UniversityVerifisert e-postadresse på seattleu.edu
Yuri HupkaOklahoma City UniversityVerifisert e-postadresse på okstate.edu
Curtis SmithIdaho National LaboratoryVerifisert e-postadresse på inl.gov
James B ThomsonProfessor of Finance, The University of AkronVerifisert e-postadresse på uakron.edu
Qin Emma WangAssociate Professor of Finance, Oklahoma State UniversityVerifisert e-postadresse på okstate.edu
Jia YuechengCentral University of Finance and EconomicsVerifisert e-postadresse på cufe.edu.cn

Følg

Ivilina Popova

Department of Finance & Economics, McCoy College of Business, Texas State University

Verifisert e-postadresse på txstate.edu - Startside

Finance Option pricing credit risk hedge funds trading strategies


Tittel Sorter etter sitater Sorter etter år Sorter etter tittel	Sitert av Sitert av	År
Option pricingunder regime switching JC Duan, I Popova, P Ritchken Quantitative Finance 2 (2), 116, 2002	182	2002
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	104	2006
Trading in the presence of cointegration A Galenko, E Popova, I Popova Journal of Alternative Investments 15 (1), 85, 2012	76	2012
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	57	2012
Executive compensation: a calibration approach JG Haubrich, I Popova Economic Theory 12, 561-581, 1998	41	1998
Optimizing benchmark-based portfolios with hedge funds I Popova, E Popova, D Morton, J Yau Available at SSRN 988176, 2007	36	2007
Optimal hedge fund allocation with asymmetric preferences and distributions I Popova, E Popova, D Morton, J Yau Available at SSRN 900012, 2006	33	2006
Jackknife estimators for reducing bias in asset allocation A Partani, DP Morton, I Popova Proceedings of the 2006 Winter Simulation Conference, 783-791, 2006	28	2006
Option pricing bounds in an a α stable security market AW Janicki, I Popova, PH Ritchken, WA Woyczynski Communications in statistics. Stochastic models 13 (4), 817-839, 1997	26	1997
Optimizing benchmark-based utility functions DP Morton, E Popova, I Popova, M Zhong Bulletin of the Czech Econometric Society 10 (18), 2003	21	2003
On bounding option prices in Paretian stable markets I Popova, P Ritchken Journal of Derivatives 5 (4), 32, 1998	20	1998
Volatility forecasting and liquidity: Evidence from individual stocks P Brous, U Ince, I Popova Journal of Derivatives & Hedge Funds 16, 144-159, 2010	17	2010
Bayesian forecasting of prepayment rates for individual pools of mortgages EI George, I Popova, E Popova	15	2008
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	11	2017
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	10	2021
Replacement strategies E Popova, I Popova Wiley StatsRef: Statistics Reference Online, 2014	9	2014
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), 2015	7	2015
A review of the literature on LNG: Hubs development, market integration, and price discovery Y Hupka, I Popova, B Simkins, T Lee Journal of Commodity Markets 31, 100349, 2023	6	2023
Cryptocurrencies are for daring investors I Popova Working Paper, 2019	4	2019
The Value of OTC Derivatives: Case Study Analyses of Hedges by Publicly Traded Non-Financial Firms I Popova, B Simkins New York: ISDA, 2014	4	2014

Systemet kan ikke utføre handlingen. Prøv på nytt senere.

Artikler 1–20

Sitater per år

Duplikatsitater

Sammenslåtte sitater

Legg til medforfattereMedforfattere

Følg

Sitert av

Medforfattere