Takip et
Ivilina Popova
Ivilina Popova
Department of Finance & Economics, McCoy College of Business, Texas State University
txstate.edu üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Option pricing under regime switching
JC Duan, I Popova, P Ritchken
Quantitative Finance 2 (2), 116, 2002
1782002
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
712012
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
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 α 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
201998
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
152008
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
92014
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
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
Cryptocurrencies are for daring investors
I Popova
Working Paper, 2019
32019
The Value of OTC Derivatives: Case Study Analyses of Hedges by Publicly Traded Non-Financial Firms
I Popova, B Simkins
New York: ISDA, 2014
32014
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Makaleler 1–20