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Popova, Ivilina's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,020 |
Total
Citations
28 |
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1.
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Camara, Antonio Oklahoma State University, Stillwater - College of Business Administration Popova, Ivilina Texas State University - San Marcos Simkins, Betty J. Oklahoma State University - Stillwater - Department of Finance
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11 Aug 05
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Last Revised:
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02 Oct 09
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668
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bankruptcy risk, default probability, sub-prime mortgage crisis, option valuation, ratings, z-score, financial distress
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2.
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Morton, David University of Texas at Austin - College of Engineering Popova, Ivilina Texas State University - San Marcos Popova, Elmira University of Texas at Austin
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641
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14
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Portfolio choice, expected regret, hedge funds, fund of funds, portfolio optimization, Monte Carlo simulation
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3.
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Popova, Elmira University of Texas at Austin Popova, Ivilina Texas State University - San Marcos
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513
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statistical arbitrage, algorithmic trading, slippage
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4.
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Popova, Ivilina Texas State University - San Marcos Popova, Elmira University of Texas at Austin Morton, David University of Texas at Austin - College of Engineering Yau, Jot Seattle University
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341
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5.
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Popova, Ivilina Texas State University - San Marcos Popova, Elmira University of Texas at Austin Morton, David University of Texas at Austin - College of Engineering Yau, Jot Seattle University
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274
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6.
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Popova, Ivilina Texas State University - San Marcos Popova, Elmira University of Texas at Austin George, Edward University of Pennsylvania - Statistics Department
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20 Mar 08
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Last Revised:
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22 May 12
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270
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Mortgage Prepayment Rates, Mortgage Backed Securities Pricing, Gibbs Sampling
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7.
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Brous, Peter A. Seattle University Ince, Ufuk University of Washington, Bothell - Business Popova, Ivilina Texas State University - San Marcos
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209
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Volatility forecasting, Options, Liquidity
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8.
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Morton, David University of Texas at Austin - College of Engineering Popova, Ivilina Texas State University - San Marcos
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56
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1
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Hedge funds, Portfolio risk, Portfolio optimization, Asset allocation, Utility func
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9.
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Popova, Ivilina Texas State University - San Marcos Morton, David University of Texas at Austin - College of Engineering Popova, Elmira University of Texas at Austin
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48
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3
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10.
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Galenko, Alexander The University of Texas at Austin Popova, Elmira University of Texas at Austin Popova, Ivilina Texas State University - San Marcos
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