Ivilina Popova

Texas State University

Professor

601 University Drive

San Marcos, TX 78666-4616

United States

http://https://faculty.txst.edu/profile/520678

  • Texas State University

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 25,920

in Total Papers Downloads

3,461

SSRN CITATIONS
Rank 26,770

SSRN RANKINGS

Top 26,770

in Total Papers Citations

9

CROSSREF CITATIONS

31

Scholarly Papers (13)

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1.

A Clinical Study of the Probability of Default for Global Financial Firms Affected by the Subprime Mortgage Crisis

Number of pages: 51 Posted: 11 Aug 2005 Last Revised: 02 Oct 2009
Antonio Camara, Ivilina Popova and Betty J. Simkins
Oklahoma State University, Stillwater - College of Business Administration, Texas State University and Oklahoma State University - Stillwater - Department of Finance
Downloads 739 (60,266)
Citation 2

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bankruptcy risk, default probability, sub-prime mortgage crisis, option valuation, ratings, z-score, financial distress

2.

Efficient Fund of Hedge Funds Construction Under Downside Risk Measures

Journal of Banking and Finance, Forthcoming
Number of pages: 23 Posted: 04 May 2006
David Morton, Ivilina Popova and Elmira Popova
University of Texas at Austin - College of Engineering, Texas State University and University of Texas at Austin
Downloads 733 (60,917)
Citation 3

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Portfolio choice, expected regret, hedge funds, fund of funds, portfolio optimization, Monte Carlo simulation

3.

Optimal Hedge Fund Allocation with Asymmetric Preferences and Distributions

Number of pages: 45 Posted: 04 May 2006
Ivilina Popova, Elmira Popova, David Morton and Jot Yau
Texas State University, University of Texas at Austin, University of Texas at Austin - College of Engineering and Seattle University
Downloads 444 (113,606)
Citation 6

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4.

Optimizing Benchmark-Based Portfolios with Hedge Funds

Number of pages: 41 Posted: 24 May 2007
Ivilina Popova, Elmira Popova, David Morton and Jot Yau
Texas State University, University of Texas at Austin, University of Texas at Austin - College of Engineering and Seattle University
Downloads 360 (144,314)

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5.

Bayesian Forecasting of Prepayment Rates for Individual Pools of Mortgages

Number of pages: 31 Posted: 20 Mar 2008 Last Revised: 22 May 2012
Ivilina Popova, Elmira Popova and Edward George
Texas State University, University of Texas at Austin and University of Pennsylvania - Statistics Department
Downloads 342 (152,519)
Citation 1

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Mortgage Prepayment Rates, Mortgage Backed Securities Pricing, Gibbs Sampling

6.

Volatility Forecasting and Liquidity: Evidence from Individual Stocks

Number of pages: 30 Posted: 24 May 2008
Peter A. Brous, Ufuk Ince and Ivilina Popova
Seattle University, University of Washington, Bothell - Business and Texas State University
Downloads 258 (204,413)
Citation 1

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Volatility forecasting, Options, Liquidity

7.

Higher-Order Moments of Fundamentals: A Literature Review

Number of pages: 35 Posted: 28 Mar 2017 Last Revised: 19 Aug 2017
Yuecheng Jia, Ivilina Popova and Betty J. Simkins
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Texas State University and Oklahoma State University - Stillwater - Department of Finance
Downloads 179 (287,360)
Citation 1

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Fundamental Higher-Order Moments, Granular Hypothesis, Network Origin

8.

Optimizing Benchmark-Based Utility Functions

Bulletin of the Czech Econometrics Society, Vol. 10, No. 18, May 2003
Number of pages: 23 Posted: 08 May 2006
Ivilina Popova, David Morton and Elmira Popova
Texas State University, University of Texas at Austin - College of Engineering and University of Texas at Austin
Downloads 114 (411,799)

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9.

Asset Allocation with Subsistence: The Role of Returns' Higher Moments

Number of pages: 33 Posted: 04 Dec 2009
David Morton and Ivilina Popova
University of Texas at Austin - College of Engineering and Texas State University
Downloads 111 (419,902)
Citation 1

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Hedge funds, Portfolio risk, Portfolio optimization, Asset allocation, Utility func

10.

Robust Estimation of Conditional Risk Measures for Crude Oil and Natural Gas Futures Prices in the Presence of Outliers

Number of pages: 51 Posted: 14 Feb 2018 Last Revised: 31 Jan 2023
Joe Wayne Byers, Ivilina Popova and Betty J. Simkins
Oklahoma State University Spears School of Business Department of Finance, Texas State University and Oklahoma State University - Stillwater - Department of Finance
Downloads 103 (442,989)

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Value at Risk, Conditional Value at Risk, Outlier Detection, Risk Capital

11.

A Review of the Literature on LNG Hubs Development, Market Integration, and Price Discovery

Number of pages: 46 Posted: 22 Sep 2022
Yuri Hupka, Ivilina Popova, Betty J. Simkins and Thomas K Lee
Oklahoma City University - Meinders School of Business, Texas State University, Oklahoma State University - Stillwater - Department of Finance and Energy Information Administration - US DOE
Downloads 78 (531,789)

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Climate Finance, Energy Finance, Liquefied Natural Gas, Market Integration, Natural Gas, Price Discovery

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statistical arbitrage, algorithmic trading, slippage

13.

Trading in the Presence of Cointegration

Posted: 23 Oct 2007
Alexander Galenko, Elmira Popova and Ivilina Popova
The University of Texas at Austin, University of Texas at Austin and Texas State University

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