Elmira Popova

University of Texas at Austin

2317 Speedway

Austin, TX Texas 78712

United States

  • University of Texas at Austin

SCHOLARLY PAPERS

7

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2,073

SSRN CITATIONS
Rank 33,830

SSRN RANKINGS

Top 33,830

in Total Papers Citations

2

CROSSREF CITATIONS

30

Scholarly Papers (7)

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1.

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 745 (67,117)
Citation 3

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

2.

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 462 (121,818)
Citation 6

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3.

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 388 (149,135)

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4.

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 356 (164,037)
Citation 1

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Mortgage Prepayment Rates, Mortgage Backed Securities Pricing, Gibbs Sampling

5.

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 122 (441,991)

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statistical arbitrage, algorithmic trading, slippage

7.

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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