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Efficient portfolios computed with moment-based bounds

Morton, David P.; Dokov, Steftcho; Popova, Ivilina - In: Finance research letters 51 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014291616

Efficient fund of hedge funds construction under downside risk measures

Morton, David P.; Popova, Elmira; Popova, Ivilina - In: Journal of Banking & Finance 30 (2006) 2, pp. 503-518

Persistent link: https://www.econbiz.de/10005201493

Threats to central bank independence and exchange rate volatility : high-frequency identification with Trump's Fed tweets

Liu, Yifan; Popova, Ivilina - In: Finance research letters 53 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472436

A review of the literature on LNG : hubs development, market integration, and price discovery

Hupka, Yuri; Popova, Ivilina; Simkins, Betty J.; Lee, Thomas - In: Journal of commodity markets 31 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014477787

Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin

Popova, Ivilina; Yau, Jot - In: Applied economics letters 30 (2023) 12, pp. 1618-1626

Persistent link: https://www.econbiz.de/10014304579

Bayesian failure-rate modeling and preventive maintenance optimization

Belyi, Dmitriy; Popova, Elmira; Morton, David P.; … - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1085-1093

Persistent link: https://www.econbiz.de/10011802470

Optimizing Benchmark-Based Utility Functions

Morton, David; Popova, Elmira; Popova, Ivilina; Zhong, Ming - In: Bulletin of the Czech Econometric Society 10 (2003)

We Consider Four Utility Functions, Each Of Which Incorporates A Benchmark To Better Capture The Motivations Of Today's Portfolio Managers. Assuming Instrument Returns Are Normally Distributed, We Establish Conditions Under Which Optimal Portfolios For These Utilities Are Mean-Variance Efficient...

Persistent link: https://www.econbiz.de/10008540596

Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers

Byers, John W.; Popova, I.; Simkins, Betty J. - In: Journal of commodity markets 24 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013392402

Renewal reward processes with fuzzy rewards and their applications to T-age replacement policies

Popova, Elmira; Wu, Hsien-Chung - In: European Journal of Operational Research 117 (1999) 3, pp. 606-617

Persistent link: https://www.econbiz.de/10005337693

Bayesian semiparametric analysis for a single item maintenance optimization

Damien, Paul; Galenko, Alexander; Popova, Elmira; … - In: European Journal of Operational Research 182 (2007) 2, pp. 794-805

Persistent link: https://www.econbiz.de/10005151410