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Efficient fund of hedge funds...
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Morton, David P.
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ECONIS (ZBW)
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1
Trading in the presence of cointegration
Galenko, Alexander
;
Popova, Elmira
;
Popova, Ivilina
- In:
The journal of alternative investments
15
(
2012/13
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10009573445
Saved in:
2
Modeling hedge fund leverage via power utility with subsistence
Morton, David P.
;
Popova, Ivilina
- In:
Journal of derivatives & hedge funds
19
(
2013
)
2
,
pp. 77-85
Persistent link: https://www.econbiz.de/10010209502
Saved in:
3
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
Saved in:
4
FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana
;
Câmara, António
;
Popova, Ivilina
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
Saved in:
5
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
6
OTC vs. exchange traded derivatives and their impact on hedging effectiveness and corporate capital requirements
Popova, Ivilina
;
Simkins, Betty J.
- In:
Journal of applied corporate finance : JACF
27
(
2015
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10011294219
Saved in:
7
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
8
Executive compensation : a calibration approach
Haubrich, Joseph Gerard
;
Popova, Ivilina
- In:
Economic theory : official journal of the Society for …
12
(
1998
)
3
,
pp. 561-581
Persistent link: https://www.econbiz.de/10001389273
Saved in:
9
A comparative study of the probability of default for global financial firms
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 717-732
Persistent link: https://www.econbiz.de/10009540501
Saved in:
10
The changing role of banks and the changing value of deposit guarantees
Ritchken, Peter H.
-
1995
Persistent link: https://www.econbiz.de/10013446284
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