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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

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

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

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

Executive compensation : a calibration approach

Haubrich, Joseph Gerard - 1994

Persistent link: https://www.econbiz.de/10013446406

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

Diversification revisited

Kemper, Kris; Lee, Allissa; Simkins, Betty J. - In: Research in international business and finance 26 (2012) 2, pp. 304-316

Persistent link: https://www.econbiz.de/10009618258

Cyberattacks and Impact on Bond Valuation

Iyer, Subramanian R. - 2019

We examine the impact of cyberattacks on bondholder wealth. Unlike stockholders, bondholders do not react in the short-term but do experience negative returns in the one-month event window. Compared to similar firms not subject to cyberattacks, we find that bondholders lost approximately 2% of...

Persistent link: https://www.econbiz.de/10012890112