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Efficient fund of hedge funds...
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Popova, Ivilina
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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
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
Saved in:
5
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/10005878630
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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