Ivilina Popova

458 total citations
30 papers, 288 citations indexed

About

Ivilina Popova is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Ivilina Popova has authored 30 papers receiving a total of 288 indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 20 papers in Economics and Econometrics and 10 papers in Management Science and Operations Research. Recurrent topics in Ivilina Popova's work include Stochastic processes and financial applications (14 papers), Financial Markets and Investment Strategies (13 papers) and Market Dynamics and Volatility (10 papers). Ivilina Popova is often cited by papers focused on Stochastic processes and financial applications (14 papers), Financial Markets and Investment Strategies (13 papers) and Market Dynamics and Volatility (10 papers). Ivilina Popova collaborates with scholars based in United States, Poland and China. Ivilina Popova's co-authors include Peter Ritchken, Elmira Popova, Jin‐Chuan Duan, David P. Morton, Betty J. Simkins, Joseph G. Haubrich, Jot Yau, Aleksander Janicki, Wojbor A. Woyczyński and Edward I. George and has published in prestigious journals such as Journal of Banking & Finance, Finance research letters and Quantitative Finance.

In The Last Decade

Ivilina Popova

24 papers receiving 266 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Ivilina Popova United States	9	233	141	45	45	44	30	288
Xinfeng Ruan New Zealand	10	224 1.0×	171 1.2×	29 0.6×	32 0.7×	27 0.6×	47	288
Elise Gourier Switzerland	8	229 1.0×	107 0.8×	24 0.5×	29 0.6×	19 0.4×	14	266
Manuel Moreno Spain	10	230 1.0×	150 1.1×	34 0.8×	11 0.2×	44 1.0×	41	322
Antoine Frachot France	9	198 0.8×	155 1.1×	74 1.6×	32 0.7×	47 1.1×	12	282
Daniel Giamouridis United States	11	293 1.3×	169 1.2×	67 1.5×	96 2.1×	55 1.3×	36	351
Nicolas Papageorgiou Canada	10	239 1.0×	151 1.1×	39 0.9×	41 0.9×	43 1.0×	38	279
Christoph Wagner Germany	4	274 1.2×	104 0.7×	51 1.1×	102 2.3×	23 0.5×	5	331
Valeriy Zakamulin Norway	10	253 1.1×	180 1.3×	110 2.4×	32 0.7×	50 1.1×	60	329

Countries citing papers authored by Ivilina Popova

Since Specialization

Citations

This map shows the geographic impact of Ivilina Popova's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ivilina Popova with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ivilina Popova more than expected).

Fields of papers citing papers by Ivilina Popova

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ivilina Popova. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ivilina Popova. The network helps show where Ivilina Popova may publish in the future.

Co-authorship network of co-authors of Ivilina Popova

This figure shows the co-authorship network connecting the top 25 collaborators of Ivilina Popova. A scholar is included among the top collaborators of Ivilina Popova based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ivilina Popova. Ivilina Popova is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Popova, Ivilina, et al.. (2023). A review of the literature on LNG: Hubs development, market integration, and price discovery. Journal of commodity markets. 31. 100349–100349. 5 indexed citations

Popova, Ivilina, et al.. (2023). Threats to central bank independence and exchange rate volatility: High-frequency identification with Trump’s Fed tweets. Finance research letters. 53. 103641–103641. 2 indexed citations

Popova, Ivilina, et al.. (2021). Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers. Journal of commodity markets. 24. 100174–100174. 2 indexed citations

Popova, Ivilina, et al.. (2019). Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB. 982. 1–5.

Popova, Ivilina, et al.. (2019). Second and higher moments of fundamentals: A literature review. European Financial Management. 26(1). 216–237. 1 indexed citations

Morton, David P., et al.. (2017). Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds. 1–5. 3 indexed citations

Popova, Ivilina & Betty J. Simkins. (2015). OTC vs. Exchange Traded Derivatives and Their Impact on Hedging Effectiveness and Corporate Capital Requirements. Journal of applied corporate finance. 27(1). 63–70. 6 indexed citations

Morton, David P. & Ivilina Popova. (2013). Modeling hedge fund leverage via power utility with subsistence. 19(2). 77–85. 1 indexed citations

Popova, Ivilina, et al.. (2011). A comparative study of the probability of default for global financial firms. Journal of Banking & Finance. 36(3). 717–732. 29 indexed citations

10.

Brous, Peter A., et al.. (2010). Volatility forecasting and liquidity: Evidence from individual stocks. 16(2). 144–159. 4 indexed citations

11.

Morton, David P. & Ivilina Popova. (2009). Asset Allocation with Subsistence: The Role of Returns' Higher Moments. SSRN Electronic Journal. 2 indexed citations

12.

Popova, Elmira, et al.. (2009). Simulating cointegrated time series. Proceedings of the 2009 Winter Simulation Conference (WSC). 7. 483–493. 1 indexed citations

13.

Popova, Ivilina, David P. Morton, Elmira Popova, & Jot Yau. (2007). Optimizing Benchmark-Based Portfolios with Hedge Funds. The Journal of Alternative Investments. 10(1). 35–55. 10 indexed citations

14.

Popova, Elmira, et al.. (2007). Trading in the Presence of Cointegration. SSRN Electronic Journal. 7 indexed citations

15.

Popova, Ivilina, Elmira Popova, David P. Morton, & Jot Yau. (2007). Optimizing Benchmark-Based Portfolios with Hedge Funds. SSRN Electronic Journal. 3 indexed citations

16.

Popova, Ivilina, Elmira Popova, David P. Morton, & Jot Yau. (2006). Optimal Hedge Fund Allocation with Asymmetric Preferences and Distributions. SSRN Electronic Journal. 15 indexed citations

17.

Morton, David P., et al.. (2006). Jackknife Estimators for Reducing Bias in Asset Allocation. 10. 783–791. 9 indexed citations

18.

Morton, David P., et al.. (2003). Optimizing Benchmark-Based Utility Functions. RePEc: Research Papers in Economics. 10(18). 1–18. 7 indexed citations

19.

Haubrich, Joseph G. & Ivilina Popova. (1998). Executive compensation: a calibration approach. Economic Theory. 12(3). 561–581. 15 indexed citations

20.

Popova, Ivilina & Peter Ritchken. (1998). On Bounding Option Prices in Paretian Stable Markets. The Journal of Derivatives. 5(4). 32–43. 12 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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