Ivilina Popova

Finance · 2002–2006

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Ivilina Popova trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jin-Chuan Duan
  2. Lawrence R. Glosten
  3. R. Tyrrell Rockafellar

Who trusts Ivilina Popova overall

  1. A. Bélanger

Papers from Ivilina Popova's perspective

Ordered by how strongly the researchers Ivilina Popova trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Conditional Value-at-Risk for General Loss Distributions
  2. American option pricing under GARCH by a Markov chain approximation
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Generalized autoregressive conditional heteroskedasticity
  5. Expected Shortfall: a natural coherent alternative to Value at Risk
  6. Optimization of conditional value-at risk
  7. Coherent Risk Measures on General Probability Spaces
  8. Risk contributions and performance measurement
  9. Generalized deviations in risk analysis (Finance and Stochastics)
  10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers