Ivilina Popova, PhD

Assistant Professor                                                                Ph.D., Case Western Reserve University
Finance Department                                                               Industry Experience:
Albers School of Business and Economics                                    Deutsche Asset Management, Director
Seattle University                                                                                   Ceiba Asset Management, Partner
Seattle, WA 98122, USA                                                                       Koch Capital Markets, Head of Equity Research

popovai@seattleu.edu                                                            Academic Experience: Krannert Graduate School of Management, Purdue University
(206)-296-5736  (office)

Teaching

All relevant course materials will be posted on Angel (password protected)

• Managerial Finance, MBA 507

• Corporate Financial Management, MBA 515

• Fixed Income Analysis, FINC 591

• Valuation of Derivatives, FINC 542

Research

Published Articles

• Popova I., Popova E. and E. George (2008) "Bayesian forecasting of prepayment rates for individual pools of mortgages", Bayesian Analysis, 3, Number 1, pp. 1-34.

• Popova, I., Popova, E., Morton, D. and J. Yau (2007). “Optimizing Benchmark-Based Portfolios with Hedge Funds”, The Journal of Alternative Investments, Summer 2007, Volume 10, Number 1, 35-55.

• Popova, I., Popova, E., & Morton, D. (2006). Efficient fund of hedge funds construction under downside risk measures, Journal of Banking and Finance, 30, 503-518.

• Morton, D., Popova, E., Popova, I., & Zhong, M. (2003).   Optimizing benchmark-based utility function. Bulletin of the Czech Econometrics Society, Volume 10, Issue 18, 1-18.

• Duan, J., Popova, I., & Ritchken, P. (2002).   Option Pricing under Regime Switching. Quantitative Finance, 2, 116-132.

• Haubrich, J. & Popova, I. (1998).   Executive Compensation - A Calibration Approach. Economic Theory, 12 (3), 561-581.

• Ritchken, P., Popova, I., & Thomson, J. (1998).   The Changing Role of Banks and the Changing Value of Deposit Guarantees. Advances in International Banking and Finance, 3, 1-22.

• Popova, I. & Ritchken, P. (1998).   On Bounding Option Prices in Paretian Stable Markets. Journal of Derivatives, 5 (4), 32-43.

• Janicki, A., Popova, I., Ritchken, P., & Woyczynski, W. (1997).   Option Pricing Bounds in an a-Stable Security Market. Communications in Statistics: Stochastic Models, 13 (4), 817-839.

Working Papers

• Popova I. and D. Morton, "The Case for Covariance Risk"

• Popova I. and E. Popova, "The art and science of creating a trading strategy"

• Galenko A., Popova E. and Popova I., “Investment decisions in the presence of long term dependencies”

• Brous P., Ince U. and I. Popova, "Historical and Implied Volatility Measures for Individual Stocks”

• Camara A., Popova I. and B. Simkins, “Measuring Bankruptcy Risk for Companies in Trouble”