Faculty Profile for Dr. Ivilina T Popova

profile photo for Dr. Ivilina T Popova
Dr. Ivilina T Popova
Professor — Finance & Economics
MCOY 562
phone: (512) 245-1733

Biography Section

Biography and Education

Received PhD in Operations Research from Case Western Reserve University, Cleveland, Ohio and MS in Mathematics from Sofia University, Bulgaria.

Research Interests

FinTech, Robo-advising, commodity risk management, portfolio management

Selected Scholarly/Creative Work

  • Popova, I. T., Simkins, B., & Byers, J. (2021). Robust Estimation of Conditional Risk Measures Using Machine Learning Algorithm for Commodity Futures Prices in the Presence of Outliers. Journal of Commodity Markets. https://doi.org/10.1016/j.jcomm.2021.100174
  • Popova, I. T., Wang, C., Mandelli, D., Morton, D., & Hess, S. (n.d.). Stochastic Analysis for Long Term Capital Structures, Systems, and Components Refurbishment and Replacement. Retrieved from https://event.asme.org/POWER-2020
  • Popova, I. T., Jia, Y., Simkins, B., & Wang, Q. (2019). Second and Higher Moments of Fundamentals: A Literature Review. European Financial Management.
  • Popova, I., & Simkins, B. (2015). OTC vs. Exchange Traded Derivatives and Their Impact on Hedging Effectiveness and Corporate Capital Requirements. Journal of Applied Corporate Finance, 27(1).
  • Camara, A., Popova, I., & Simkins, B. (2012). A comparative study of the probability of default for global financial firms. Journal of Banking and Finance, 36, 717–732.

Selected Awards

  • Award / Honor Recipient: 2016 Presidential Distinction Award for Excellence in Teaching, McCoy College of Business Administration. May 2016
  • Award / Honor Recipient: Excellence in Research, Department of Finance and Economics. May 2016
  • Award / Honor Recipient: Nominated: Alpha Chi Favorite Professors, Alpha Chi. May 2015
  • Award / Honor Recipient: Elected: Bulgarian Academy of Arts and Sciences. October 2014
  • Award / Honor Recipient: 2014 Presidential Distinction Award for Excellence in Scholarly/Creative Activities, Texas State University. August 2014

Selected Grants

  • Popova, Ivilina T. Determinants of Liquefied Natural Gas Prices, Federal, $32749. (Submitted: May 2020, Funded: May 2021 - May 2022). Grant.
  • Popova, Ivilina. General Mixture Design of Experiments and Monte Carlo Sampling for Portfolio Optimization, Brazilian Government, Federal, $10000. (Funded: September 2014 - December 2014). Grant.
  • Popova, Ivilina (Principal). Trading in presence of cointegration, Texas State University - San Marcos, Texas State University, $8000. (Funded: 2010 - 2011). Grant.

Selected Service Activities

Program Committee, FMA 2012
Program Committee, SFA 2012
Reviewer, Ad Hoc Reviewer
Algorithmic Finance
Reviewer, Ad Hoc Reviewer
Annals of Applied Probability
Reviewer, Ad Hoc Reviewer
Applied Mathematical Finance