Faculty Profile 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 managementSelected Scholarly/Creative Work
- Popova, I. T., Hupka, Y., Simkins, B., & Lee, T. (2023). A review of the literature on LNG: Hubs development, market integration, and price discovery. Journal of Commodity Markets, 31.
- Popova, I. T., & Liu, Y. (2023). Threats to Central Bank Independence and Exchange Rate Volatility: High-Frequency Identification with Trump’s Fed Tweets. Finance Research Letters, 53.
- Popova, I. T., Morton, D., & Dokov, S. (2023). Efficient Portfolios Computed with Moment - Based Bounds. Finance Research Letters, 51.
- Popova, I. T., & Yau, J. (2022). Computing optimal portfolios of multi-assets with tail risk: The case of bitcoin. Applied Economics Letters.
- 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.
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.