Irena Vodenska


Associate Professor of Administrative Sciences

PhD, Boston University
MBA, Vanderbilt University
MS, BS, University of Belgrade

Dr. Vodenska is an expert in international finance and investments, with more than fifteen years of hands-on experience in financial analysis and securities trading on Wall Street and European markets. She is a Chartered Financial Analyst with experience in creating and actively managing hedge funds, specializing in risk arbitrage and convertible fixed-income securities. Vodenska has broad experience in academic teaching and corporate training, and her research interests include statistical finance and applications of quantitative methods in financial modeling.

RESEARCH INTERESTS

  • Comparison between volatility return intervals of the S&P 500 index and two common models
  • Relation between volatility correlation in financial markets and Omori processes
  • Global implications of Financial Institution investment strategies
  • Enterprise size and industry sector impact on the correlations between corporate profitability and executive compensations
  • Corporate Governance Networks: Relation between levels of connectivity of corporate board directors and their spheres of influence
COURSES

  • MET AD 713 – Derivative Securities and Markets
  • MET AD 717- Investment Analysis and Portfolio Management
  • MET MG 472 – Financial Concepts
SCHOLARLY WORKS

Publications

Chitkushev, L., Vodenska, I., and Zlateva, T. “Integrating Informatics into Graduate Finance Programs.” Proc. 7th Annual International Conference on Computer Science and Education (Sofia, Bulgaria, 2011).

Huang, X., Vodenska, I., Wang, F., Havlin, S., and Stanley, H. Eugene. “Identifying Influential Directors in the United States Corporate Governance Network.” Physical Review E-Journal (2011).

“Innovative Web-Based Tools for Finance Education.” Proc. of the 6th Annual International Conference on Computer Science and Education in Computer Science (Fulda/Munich, Germany, June 2010): 60–69.

Vodenska-Chitkushev, I., F.Z. Wang, P. Weber, K. Yamasaki, S. Havlin, and H.E. Stanley. “Comparison between volatility return intervals of the S&P 500 index and two common models.” The European Physical Journal B 61 (2008): 217-223.

Weber, P., F. Wang, I. Vodenska-Chitkushev, S. Havlin, and H.E. Stanley. “Relation between volatility correlation in financial markets and Omori processes occurring on all scales.” Physical Review E 76, no.1 (2007).

Vodenska-Chitkushev, I., F.Z. Wang, S. Havlin, and H.E. Stanley. “Global implications of Financial Institution investment strategies” (in preparation).

Vodenska-Chitkushev, I., X. Huang, S. Havlin, and H.E. Stanley. “Enterprise size and industry sector impact on the correlations between corporate profitability and executive compensations” (in preparation).

Vodenska-Chitkushev, I., S. Havlin, and H.E. Stanley. “Corporate Governance Networks: Relation between levels of connectivity of corporate board directors and their spheres of influence” (in preparation).

Presentations/Lectures

“Impact of Euro Adoption on Emerging European Countries.” Paper presented at the International Euro Conference on Emerging Markets, Slovenia, July 12-14, 2012.

“Cascading Failures in Bi-partite Graphs: Model for Systemic Risk Propagation.” Paper presented at the International Conference on Net and Web Sciences, Northwestern University in Evanston, Ill., June 18-22, 2012.

“Integrative Technology-Enhanced Approaches (ITEA) to Teaching Complex Financial Concepts.” Boston University Instructional Innovation Conference, March 2, 2012. Co-presented with Chitkushev, L., and Burstein, L.

“Similarity of Investment Strategies and Global Financial Crisis.” Paper presented at the Conference on Perspectives and Challenges in Statistical Physics and Complex Systems for the Next Decade,  November 9-11, 2011, Natal, Brazil.

“Using Interactive Synchronous Tablet Tools in Online Finance Courses.” 3rd Instructional Innovation Conference, Boston University, Boston, Mass., March 2011.

“Innovative Web-Based Tools for Finance Education.” 6th Annual International Conference on Computer Science and Education, Fulda, Germany, June 26–29, 2010.

“Advantages of Blended Format for International Programs.” 2nd Annual FABDE Conference on Distance Education, Boston, Mass., May 11, 2010.

“A New Approach for Determining the Influence of Directors in U.S. Corporate Governance Network.” International Conference on Complex Network Science, Cambridge, Mass., May 10–14, 2010.

Grants

“Forecasting Financial Crisis—International Cooperation.” European Union, $300,000.

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