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Irena Vodenska
Assistant 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
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).