Cutler Center 2012-2013 Annual Report - Babson College

o AFFI Conference, Paris France -- discussant “Investor Horizon and Innovation: Evidence
from Private Equity Funds”
Future Publications:
o “Grandstanding versus rent-seeking: The role of venture capital reputation in IPO
markets"
o “Down Market IPOs: Trash or Treasure”
Professional Development:
o Associate Editor, Review of Accounting and Finance
o AFFI, International Conference
Service Activity:
o Babson Young Alumni Mentor Network
o New York Investment Banking Trip
o Undergraduate Core Curriculum Review Committee
o MCE Finance Coordinator
o Faculty Advisor Babson Investment Banking Association
Dessislava Pachamanova
Over the past academic year, Professor Pachamanova has co-authored a paper entitled “A
Robust Optimization Approach to Asset Liability Management under Time-Varying Investment
Opportunities” that will appear in June 2013 issue of the Journal of Banking and Finance (37(6):
2031-2041).
A number of book chapters that were authored and coauthored by Professor Pachamanova
have appeared in print, including:
“Equity Portfolio Selection Models in Practice”
“Robust Portfolio Optimization”
"Modeling Asset Price Dynamics”
“Introduction to Financial Modeling with MATLAB”
“Introduction to Visual Basic”
“Monte Carlo Simulation in Finance”
for the Encyclopedia of Financial Models, edited by Frank J. Fabozzi.
Professor Pachamanova wrote an invited peer-reviewed chapter entitled "Robust Portfolio
Selection" that was accepted for publication in the Wiley Encyclopedia of Operations Research
and Management Science, J. Cochran, L. Cox, Jr., P. Keskinocak, J. Kharoufeh, J.C. Smith (eds.).
Professor Pachamanova also gave an invited talk "Constructing Risk Measures from Uncertainty
Sets in Robust Optimization" in the "Best of Women in OR and MS" session at the INFORMS
Annual Meeting in Phoenix, AZ in October 2012, as well as an invited talk on robust strategies
for asset liability management in the "Optimization in Finance" stream at the same conference.
She has been working with a cross-disciplinary group of faculty to increase the presence of
business analytics in the Babson curriculum. She is designing two new courses in business
analytics - one on the graduate and one on the undergraduate level. She has been researching
systems for financial risk analytics, and is currently working on a new book on portfolio analytics
with coauthor Frank J. Fabozzi, Professor of Finance at EDHEC Business School. They have signed
a contract with John Wiley & Sons to deliver the book in early 2014. She has been also working
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