Taras Bodnar

Publications

2025

Taras Bodnar, Nikolaus Hautsch, Yarema Okhrin, Nestor Parolya (2025) Consistent estimation of the high-dimensional efficient frontier European Journal of Finance (Article in journal) Continue to DOI

Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Dmitry Otryakhin, Nestor Parolya (2025) High-Dimensional portfolio selection with HDShOP package European Journal of Finance (Article in journal) Continue to DOI

Olha Bodnar, Taras Bodnar (2025) Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies Journal of Multivariate Analysis, Vol. 205, Article 105376 (Article in journal) Continue to DOI

Olha Bodnar, Taras Bodnar, Vilhelm Niklasson (2025) Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection Journal of business & economic statistics, Vol. 43, p. 365-377 (Article in journal) Continue to DOI

Taras Bodnar, Nestor Parolya, Frederik Veldman (2025) Nonlinear shrinkage test on a large-dimensional covariance matrix Statistica Neerlandica, Vol. 79, Article e12348 (Article in journal) Continue to DOI