Taras Bodnar

Publications

2025

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

2024

Taras Bodnar, Vilhelm Niklasson, Erik Thorsen (2024) Volatility-sensitive Bayesian estimation ofportfolio value-at-risk and conditionalvalue-at-risk Journal of Risk, Vol. 26 (Article in journal) Continue to DOI

Olha Bodnar, Taras Bodnar, Vilhelm Niklasson (2024) Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection Journal of business & economic statistics (Article in journal) Continue to DOI

Taras Bodnar, Nestor Parolya, Erik Thorsen (2024) Two is Better Than One: Regularized Shrinkage of Large Minimum Variance Portfolios Journal of machine learning research, Vol. 25 (Article in journal)

Taras Bodnar, Nestor Parolya, Frederik Veldman (2024) Nonlinear shrinkage test on a large-dimensional covariance matrix Statistica Neerlandica (Article in journal) Continue to DOI