Taras Bodnar

Publikationer

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, Artikel 105376 (Artikel i tidskrift) Vidare till 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 (Artikel i tidskrift) Vidare till DOI

Olha Bodnar, Taras Bodnar, Vilhelm Niklasson (2024) Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection Journal of business & economic statistics (Artikel i tidskrift) Vidare till 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, Artikel 173 (Artikel i tidskrift)

Taras Bodnar, Nestor Parolya, Frederik Veldman (2024) Nonlinear shrinkage test on a large-dimensional covariance matrix Statistica Neerlandica (Artikel i tidskrift) Vidare till DOI