Taras Bodnar

Publikationer

2025

Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Dmitry Otryakhin, Nestor Parolya (2025) High-Dimensional portfolio selection with HDShOP package European Journal of Finance (Artikel i tidskrift) Vidare till 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, Artikel 105376 (Artikel i tidskrift) Vidare till 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, s. 365-377 (Artikel i tidskrift) Vidare till DOI

Taras Bodnar, Nestor Parolya, Frederik Veldman (2025) Nonlinear shrinkage test on a large-dimensional covariance matrix Statistica Neerlandica, Vol. 79, Artikel e12348 (Artikel i tidskrift) Vidare till DOI

2024

Taras Bodnar, Nestor Parolya, Frederik Veldman (2024) Linear Shrinkage-Based Hypothesis Test for Large-Dimensional Covariance Matrix Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid, s. 239-257 (Kapitel i bok, del av antologi) Vidare till DOI