Taras Bodnar

Publikationer

2025

Taras Bodnar, Nestor Parolya (2025) Higher-order nonlinear shrinkage estimator of large-dimensional precision matrix THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS (Artikel i tidskrift) Vidare till DOI

Olha Bodnar, Taras Bodnar, Vilhelm Niklasson (2025) Bayesian regularization of the tangency portfolio Recent developments in Bayesian econometrics and their applications: Festschrift in honour of Sune Karlsson, s. 197-221 (Kapitel i bok, del av antologi)

Taras Bodnar, Nikolaus Hautsch, Yarema Okhrin, Nestor Parolya (2025) Consistent estimation of the high-dimensional efficient frontier European Journal of Finance (Artikel i tidskrift) Vidare till DOI

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

Taras Bodnar, Dmitry Otryakhin, Erik Thorsen (2025) Estimation of the multivariate symmetric stable distribution using the method of moments Communications in Statistics - Theory and Methods, Vol. 54, s. 5039-5056 (Artikel i tidskrift) Vidare till DOI