| Estimation of the global minimum variance portfolio in high dimensions T Bodnar, N Parolya, W Schmid European Journal of Operational Research 266 (1), 371-390, 2018 | 100 | 2018 |
| Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty D Bauder, T Bodnar, N Parolya, W Schmid Quantitative Finance 21 (2), 221-242, 2021 | 69 | 2021 |
| Direct shrinkage estimation of large dimensional precision matrix T Bodnar, AK Gupta, N Parolya Journal of Multivariate Analysis 146, 223-236, 2016 | 60 | 2016 |
| Optimal shrinkage-based portfolio selection in high dimensions T Bodnar, Y Okhrin, N Parolya Journal of Business & Economic Statistics 41 (1), 140-156, 2022 | 54 | 2022 |
| Testing for independence of large dimensional vectors T Bodnar, H Dette, N Parolya The Annals of Statistics 47 (5), 2977-3008, 2019 | 52 | 2019 |
| On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix T Bodnar, AK Gupta, N Parolya Journal of Multivariate Analysis 132 (C), 215-228, 2014 | 50 | 2014 |
| On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability T Bodnar, N Parolya, W Schmid European Journal of Operational Research 246 (2), 528-542, 2015 | 49 | 2015 |
| On the equivalence of quadratic optimization problems commonly used in portfolio theory T Bodnar, N Parolya, W Schmid European Journal of Operational Research 229 (3), 637-644, 2013 | 43 | 2013 |
| Tests for the weights of the global minimum variance portfolio in a high-dimensional setting T Bodnar, S Dmytriv, N Parolya, W Schmid IEEE Transactions on Signal Processing 67 (17), 4479-4493, 2019 | 31 | 2019 |
| A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function T Bodnar, N Parolya, W Schmid Annals of Operations Research 229 (1), 121-158, 2015 | 30 | 2015 |
| Optimal shrinkage estimator for high-dimensional mean vector T Bodnar, O Okhrin, N Parolya Journal of Multivariate Analysis 170, 63-79, 2019 | 26 | 2019 |
| Recent advances in shrinkage-based high-dimensional inference O Bodnar, T Bodnar, N Parolya Journal of Multivariate Analysis 188, 104826, 2022 | 22 | 2022 |
| Statistical inference for the expected utility portfolio in high dimensions T Bodnar, S Dmytriv, Y Okhrin, N Parolya, W Schmid IEEE Transactions on Signal Processing 69, 1-14, 2020 | 20 | 2020 |
| On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension T Bodnar, S Mazur, S Muhinyuza, N Parolya Theory of Probability and Mathematical Statistics, 2019 | 19 | 2019 |
| Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions T Bodnar, H Dette, N Parolya, E Thorsén Random Matrices: Theory and Applications 11 (01), 2250008, 2022 | 18 | 2022 |
| Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions T Bodnar, S Mazur, N Parolya Scandinavian Journal of Statistics, 2019 | 17 | 2019 |
| Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix T Bodnar, H Dette, N Parolya Journal of Multivariate Analysis 148, 160-172, 2016 | 14 | 2016 |
| Mean-variance efficiency of optimal power and logarithmic utility portfolios T Bodnar, D Ivasiuk, N Parolya, W Schmid Mathematics and Financial Economics 14, 675-698, 2020 | 13 | 2020 |
| Log determinant of large correlation matrices under infinite fourth moment J Heiny, N Parolya Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 60 (2 …, 2024 | 11 | 2024 |
| Logarithmic law of large random correlation matrices N Parolya, J Heiny, D Kurowicka Bernoulli 30 (1), 346-370, 2024 | 10* | 2024 |
Taras BodnarProfessor, Linköping UniversityZweryfikowany adres z liu.se
