Concepedia

Taras Bodnar

TB

51

Publications

1.4K

Citations

23

H-Index

2007

Active since

Affiliations

Stockholm University(Current)

European University Viadrina

Humboldt-Universität zu Berlin

University of Augsburg

Leibniz University Hannover

Taras Bodnar is an author at Stockholm University specializing in statistics, portfolio optimization, and statistical inference.

Top concepts

StatisticsStatistical InferencePortfolio OptimizationManagementEngineeringFinanceAsset PricingPortfolio ManagementBusinessEconomics

Publications per year

2007–2023

51

Publications

51

Bayesian estimation of the global minimum variance portfolio

Taras Bodnar, Stepan Mazur, Yarema Okhrin · European Journal of Operational Research · 2016 · 107 citations · Full text

Portfolio Optimization, Engineering, Uncertainty Quantification +5

Econometrical analysis of the sample efficient frontier

Taras Bodnar, Wolfgang Schmid · European Journal of Finance · 2008 · 86 citations

Asset Allocation, Portfolio Management, Portfolio Choice +18

A test for the weights of the global minimum variance portfolio in an elliptical model

Taras Bodnar, Wolfgang Schmid · Metrika · 2007 · 68 citations

Portfolio Optimization, Management, Econometrics +5

Properties of the singular, inverse and generalized inverse partitioned Wishart distributions

Taras Bodnar, Yarema Okhrin · Journal of Multivariate Analysis · 2008 · 67 citations · Full text

Generalized Inverse, Engineering, Wishart Distributions +8

Direct shrinkage estimation of large dimensional precision matrix

Taras Bodnar, Arjun K. Gupta, Nestor Parolya · Journal of Multivariate Analysis · 2015 · 60 citations

Sparse Representation, Engineering, Direct Shrinkage Estimation +3

Rows per page

1–5 of 51