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T

Taras Bodnar

Stockholm University

23H指数
162论文数
1.8K被引数
收录论文 11
发表时间
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Constructing Bayesian tangency portfolios under short-selling restrictions
errFINANCE RESEARCH LETTERS
IF6.9
err2024-04-01
err0
errOAAI
errBodnar, Olha; Bodnar, Taras; Niklasson, Vilhelm
err分享
err收藏
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
errFINANCE RESEARCH LETTERS
IF6.9
err2023-06-01
err1
errOAAI
errBodnar, Taras; Parolya, Nestor; Thorsen, Erik
err分享
err收藏
Bayesian portfolio selection using VaR and CVaR
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2022-08-01
err14
errOAAI
errBodnar, Taras; Lindholm, Mathias; Niklasson, Vilhelm; Thorsen, Erik
err分享
err收藏
A test on the location of the tangency portfolio on the set of feasible portfolios
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2020-12-01
err11
errOAAI
errMuhinyuza, Stanislas; Bodnar, Taras; Lindholm, Mathias
err分享
err收藏
TESTING FOR INDEPENDENCE OF LARGE DIMENSIONAL VECTORS
errANNALS OF STATISTICS
IF3.7
err2019-10-01
err29
errOAAI
errBodnar, Taras; Dette, Holger; Parolya, Nestor
err分享
err收藏
Estimation of the global minimum variance portfolio in high dimensions
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2018-04-01
err57
errOAAI
errBodnar, Taras; Parolya, Nestor; Schmid, Wolfgang
err分享
err收藏
Bayesian estimation of the global minimum variance portfolio
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-01-01
err61
errOAAI
errBodnar, Taras; Mazur, Stepan; Okhrin, Yarema
err分享
err收藏
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2015-10-01
err27
errOAAI
errBodnar, Taras; Parolya, Nestor; Schmid, Wolfgang
err分享
err收藏
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2015-02-06
err18
PREAI
errBodnar, Taras; Parolya, Nestor; Schmid, Wolfgang
err分享
err收藏
On the equivalence of quadratic optimization problems commonly used in portfolio theory
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2013-09-01
err19
errOAAI
errBodnar, Taras; Parolya, Nestor; Schmid, Wolfgang
err分享
err收藏
Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?风险厌恶系数的边界: 我们应该投资于全局最小方差组合吗？
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2013-01-01
err17
errOAAI
errBodnar, Taras; Okhrin, Yarema
err分享
err收藏

研究方向

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合作学者
合作期刊
H
Holger Dette
H 指数: 48 · 论文数: 820
W
Wolfgang Schmid
H 指数: 30 · 论文数: 318
Y
Yarema Okhrin
H 指数: 19 · 论文数: 97
M
Mathias Lindholm
H 指数: 16 · 论文数: 79
O
Olha Bodnar
H 指数: 14 · 论文数: 76
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