Nestor Parolya
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| HDShOP | 2022-11-08 | Software |
| DOSPortfolio | 2021-09-13 | Software |
| Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio | 2021-06-03 | Paper |
| Statistical Inference for the Expected Utility Portfolio in High Dimensions IEEE Transactions on Signal Processing | 2021-01-01 | Paper |
| Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty Quantitative Finance | 2020-05-13 | Paper |
| Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting IEEE Transactions on Signal Processing | 2019-09-01 | Paper |
| Estimation of the global minimum variance portfolio in high dimensions European Journal of Operational Research | 2018-05-30 | Paper |
| Estimation of the global minimum variance portfolio in high dimensions European Journal of Operational Research | 2018-04-01 | Paper |
Research outcomes over time
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