Nestor Parolya

From MaRDI portal
Person:90166

Available identifiers

MaRDI QIDQ90166

List of research outcomes





PublicationDate of PublicationType
HDShOP2022-11-08Software
DOSPortfolio2021-09-13Software
Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio2021-06-03Paper
Statistical Inference for the Expected Utility Portfolio in High Dimensions2021-01-01Paper
Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty2020-05-13Paper
Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting2019-09-01Paper
Estimation of the global minimum variance portfolio in high dimensions2018-05-30Paper
Estimation of the global minimum variance portfolio in high dimensions2018-04-01Paper

Research outcomes over time

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