Taras Bodnar

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
BayesMultMeta	2022-06-09	Software
DOSPortfolio	2021-09-13	Software
Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio (available as arXiv preprint)	2021-06-03	Paper
Objective Bayesian meta-analysis based on generalized multivariate random effects model (available as arXiv preprint)	2021-04-05	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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