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Results 1-9 of 9.
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Author(s)
2019
An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection
Gulliksson, Mårten
;
Mazur, Stepan
2018
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory
Bodnar, Taras
;
Mazur, Stepan
;
Podgórski, Krzysztof
;
Tyrcha, Joanna
2018
Bayesian inference for the tangent portfolio
Bauder, David
;
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
2019
Linear Fractional Stable Motion with the RLFSM R Package
Mazur, Stepan
;
Otryakhin, Dmitry
2017
Discriminant analysis in small and large dimensions
Bodnar, Taras
;
Mazur, Stepan
;
Ngailo, Edward
;
Parolya, Nestor
2017
Higher order moments of the estimated tangency portfolio weights
Javed, Farrukh
;
Mazur, Stepan
;
Ngailo, Edward
2017
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions
Bodnar, Taras
;
Mazur, Stepan
;
Parolya, Nestor
2017
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions
Bodnar, Taras
;
Mazur, Stepan
;
Muhinyuza, Stanislas
;
Parolya, Nestor
2018
Estimation of the linear fractional stable motion
Mazur, Stepan
;
Otryakhin, Dmitry
;
Podolskij, Mark
Author
5
Bodnar, Taras
3
Parolya, Nestor
2
Ngailo, Edward
2
Otryakhin, Dmitry
1
Bauder, David
1
Gulliksson, Mårten
1
Javed, Farrukh
1
Muhinyuza, Stanislas
1
Okhrin, Yarema
1
Podgórski, Krzysztof
.
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