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~person:"Bodnar, Taras"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Analysis of variance"
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Analysis of variance
7
Varianzanalyse
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Portfolio selection
6
Portfolio-Management
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Estimation theory
5
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5
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1971-2005
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Minimum variance portfolio
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Bodnar, Taras
Gribisch, Bastian
5
Herrmann, Andreas
5
Patton, Andrew J.
5
Azadeh, Mohammad Ali
4
Chiu, Wan-Yi
4
De Nard, Gianluca
4
Gijo, E. V.
4
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3
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3
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3
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3
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3
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European journal of operational research : EJOR
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Finance research letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
3
Estimation of the global minimum variance portfolio in high dimensions
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 371-390
Persistent link: https://www.econbiz.de/10011811777
Saved in:
4
Bayesian estimation of the global minimum variance portfolio
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 292-307
Persistent link: https://www.econbiz.de/10011611271
Saved in:
5
Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
Bodnar, Taras
;
Gupta, Arjun K.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1176-1194
Persistent link: https://www.econbiz.de/10011419827
Saved in:
6
Statistical inference of the efficient frontier for dependent asset returns
Bodnar, Taras
;
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Statistical papers
50
(
2009
)
3
,
pp. 593-604
Persistent link: https://www.econbiz.de/10003844054
Saved in:
7
Statistical inference procedure for the mean-variance efficient frontier with estimated parameters
Bodnar, Olha
;
Bodnar, Taras
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
3
,
pp. 295-306
Persistent link: https://www.econbiz.de/10003888645
Saved in:
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