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Bayesian inference for the tangent portfolio
Bauder, David; Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-27
Persistent link: https://www.econbiz.de/10011970903
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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
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Bayesian mean-variance analysis : optimal portfolio selection under parameter uncertainty
Bauder, David; Bodnar, Taras; Parolya, Nestor; Schmid, … - In: Quantitative finance 21 (2021) 2, pp. 221-242
Persistent link: https://www.econbiz.de/10012424557
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Objective Bayesian meta-analysis based on generalized multivariate random effects model
Bodnar, Olha; Bodnar, Taras - 2021
Persistent link: https://www.econbiz.de/10012604816
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Constructing Bayesian tangency portfolios under short-selling restrictions
Bodnar, Olha; Bodnar, Taras; Niklasson, Vilhelm - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530749