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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

Objective Bayesian meta-analysis based on generalized multivariate random effects model

Bodnar, Olha; Bodnar, Taras - 2021

Persistent link: https://www.econbiz.de/10012604816

Sequential procedures for monitoring covariances of asset returns

Bodnar, Olha - In: Advances in risk management, (pp. 241-264). 2007

Persistent link: https://www.econbiz.de/10003401609

Sequential surveillance of the tangency portfolio weights

Bodnar, Olha - In: International journal of theoretical and applied finance 12 (2009) 6, pp. 797-810

Persistent link: https://www.econbiz.de/10003911241

Bayesian model selection for small datasets of measurement results

Bodnar, Olha - 2021

Persistent link: https://www.econbiz.de/10012604818

Multivariate control charts based on a projection approach

Bodnar, Olha; Schmid, Wolfgang - In: Allgemeines statistisches Archiv : AStA ; journal of … 89 (2005) 1, pp. 75-93

Persistent link: https://www.econbiz.de/10002629808

Multivariate control charts based on a projection approach

Bodnar, Olha; Schmid, Wolfgang - 2004

Persistent link: https://www.econbiz.de/10002395509

Surveillance of the mean behaviour of multivariate time series

Bodnar, Olha; Schmid, Wolfgang - 2008

Persistent link: https://www.econbiz.de/10003800413

Sequential Surveillance of the Tangency Portfolio Weights

Bodnar, Olha - 2009

In this paper we derive sequential procedures for monitoring the structure of the tangency portfolio. A new measure of the distance between the estimated weights and the weights of the holding portfolio is suggested which is used in the derivation of the control schemes. The results are applied...

Persistent link: https://www.econbiz.de/10013153481

Bayesian model selection : application to adjustment of fundamental physical constants

Bodnar, Olha; Eriksson, Viktor - 2021

Persistent link: https://www.econbiz.de/10012604989