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subject:"Theory"
~person:"Bodnar, Taras"
~person:"Gouriéroux, Christian"
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Bodnar, Taras
Gouriéroux, Christian
Fabozzi, Frank J.
68
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30
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27
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27
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25
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ECONIS (ZBW)
21
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1
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
Saved in:
2
Multi-period power utility optimization under stock return predictability
Bodnar, Taras
;
Ivasiuk, Dmytro
;
Parolya, Nestor
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014228499
Saved in:
3
Quantile-based optimal portfolio selection
Bodnar, Taras
;
Lindholm, Mathias
;
Thorsén, Erik
; …
- In:
Computational management science
18
(
2021
)
3
,
pp. 299-324
Persistent link: https://www.econbiz.de/10012615134
Saved in:
4
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
Saved in:
5
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
6
Mean-variance efficiency of optimal power and logarithmic utility portfolios
Bodnar, Taras
;
Ivasiuk, Dmytro
;
Parolya, Nestor
; …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 675-698
Persistent link: https://www.econbiz.de/10012321865
Saved in:
7
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
Saved in:
8
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
9
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
-
2015
Persistent link: https://www.econbiz.de/10011283724
Saved in:
10
Granularity adjustment for efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
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