Narrow search
Showing 1 - 4 of 4
Cover Image
On the unbiased estimator of the efficient frontier
Bodnar, Olha; Bodnar, Taras - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1065-1073
Persistent link: https://www.econbiz.de/10008906212
Cover Image
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
Cover Image
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
Cover Image
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