| Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model O Bodnar, T Bodnar Computational Statistics & Data Analysis 197, 107990, 2024 | | 2024 |
| Incorporating different sources of information for Bayesian optimal portfolio selection O Bodnar, T Bodnar, V Niklasson Journal of Business & Economic Statistics, 1-22, 2024 | | 2024 |
| Objective Bayesian meta-analysis based on generalized marginal multivariate random effects model O Bodnar, T Bodnar Bayesian Analysis 19 (2), 531-564, 2024 | 3 | 2024 |
| Copula modeling from Abe Sklar to the present day C Genest, O Okhrin, T Bodnar Journal of Multivariate Analysis 201, 105278, 2024 | 2 | 2024 |
| Constructing Bayesian tangency portfolios under short-selling restrictions O Bodnar, T Bodnar, V Niklasson Finance Research Letters 62, 105065, 2024 | 1 | 2024 |
| Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications T Bodnar, N Parolya arXiv preprint arXiv:2403.15792, 2024 | 1 | 2024 |
| Control charts for high-dimensional time series with estimated in-control parameters R Bodnar, T Bodnar, W Schmid Sequential Analysis 43 (1), 103-129, 2024 | 1 | 2024 |
| Nonlinear shrinkage test on a large‐dimensional covariance matrix T Bodnar, N Parolya, F Veldman Statistica Neerlandica, 2024 | | 2024 |
| Incorporating different sources of information for Bayesian optimal portfolio selection V Niklasson, T Bodnar, O Bodnar | | 2024 |
| Volatility-sensitive Bayesian estimation of portfolio VaR and CVaR V Niklasson, T Bodnar, E Thorsén Journal of Risk, 2024 | | 2024 |
| Two is better than one: Regularized shrinkage of large minimum variance portfolios T Bodnar, N Parolya, E Thorsén Journal of Machine Learning Research 25 (173), 1-32, 2024 | 1 | 2024 |
| Reverse stress testing in skew-elliptical models J Von Schroeder, T Dickhaus, T Bodnar Theory of Probability and Mathematical Statistics 109, 101-127, 2023 | | 2023 |
| Multi-period power utility optimization under stock return predictability T Bodnar, D Ivasiuk, N Parolya, W Schmid Computational Management Science 20 (1), 4, 2023 | 1 | 2023 |
| Sequential monitoring of high‐dimensional time series R Bodnar, T Bodnar, W Schmid Scandinavian Journal of Statistics 50 (3), 962-992, 2023 | 3 | 2023 |
| Bayesian estimation in multivariate inter-laboratory studies with unknown covariance matrices O Bodnar, T Bodnar Metrologia 60 (5), 054003, 2023 | 1 | 2023 |
| Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions T Bodnar, H Dette, N Parolya, E Thorsén Random Matrices: Theory and Applications 12 (03), 2392001, 2023 | | 2023 |
| Singular conditional autoregressive Wishart model for realized covariance matrices G Alfelt, T Bodnar, F Javed, J Tyrcha Journal of business & economic statistics 41 (3), 833-845, 2023 | 6 | 2023 |
| Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios? T Bodnar, N Parolya, E Thorsén Finance Research Letters 54, 103807, 2023 | 1 | 2023 |
| Gibbs sampler approach for objective Bayeisan inference in elliptical multivariate random effects model O Bodnar, T Bodnar arXiv preprint arXiv:2305.15983, 2023 | 1 | 2023 |
| Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio T Bodnar, N Parolya, E Thorsén IEEE Transactions on Signal Processing 71, 1334-1349, 2023 | 2 | 2023 |
