| 1 Appendix: Proofs T Bodnar, Y Okhrin, N Parolya Dimensions 41 (1), 140-156, 0 | | |
| 3 MICT T Bodnar, S Mazur, Y Okhrin | | |
| A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function T Bodnar, N Parolya, W Schmid Annals of Operations Research 229, 121-158, 2015 | 30 | 2015 |
| A linear test for the global minimum variance portfolio for small sample and singular covariance T Bodnar, S Mazur, K Podgorski | | 2015 |
| A test for the global minimum variance portfolio for small sample and singular covariance T Bodnar, S Mazur, K Podgórski AStA Advances in Statistical Analysis 101, 253-265, 2017 | 20 | 2017 |
| A test for the weights of the global minimum variance portfolio in an elliptical model T Bodnar, W Schmid Metrika 67, 127-143, 2008 | 78 | 2008 |
| A test on the location of the tangency portfolio on the set of feasible portfolios S Muhinyuza, T Bodnar, M Lindholm Applied Mathematics and Computation 386, 125519, 2020 | 17 | 2020 |
| An exact test about the covariance matrix AK Gupta, T Bodnar Journal of Multivariate Analysis 125, 176-189, 2014 | 13 | 2014 |
| An exact test for a column of the covariance matrix based on a single observation T Bodnar, AK Gupta Metrika 76, 847-855, 2013 | | 2013 |
| An exact test on structural changes in the weights of the global minimum variance portfolio T Bodnar Quantitative Finance 9 (3), 363-370, 2009 | 3 | 2009 |
| An identity for multivariate elliptically contoured matrix distribution T Bodnar, AK Gupta Statistics & probability letters 79 (10), 1327-1330, 2009 | 6 | 2009 |
| Application in Portfolio Theory AK Gupta, T Varga, T Bodnar, AK Gupta, T Varga, T Bodnar Elliptically Contoured Models in Statistics and Portfolio Theory, 237-271, 2013 | | 2013 |
| Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data T Bodnar, W Schmid, T Zabolotskyy Metrika 76, 1105-1134, 2013 | 19 | 2013 |
| Basic Properties AK Gupta, T Varga, T Bodnar, AK Gupta, T Varga, T Bodnar Elliptically Contoured Models in Statistics and Portfolio Theory, 15-57, 2013 | | 2013 |
| Bayesian estimation in multivariate inter-laboratory studies with unknown covariance matrices O Bodnar, T Bodnar Metrologia 60 (5), 054003, 2023 | 1 | 2023 |
| Bayesian estimation of the efficient frontier D Bauder, R Bodnar, T Bodnar, W Schmid Scandinavian Journal of Statistics 46 (3), 802-830, 2019 | 16 | 2019 |
| Bayesian estimation of the global minimum variance portfolio T Bodnar, S Mazur, Y Okhrin European Journal of Operational Research 256 (1), 292-307, 2017 | 90 | 2017 |
| Bayesian inference for the tangent portfolio D Bauder, T Bodnar, S Mazur, Y Okhrin International Journal of Theoretical and Applied Finance 21 (08), 1850054, 2018 | 24 | 2018 |
| Bayesian inference of the multi-period optimal portfolio for an exponential utility D Bauder, T Bodnar, N Parolya, W Schmid Journal of Multivariate Analysis 175, 104544, 2020 | 9 | 2020 |
| Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty D Bauder, T Bodnar, N Parolya, W Schmid Quantitative Finance 21 (2), 221-242, 2021 | 58 | 2021 |
