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researcher

Taras Bodnar

32 papers hereh-index 221.7k citations124 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author28
  • middle author2
  • last author2

Across the 32 of 32 papers where every author was matched, so the position is known.

fields
  • math.ST14
  • q-fin.ST8
  • q-fin.PM7
  • stat.ME2
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20122024
most citedEstimation of the Global Minimum Variance Portfolio in High Dimensions

113 citations · 564 across the 30 of their papers we have counts for

collaborators
Showing 2014 · math.STShow all

1 paper · 2 filters

math.ST2014

Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications

Taras Bodnar, Markus Reiss

In the paper, we suggest three tests on the validity of a factor model which can be applied for both small dimensional and large dimensional data. Both the exact and asymptotic dis…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.