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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 2019Show all

1 paper · 1 filter

q-fin.PM2019★ 19 cited

Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions

Taras Bodnar, Holger Dette, Nestor Parolya +1

Optimal portfolio selection problems are determined by the (unknown) parameters of the data generating process. If an investor wants to realise the position suggested by the optima…

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