Taras Bodnar

Finance · 2008–2018

A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Taras Bodnar trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yarema Okhrin
  2. Olivier Ledoit
  3. Raymond Kan
  4. R. C. Merton
  5. Gabriel Frahm
  6. Wolfgang Schmid
  7. Michael Wolf
  8. Z. Bai
  9. Guofu Zhou
  10. Andrew L. Rukhin

Who trusts Taras Bodnar overall

  1. R. Dennis Cook
  2. Liliana Forzani

Papers from Taras Bodnar's perspective

Ordered by how strongly the researchers Taras Bodnar trusts endorse each paper. Same corpus, a different order for every researcher.

  1. High dimensional covariance matrix estimation using a factor model
  2. Large Covariance Estimation by Thresholding Principal Orthogonal Complements
  3. Distributional properties of portfolio weights
  4. Optimal Portfolio Choice with Parameter Uncertainty (Journal of Financial and Quantitative Analysis)
  5. Analytical nonlinear shrinkage of large-dimensional covariance matrices (Annals of Statistics)
  6. The Behavior of Stock-Market Prices
  7. Estimating High Dimensional Covariance Matrices and its Applications
  8. On Estimating the Expected Return on the Market: An Exploratory Investigation
  9. DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
  10. Multivariate Shrinkage for Optimal Portfolio Weights

Their papers