Yarema Okhrin

Finance · 2006–2016

A researcher in the Science corpus: 6 papers; trusts 17 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom Yarema Okhrin trusts overall

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

  1. Olivier Ledoit
  2. Michael Wolf
  3. Edward I. George
  4. Raymond Kan
  5. R. C. Merton
  6. Bradley Efron
  7. Weijing Wang
  8. Friedrich Schmid
  9. Nicholas Barberis
  10. Wolfgang Schmid

Who trusts Yarema Okhrin overall

  1. Taras Bodnar
  2. Vasyl Golosnoy
  3. Wolfgang Schmid
  4. Gabriel Frahm
  5. Eike C. Brechmann
  6. Poulomi Ganguli
  7. Nestor Parolya
  8. Goeran Kauermann
  9. Christoph Memmel
  10. R. Dennis Cook

Papers from Yarema Okhrin's perspective

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

  1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  2. High dimensional covariance matrix estimation using a factor model
  3. Large Covariance Estimation by Thresholding Principal Orthogonal Complements
  4. Data Analysis Using Stein's Estimator and its Generalizations
  5. Analytical nonlinear shrinkage of large-dimensional covariance matrices (Annals of Statistics)
  6. Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
  7. Estimating High Dimensional Covariance Matrices and its Applications
  8. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
  9. Estimation with Quadratic Loss
  10. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

Their papers