Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting. - Taras Bodnar; Solomiia Dmytriv; Nestor Parolya; Wolfgang Schmid (IEEE Trans. Signal Process., 2019)

Statistical Inference for the Expected Utility Portfolio in High Dimensions. - Taras Bodnar; Solomiia Dmytriv; Yarema Okhrin; Nestor Parolya; Wolfgang Schmid (IEEE Trans. Signal Process., 2021)