On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. - Taras Bodnar; Stepan Mazur; Yarema Okhrin (J. Multivar. Anal., 2013)

Singular inverse Wishart distribution and its application to portfolio theory. - Taras Bodnar; Stepan Mazur; Krzysztof Podgórski (J. Multivar. Anal., 2016)

Bayesian estimation of the global minimum variance portfolio. - Taras Bodnar; Stepan Mazur; Yarema Okhrin (Eur. J. Oper. Res., 2017)

Linear Fractional Stable Motion with the rlfsm R Package. - Stepan Mazur; Dmitry Otryakhin (R J., 2020)

Tangency portfolio weights under a skew-normal model in small and large dimensions. - Farrukh Javed; Stepan Mazur; Erik Thorsén (J. Oper. Res. Soc., 2024)

Matrix variate gamma distributions with unrestricted shape parameter. - Tomasz J. Kozubowski; Stepan Mazur; Krzysztof Podgórski (J. Multivar. Anal., 2025)