Surveillance of the covariance matrix based on the properties of the singular Wishart distribution. - Olha Bodnar; Taras Bodnar; Yarema Okhrin (Comput. Stat. Data Anal., 2009)

Estimation and inference for dependence in multivariate data. - Olha Bodnar; Taras Bodnar; Arjun K. Gupta (J. Multivar. Anal., 2010)

Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio? - Taras Bodnar; Yarema Okhrin (Appl. Math. Comput., 2013)

On the equivalence of quadratic optimization problems commonly used in portfolio theory. - Taras Bodnar; Nestor Parolya; Wolfgang Schmid (Eur. J. Oper. Res., 2013)

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)

The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility. - Taras Bodnar; Nestor Parolya; Wolfgang Schmid (OR, 2014)

On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix. - Taras Bodnar; Arjun K. Gupta; Nestor Parolya (J. Multivar. Anal., 2014)

An exact test about the covariance matrix. - Arjun K. Gupta; Taras Bodnar (J. Multivar. Anal., 2014)

A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function. - Taras Bodnar; Nestor Parolya; Wolfgang Schmid (Ann. Oper. Res., 2015)

On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability. - Taras Bodnar; Nestor Parolya; Wolfgang Schmid (Eur. J. Oper. Res., 2015)

Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix. - Taras Bodnar; Holger Dette; Nestor Parolya (J. Multivar. Anal., 2016)

Direct shrinkage estimation of large dimensional precision matrix. - Taras Bodnar; Arjun K. Gupta; Nestor Parolya (J. Multivar. Anal., 2016)

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

Exact and asymptotic tests on a factor model in low and large dimensions with applications. - Taras Bodnar; Markus Reiß (J. Multivar. Anal., 2016)

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

Determination and estimation of risk aversion coefficients. - Taras Bodnar; Yarema Okhrin; Valdemar Vitlinskyy; Taras Zabolotskyy (Comput. Manag. Sci., 2018)

Estimation of the global minimum variance portfolio in high dimensions. - Taras Bodnar; Nestor Parolya; Wolfgang Schmid (Eur. J. Oper. Res., 2018)

Optimal shrinkage estimator for high-dimensional mean vector. - Taras Bodnar; Ostap Okhrin; Nestor Parolya (J. Multivar. Anal., 2019)

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)

A test on the location of the tangency portfolio on the set of feasible portfolios. - Stanislas Muhinyuza; Taras Bodnar; Mathias Lindholm (Appl. Math. Comput., 2020)

Bayesian inference of the multi-period optimal portfolio for an exponential utility. - David Bauder; Taras Bodnar; Nestor Parolya; Wolfgang Schmid (J. Multivar. Anal., 2020)

Quantile-based optimal portfolio selection. - Taras Bodnar; Mathias Lindholm; Erik Thorsén; Joanna Tyrcha (Comput. Manag. Sci., 2021)

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)

Bayesian portfolio selection using VaR and CVaR. - Taras Bodnar; Mathias Lindholm; Vilhelm Niklasson; Erik Thorsén (Appl. Math. Comput., 2022)

Recent advances in shrinkage-based high-dimensional inference. - Olha Bodnar; Taras Bodnar; Nestor Parolya (J. Multivar. Anal., 2022)

Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio. - Taras Bodnar; Nestor Parolya; Erik Thorsén (IEEE Trans. Signal Process., 2023)

Multi-period power utility optimization under stock return predictability. - Taras Bodnar; Dmytro Ivasiuk; Nestor Parolya; Wolfgang Schmid (Comput. Manag. Sci., 2023)

Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model. - Olha Bodnar; Taras Bodnar (Comput. Stat. Data Anal., 2024)

Two is Better Than One: Regularized Shrinkage of Large Minimum Variance Portfolios. - Taras Bodnar; Nestor Parolya; Erik Thorsén (J. Mach. Learn. Res., 2024)

Copula modeling from Abe Sklar to the present day. - Christian Genest; Ostap Okhrin; Taras Bodnar (J. Multivar. Anal., 2024)

Preface to the Special Issue "Copula modeling from Abe Sklar to the present day". - Christian Genest; Ostap Okhrin; Taras Bodnar (J. Multivar. Anal., 2024)

Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies. - Olha Bodnar; Taras Bodnar (J. Multivar. Anal., 2025)