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)

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 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)

Behavior of EWMA type control charts for small smoothing parameters. - Taras Lazariv; Yarema Okhrin; Wolfgang Schmid (Comput. Stat. Data Anal., 2015)

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)

A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. - Nicole Barthel; Claudia Czado; Yarema Okhrin (Comput. Stat. Data Anal., 2020)

New Approaches for Monitoring Image Data. - Yarema Okhrin; Wolfgang Schmid; Ivan Semeniuk (IEEE Trans. Image Process., 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)

Bridging the Gap Between f-divergences and Bayes Hilbert Spaces. - Linus Lach; Alexander Willi Fottner; Yarema Okhrin (ICLR, 2025)