Access Statistics for Stepan Mazur

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A test on the location of tangency portfolio for small sample size and singular covariance matrix 0 0 0 8 1 2 12 29
An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection 0 0 0 7 1 1 9 54
Bayesian inference for the tangent portfolio 0 0 0 45 2 3 8 82
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions 0 0 0 24 3 7 10 71
Discriminant analysis in small and large dimensions 0 0 0 22 4 4 10 50
Edgeworth Expansions for Multivariate Random Sums 0 0 0 23 3 4 16 66
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix 0 0 0 26 2 2 4 17
Estimation of the linear fractional stable motion 0 0 0 34 4 5 7 43
Flexible Fat-tailed Vector Autoregression 0 0 2 78 3 4 18 153
Higher order moments of the estimated tangency portfolio weights 0 0 0 34 2 2 12 70
Identifying Useful Indicators for Nowcasting GDP in Sweden 0 2 8 10 4 9 30 35
Linear Fractional Stable Motion with the RLFSM R Package 0 0 0 23 2 2 7 62
Matrix Gamma Distributions and Related Stochastic Processes 0 0 0 27 0 1 7 79
Matrix Variate Generalized Laplace Distributions 0 0 1 16 3 6 18 51
Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix 1 1 3 5 3 6 16 20
Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances 0 0 0 25 3 5 9 60
On the mean and variance of the estimated tangency portfolio weights for small samples 0 0 0 24 1 1 8 42
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions 0 0 0 24 0 1 9 60
Portfolio Selection with a Rank-deficient Covariance Matrix 0 0 0 12 4 5 20 61
Predicting returns and dividend growth - the role of non-Gaussian innovations 0 0 0 19 3 3 8 31
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 0 18 3 5 14 62
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory 0 0 0 33 0 1 2 71
Tangency portfolio weights under a skew-normal model in small and large dimensions 0 0 0 11 3 3 11 40
The Method of Moments for Multivariate Random Sums 0 0 0 1 0 4 12 21
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 3 7 2 3 15 24
Vector autoregression models with skewness and heavy tails 0 0 1 35 3 4 15 107
Vector autoregression models with skewness and heavy tails 0 0 0 17 3 9 13 67
Total Working Papers 1 3 18 608 62 102 320 1,528

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A test for the global minimum variance portfolio for small sample and singular covariance 0 0 0 7 1 2 4 41
An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection 0 0 1 4 0 1 9 26
BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO 0 0 0 5 2 2 11 29
BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO 0 0 0 0 0 0 4 17
Bayesian estimation of the global minimum variance portfolio 0 0 2 34 1 3 12 89
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions 0 0 0 0 2 2 9 14
Edgeworth expansions for multivariate random sums 0 0 0 0 2 8 15 18
Higher order moments of the estimated tangency portfolio weights 0 0 0 1 3 5 8 15
Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations 0 0 0 0 2 5 12 12
Matrix variate gamma distributions with unrestricted shape parameter 0 1 1 1 1 4 11 11
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations 0 0 0 3 3 3 11 24
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector 0 0 0 9 0 3 6 57
Portfolio Selection with a Rank-Deficient Covariance Matrix 0 0 0 0 2 4 14 15
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 0 2 1 3 9 14
Singular inverse Wishart distribution and its application to portfolio theory 0 0 0 10 1 2 14 73
Tangency portfolio weights under a skew-normal model in small and large dimensions 0 0 0 0 4 5 12 14
The method of moments for multivariate random sums in the Poisson-Skew-Normal case 0 0 1 1 0 1 11 12
Third cumulant for multivariate aggregate claim models 0 0 0 0 0 0 4 4
Vector autoregression models with skewness and heavy tails 1 2 9 15 5 8 32 59
Total Journal Articles 1 3 14 92 30 61 208 544

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix 0 0 0 0 0 0 2 2
Introduction 0 0 0 0 1 2 3 3
Shrinkage Estimation of the Intercept Parameter in Linear Regression 0 0 0 0 2 5 5 5
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 2 2 4 4
Total Chapters 0 0 0 0 5 9 14 14

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06