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 1 8 0 0 3 17
An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection 0 0 0 7 0 1 7 47
Bayesian inference for the tangent portfolio 0 0 1 45 0 0 2 74
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 0 0 3 61
Discriminant analysis in small and large dimensions 0 0 0 22 1 1 2 41
Edgeworth Expansions for Multivariate Random Sums 0 0 0 23 0 1 1 51
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix 0 0 0 26 1 1 1 14
Estimation of the linear fractional stable motion 0 0 0 34 0 0 1 36
Flexible Fat-tailed Vector Autoregression 0 0 4 78 1 5 13 143
Higher order moments of the estimated tangency portfolio weights 0 0 0 34 0 0 2 58
Identifying Useful Indicators for Nowcasting GDP in Sweden 1 2 6 6 1 8 15 15
Linear Fractional Stable Motion with the RLFSM R Package 0 0 1 23 0 0 2 55
Matrix Gamma Distributions and Related Stochastic Processes 0 0 0 27 0 0 2 72
Matrix Variate Generalized Laplace Distributions 0 0 2 16 0 1 6 35
Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix 1 2 4 4 1 2 6 6
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 0 0 0 51
On the mean and variance of the estimated tangency portfolio weights for small samples 0 0 0 24 1 1 1 35
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions 0 0 1 24 0 0 2 51
Portfolio Selection with a Rank-deficient Covariance Matrix 0 0 0 12 0 1 2 42
Predicting returns and dividend growth - the role of non-Gaussian innovations 0 0 0 19 0 0 0 23
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 0 18 0 0 2 48
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory 0 0 0 33 0 0 3 69
Tangency portfolio weights under a skew-normal model in small and large dimensions 0 0 0 11 0 1 2 30
The Method of Moments for Multivariate Random Sums 0 0 0 1 0 0 4 10
VAR Models with Fat Tails and Dynamic Asymmetry 0 2 7 7 0 4 15 15
Vector autoregression models with skewness and heavy tails 0 0 1 34 0 1 8 94
Vector autoregression models with skewness and heavy tails 0 0 1 17 0 0 9 54
Total Working Papers 2 6 29 602 6 28 114 1,247

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 1 7 0 0 1 37
An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection 0 0 0 3 0 2 3 19
BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO 0 0 1 5 0 2 4 20
BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO 0 0 0 0 0 1 3 15
Bayesian estimation of the global minimum variance portfolio 0 0 7 33 0 0 10 80
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 0 0 3 7
Edgeworth expansions for multivariate random sums 0 0 0 0 0 1 3 4
Higher order moments of the estimated tangency portfolio weights 0 0 0 1 0 0 2 7
Matrix variate gamma distributions with unrestricted shape parameter 0 0 0 0 0 2 2 2
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 0 1 2 14
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector 0 0 0 9 0 0 0 51
Portfolio Selection with a Rank-Deficient Covariance Matrix 0 0 0 0 0 0 1 1
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 1 2 1 2 3 7
Singular inverse Wishart distribution and its application to portfolio theory 0 0 0 10 0 1 3 60
Tangency portfolio weights under a skew-normal model in small and large dimensions 0 0 0 0 0 1 3 3
The method of moments for multivariate random sums in the Poisson-Skew-Normal case 0 1 1 1 0 2 3 3
Third cumulant for multivariate aggregate claim models 0 0 0 0 1 1 1 1
Vector autoregression models with skewness and heavy tails 1 4 7 11 1 6 19 36
Total Journal Articles 1 5 18 85 3 22 66 367

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Statistics updated 2025-10-06