Access Statistics for Nestor Parolya

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 Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function 0 0 1 41 2 2 5 175
Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility 0 0 0 19 1 1 5 9
Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty 3 5 9 37 3 7 15 26
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions 0 0 1 20 3 4 16 25
Discriminant analysis in small and large dimensions 0 0 0 21 2 2 9 16
Estimation of the Global Minimum Variance Portfolio in High Dimensions 0 0 4 38 0 0 6 43
Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios 0 0 15 15 1 1 7 7
On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory 0 1 1 9 0 1 2 65
On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability 0 0 1 10 0 0 4 81
On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix 0 0 0 53 1 1 1 20
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions 0 1 3 22 1 2 15 28
Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix 0 0 1 25 0 0 1 35
Optimal Shrinkage Estimator for High-Dimensional Mean Vector 0 0 0 14 1 1 4 10
Optimal shrinkage-based portfolio selection in high dimensions 1 1 1 23 1 1 3 19
Tests for the weights of the global minimum variance portfolio in a high-dimensional setting 1 1 1 14 1 2 4 12
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 2 2 6 16
Total Working Papers 5 9 38 365 19 27 103 587


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function 0 0 0 2 1 1 3 18
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 0 0
Direct shrinkage estimation of large dimensional precision matrix 0 0 0 4 0 2 4 23
Estimation of the global minimum variance portfolio in high dimensions 0 0 0 2 0 1 4 10
On the equivalence of quadratic optimization problems commonly used in portfolio theory 0 1 1 3 0 1 3 36
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability 0 0 0 5 0 0 1 19
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix 0 0 0 5 1 1 2 39
Optimal shrinkage estimator for high-dimensional mean vector 0 0 1 1 0 1 2 2
Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix 0 0 0 1 0 0 1 14
‘To have what they are having’: portfolio choice for mimicking mean–variance savers 1 1 1 2 1 1 7 13
Total Journal Articles 1 2 3 25 3 8 27 174


Statistics updated 2019-07-03