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 0 41 2 2 6 177
Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility 0 0 0 19 1 1 6 10
Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty 1 1 10 38 2 3 17 29
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions 0 1 1 21 2 5 19 30
Discriminant analysis in small and large dimensions 0 0 0 21 1 3 10 19
Estimation of the Global Minimum Variance Portfolio in High Dimensions 0 0 2 38 0 0 3 43
Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios 0 0 1 15 0 3 6 10
On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory 0 0 1 9 0 2 4 67
On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability 1 1 2 11 1 2 3 83
On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix 0 0 0 53 0 1 2 21
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions 0 0 3 22 0 1 15 29
Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix 0 0 1 25 0 1 2 36
Optimal Shrinkage Estimator for High-Dimensional Mean Vector 0 0 0 14 0 0 4 10
Optimal shrinkage-based portfolio selection in high dimensions 0 0 1 23 0 1 4 20
Tests for the weights of the global minimum variance portfolio in a high-dimensional setting 0 0 1 14 0 1 5 13
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 0 0 5 16
Total Working Papers 2 3 23 368 9 26 111 613


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 1 1 1 3 3 5 8 23
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 1 1 1
Direct shrinkage estimation of large dimensional precision matrix 0 1 1 5 1 3 7 26
Estimation of the global minimum variance portfolio in high dimensions 0 1 1 3 1 2 5 12
On the equivalence of quadratic optimization problems commonly used in portfolio theory 0 0 1 3 0 1 3 37
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability 0 0 0 5 0 0 0 19
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix 0 0 0 5 0 0 2 39
Optimal shrinkage estimator for high-dimensional mean vector 0 0 1 1 0 0 2 2
Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix 0 0 0 1 0 1 2 15
‘To have what they are having’: portfolio choice for mimicking mean–variance savers 0 0 1 2 0 0 5 13
Total Journal Articles 1 3 6 28 5 13 35 187


Statistics updated 2019-10-05