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Disambiguation of "Okhrin, Yarema"

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Distributional properties of portfolio weights

, and . Journal of Econometrics, 134 (1): 235--256 (September 2006)

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Yarema Okhrin

Yarema Okhrin

Ostap Okhrin

Irena Okhrin

 

Other publications of authors with the same name

Statistical Inference for the Expected Utility Portfolio in High Dimensions., , , , and . IEEE Trans. Signal Process., (2021)Determination and estimation of risk aversion coefficients., , , and . Comput. Manag. Science, 15 (2): 297-317 (2018)A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series., , and . Comput. Stat. Data Anal., (2020)Surveillance of the covariance matrix based on the properties of the singular Wishart distribution., , and . Comput. Stat. Data Anal., 53 (9): 3372-3385 (2009)On the exact and approximate distributions of the product of a Wishart matrix with a normal vector., , and . J. Multivar. Anal., (2013)Behavior of EWMA type control charts for small smoothing parameters., , and . Comput. Stat. Data Anal., (2015)New Approaches for Monitoring Image Data., , and . IEEE Trans. Image Process., (2021)Bayesian estimation of the global minimum variance portfolio., , and . Eur. J. Oper. Res., 256 (1): 292-307 (2017)Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?, and . Appl. Math. Comput., 219 (10): 5440-5448 (2013)Multivariate Shrinkage for Optimal Portfolio Weights, and . European Journal of Finance, 13 (5): 441-458 (2007)