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Nestor Parolya

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Personal Details

First Name:Nestor
Middle Name:
Last Name:Parolya
Suffix:
RePEc Short-ID:ppa971
[This author has chosen not to make the email address public]
http://www.ewifo.uni-hannover.de/parolya.html
Hannover, Germany
http://www.wiwi.uni-hannover.de/

: (0511) 762-5350
(0511) 762-5665
Koenigsworther Platz 1, D-30167 Hannover
RePEc:edi:fwhande (more details at EDIRC)
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  1. Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2014. "Estimation of the Global Minimum Variance Portfolio in High Dimensions," Papers 1406.0437, arXiv.org, revised Nov 2015.
  2. Taras Bodnar & Arjun K. Gupta & Nestor Parolya, 2013. "Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix," Papers 1308.0931, arXiv.org, revised Mar 2014.
  3. Taras Bodnar & Arjun K. Gupta & Nestor Parolya, 2013. "On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix," Papers 1308.2608, arXiv.org, revised Jun 2014.
  4. Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2012. "On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability," Papers 1207.1037, arXiv.org.
  5. Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2012. "A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function," Papers 1207.1003, arXiv.org, revised Nov 2014.
  6. Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2012. "On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory," Papers 1207.1029, arXiv.org, revised Apr 2013.
  1. Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor, 2016. "Direct shrinkage estimation of large dimensional precision matrix," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 223-236.
  2. Bodnar, Taras & Dette, Holger & Parolya, Nestor, 2016. "Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 160-172.
  3. Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2015. "A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function," Annals of Operations Research, Springer, vol. 229(1), pages 121-158, June.
  4. Bodnar, Taras & Parolya, Nestor & Schmid, Wolfgang, 2015. "On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability," European Journal of Operational Research, Elsevier, vol. 246(2), pages 528-542.
  5. Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor, 2014. "On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 132(C), pages 215-228.
  6. Bodnar, Taras & Parolya, Nestor & Schmid, Wolfgang, 2013. "On the equivalence of quadratic optimization problems commonly used in portfolio theory," European Journal of Operational Research, Elsevier, vol. 229(3), pages 637-644.
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2014-06-07 2014-07-05 2014-07-05. Author is listed
  2. NEP-RMG: Risk Management (1) 2014-06-07
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2012-07-14 2012-07-14. Author is listed

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