Nestor Parolya : Citation Profile


Are you Nestor Parolya?

Leibniz Universität Hannover

2

H index

0

i10 index

12

Citations

RESEARCH PRODUCTION:

6

Articles

14

Papers

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 2
   Journals where Nestor Parolya has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 10 (45.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa971
   Updated: 2017-11-18    RAS profile: 2017-11-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nestor Parolya.

Is cited by:

cotter, john (1)

Conlon, Thomas (1)

Cites to:

Fan, Jianqing (23)

Memmel, Christoph (14)

Bai, Jushan (11)

Liao, Yuan (10)

Markowitz, Harry (9)

Ledoit, Olivier (7)

Wolf, Michael (7)

Campbell, John (7)

Golosnoy, Vasyl (5)

merton, robert (5)

Santa-Clara, Pedro (4)

Main data


Where Nestor Parolya has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis3
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org11

Recent works citing Nestor Parolya (2017 and 2016)


YearTitle of citing document
2016Optimal asset allocation: Risk and information uncertainty. (2016). Phillip, Sheung Chi ; Yuen, Fei Lung ; Yang, Hailiang . In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:2:p:554-561.

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2017Bayesian estimation of the global minimum variance portfolio. (2017). Bodnar, Taras ; Okhrin, Yarema ; Mazur, Stepan . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:292-307.

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2017Asset allocation with correlation: A composite trade-off. (2017). Conlon, Thomas ; cotter, john ; Salvador, Enrique ; Carroll, Rachael . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1164-1180.

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2016Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows. (2016). Zhou, Zhongbao ; Lin, Ling ; Zeng, Ximei ; Yin, Jialing ; Xiao, Helu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:68:y:2016:i:c:p:187-202.

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2016Exact and asymptotic tests on a factor model in low and large dimensions with applications. (2016). Bodnar, Taras ; Reiss, Markus . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:125-151.

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2016An incentive problem of risk balancing in portfolio choices. (2016). Lu, Jin-Ray ; Lin, Chien-Yi ; Liu, Min-Luan ; Hwang, Chih-Chiang . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:192-200.

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Works by Nestor Parolya:


YearTitleTypeCited
2014A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function In: Papers.
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paper1
2015A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function.(2015) In: Annals of Operations Research.
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This paper has another version. Agregated cites: 1
article
2013On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory In: Papers.
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paper2
2013On the equivalence of quadratic optimization problems commonly used in portfolio theory.(2013) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 2
article
2012On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability In: Papers.
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paper3
2015On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability.(2015) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 3
article
2014Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix In: Papers.
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paper1
2014On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix In: Papers.
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paper1
2014On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix.(2014) In: Journal of Multivariate Analysis.
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This paper has another version. Agregated cites: 1
article
2015Estimation of the Global Minimum Variance Portfolio in High Dimensions In: Papers.
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paper1
2017Optimal Shrinkage Estimator for High-Dimensional Mean Vector In: Papers.
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2016`To Have What They are Having: Portfolio Choice for Mimicking Mean-Variance Savers In: Papers.
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2017Optimal shrinkage-based portfolio selection in high dimensions In: Papers.
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2017Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility In: Papers.
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2017Tests for the weights of the global minimum variance portfolio in a high-dimensional setting In: Papers.
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2016Direct shrinkage estimation of large dimensional precision matrix In: Journal of Multivariate Analysis.
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2016Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix In: Journal of Multivariate Analysis.
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2017Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions In: Working Papers.
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2017Discriminant analysis in small and large dimensions In: Working Papers.
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2017On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions In: Working Papers.
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