Nestor Parolya : Citation Profile


Are you Nestor Parolya?

Leibniz Universität Hannover

2

H index

0

i10 index

12

Citations

RESEARCH PRODUCTION:

6

Articles

13

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: 9 (42.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa971
   Updated: 2017-09-16    RAS profile: 2017-09-08    
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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 (11)

Bai, Jushan (10)

Liao, Yuan (10)

Markowitz, Harry (8)

Campbell, John (7)

Wolf, Michael (7)

Ledoit, Olivier (7)

merton, robert (5)

Gilboa, Itzhak (4)

Zhou, Guofu (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.org10

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
2016Optimal 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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2016Direct shrinkage estimation of large dimensional precision matrix In: Journal of Multivariate Analysis.
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article3
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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