Erik Thorsén

According to our database, Erik Thorsén authored at least 3 papers between 2021 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio.

Taras Bodnar, Nestor Parolya, Erik Thorsén

IEEE Trans. Signal Process., 2023

2022

Bayesian portfolio selection using VaR and CVaR.

Taras Bodnar, Mathias Lindholm, Vilhelm Niklasson, Erik Thorsén

Appl. Math. Comput., 2022

2021

Quantile-based optimal portfolio selection.

Taras Bodnar, Mathias Lindholm, Erik Thorsén, Joanna Tyrcha

Comput. Manag. Sci., 2021