Nestor Parolya
Orcid: 0000-0003-2147-2288
According to our database1,
Nestor Parolya
authored at least 16 papers
between 2013 and 2024.
Collaborative distances:
Collaborative distances:
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Bibliography
2024
J. Mach. Learn. Res., 2024
2023
Comput. Manag. Sci., December, 2023
IEEE Trans. Signal Process., 2023
2022
J. Multivar. Anal., 2022
2021
IEEE Trans. Signal Process., 2021
2020
J. Multivar. Anal., 2020
2019
Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting.
IEEE Trans. Signal Process., 2019
J. Multivar. Anal., 2019
2018
Eur. J. Oper. Res., 2018
2016
J. Multivar. Anal., 2016
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix.
J. Multivar. Anal., 2016
2015
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability.
Eur. J. Oper. Res., 2015
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function.
Ann. Oper. Res., 2015
2014
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix.
J. Multivar. Anal., 2014
The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility.
Proceedings of the Operations Research Proceedings 2014, 2014
2013
On the equivalence of quadratic optimization problems commonly used in portfolio theory.
Eur. J. Oper. Res., 2013