Stepan Mazur

According to our database, Stepan Mazur authored at least 5 papers between 2013 and 2024.

Collaborative distances:

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

2024

Tangency portfolio weights under a skew-normal model in small and large dimensions.

Farrukh Javed, Stepan Mazur, Erik Thorsén

J. Oper. Res. Soc., July, 2024

2020

Linear Fractional Stable Motion with the rlfsm R Package.

Stepan Mazur, Dmitry Otryakhin

R J., 2020

2017

Bayesian estimation of the global minimum variance portfolio.

Taras Bodnar, Stepan Mazur, Yarema Okhrin

Eur. J. Oper. Res., 2017

2016

Singular inverse Wishart distribution and its application to portfolio theory.

Taras Bodnar, Stepan Mazur, Krzysztof Podgórski

J. Multivar. Anal., 2016

2013

On the exact and approximate distributions of the product of a Wishart matrix with a normal vector.

Taras Bodnar, Stepan Mazur, Yarema Okhrin

J. Multivar. Anal., 2013