@article{BDOPS2021, 
  title={Statistical Inference for the Expected Utility Portfolio in High Dimensions},   
  author={Bodnar, Taras and Dmytriv, Solomiia and Okhrin, Yarema and Parolya, Nestor and Schmid, Wolfgang}, 
  journal={IEEE Transactions on Signal Processing}, 
  volume={69}, 
  pages={1-14}, 
  year={2021}, 
  publisher={IEEE}             
}

@article{BDPS2019,
  title={Tests for the weights of the global minimum variance portfolio in a high-dimensional setting},
  author={Bodnar, Taras and Dmytriv, Solomiia and Parolya, Nestor and Schmid, Wolfgang},
  journal={IEEE Transactions on Signal Processing},
  volume={67},
  number={17},
  pages={4479--4493},
  year={2019},
  publisher={IEEE}
}

@article{BPS2018,
  title={Estimation of the global minimum variance portfolio in high dimensions},
  author={Bodnar, Taras and Parolya, Nestor and Schmid, Wolfgang},
  journal={European Journal of Operational Research},
  volume={266},
  number={1},
  pages={371--390},
  year={2018},
  publisher={Elsevier}
}

@article{BGP2014,
  title={On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix},
  author={Bodnar, Taras and Gupta, Arjun K and Parolya, Nestor},
  journal={Journal of Multivariate Analysis},
  volume={132},
  pages={215--228},
  year={2014},
  publisher={Elsevier}
}

@article{BOP2019,
  title={Optimal shrinkage estimator for high-dimensional mean vector},
  author={Bodnar, Taras and 
Okhrin, Ostap and Parolya, Nestor},
  journal={Journal of Multivariate Analysis},
  volume={170},
  pages={63--79},
  year={2019},
  publisher={Elsevier}
}

@article{LW2020,
  title={Analytical nonlinear shrinkage of large-dimensional covariance matrices},
  author={Ledoit, Olivier and Wolf, Michael},
  journal={Annals of Statistics},
  volume={48},
  number={5},
  pages={3043--3065},
  year={2020},
  publisher={Institute of Mathematical Statistics}
}

@article{Jorion1986,
  title={Bayes-Stein estimation for portfolio analysis},
  author={Jorion, Philippe},
  journal={Journal of Financial and Quantitative Analysis},
  pages={279--292},
  year={1986},
  publisher={JSTOR}
}

@article{BGP2016,
  title={Direct shrinkage estimation of large dimensional precision matrix},
  author={Bodnar, Taras and Gupta, Arjun K and Parolya, Nestor},
  journal={Journal of Multivariate Analysis},
  volume={146},
  pages={223--236},
  year={2016},
  publisher={Elsevier}
}

@article{BOP16,
  title={Optimal shrinkage{-}based portfolio selection in high dimensions},
  author = {Bodnar, Taras and Okhrin, Yarema and Parolya, Nestor},
  journal = {Journal of Business \& Economic Statistics},
  pages={140-156},
  year={2023},
  volume={41},
  number={}
}

@article{BDNT21,
  title={Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions},
  author={Bodnar, Taras and Dette, Holger and Parolya, Nestor and Thors{\'e}n, Erik},
  journal={Random Matrices: Theory and Applications},
  pages={2250008},
  year={2023},
  volume={11},
  number={}
  doi={10.1142/S2010326322500083},
  url={https://doi.org/10.1142/S2010326322500083},
  publisher={World Scientific Publishing}
}

@article{CORRBDNT23,
  title={Corrigendum to "Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions."},
  author={Bodnar, Taras and Dette, Holger and Parolya, Nestor and Thors{\'e}n, Erik},
  journal={Random Matrices: Theory and Applications},
  pages={2392001},
  year={2023},
  volume={12},
  doi={10.1142/S2010326323920016},
  url={https://doi.org/10.1142/S2010326323920016},
  publisher={World Scientific Publishing}
}


@article{bauder21,
  title={Bayesian mean--variance analysis: optimal portfolio selection under parameter uncertainty},
  author={Bauder, David and Bodnar, Taras and Parolya, Nestor and Schmid, Wolfgang},
  journal={Quantitative Finance},
  volume={21},
  number={2},
  pages={221--242},
  year={2021},
  publisher={Taylor \& Francis}
}
