Nestor Parolya

539 total citations
23 papers, 228 citations indexed

About

Nestor Parolya is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research. According to data from OpenAlex, Nestor Parolya has authored 23 papers receiving a total of 228 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 13 papers in Statistics and Probability and 8 papers in Management Science and Operations Research. Recurrent topics in Nestor Parolya's work include Random Matrices and Applications (12 papers), Financial Risk and Volatility Modeling (9 papers) and Risk and Portfolio Optimization (8 papers). Nestor Parolya is often cited by papers focused on Random Matrices and Applications (12 papers), Financial Risk and Volatility Modeling (9 papers) and Risk and Portfolio Optimization (8 papers). Nestor Parolya collaborates with scholars based in Sweden, Germany and Netherlands. Nestor Parolya's co-authors include Taras Bodnar, Wolfgang Schmid, Arjun K. Gupta, Holger Dette, Ostap Okhrin, Olha Bodnar, Stepan Mazur, Yarema Okhrin, Dorota Kurowicka and Tim M. J. Ewoldt and has published in prestigious journals such as European Journal of Operational Research, IEEE Transactions on Signal Processing and Annals of Operations Research.

In The Last Decade

Nestor Parolya

20 papers receiving 223 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Nestor Parolya Sweden 11 143 90 80 65 25 23 228
Muneya Matsui Japan 9 129 0.9× 40 0.4× 93 1.2× 72 1.1× 36 1.4× 30 228
Alec N. Kercheval United States 8 148 1.0× 107 1.2× 30 0.4× 114 1.8× 31 1.2× 19 273
Xianhua Peng United States 9 170 1.2× 171 1.9× 26 0.3× 112 1.7× 18 0.7× 16 331
Li‐Hsien Sun Taiwan 8 174 1.2× 43 0.5× 51 0.6× 91 1.4× 20 0.8× 19 259
Stepan Mazur Sweden 10 185 1.3× 116 1.3× 69 0.9× 97 1.5× 21 0.8× 25 256
Victor de la Peña United States 5 109 0.8× 41 0.5× 51 0.6× 85 1.3× 30 1.2× 17 206
Stefan Tappe Germany 10 350 2.4× 64 0.7× 60 0.8× 91 1.4× 15 0.6× 32 403
M.C.A. van Zuijlen Netherlands 10 137 1.0× 79 0.9× 210 2.6× 43 0.7× 85 3.4× 52 365
Christa Cuchiero Austria 11 263 1.8× 52 0.6× 23 0.3× 75 1.2× 11 0.4× 25 315
Rolf Tschernig Germany 9 134 0.9× 47 0.5× 76 0.9× 149 2.3× 43 1.7× 18 333

Countries citing papers authored by Nestor Parolya

Since Specialization
Citations

This map shows the geographic impact of Nestor Parolya's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Nestor Parolya with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nestor Parolya more than expected).

Fields of papers citing papers by Nestor Parolya

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Nestor Parolya. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Nestor Parolya. The network helps show where Nestor Parolya may publish in the future.

Co-authorship network of co-authors of Nestor Parolya

This figure shows the co-authorship network connecting the top 25 collaborators of Nestor Parolya. A scholar is included among the top collaborators of Nestor Parolya based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Nestor Parolya. Nestor Parolya is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Bodnar, Taras, Nikolaus Hautsch, Yarema Okhrin, & Nestor Parolya. (2025). Consistent estimation of the high-dimensional efficient frontier. European Journal of Finance. 1–28.
2.
Bodnar, Taras, et al.. (2025). High-Dimensional portfolio selection with HDShOP package. European Journal of Finance. 1–23. 1 indexed citations
3.
Parolya, Nestor, et al.. (2024). Log determinant of large correlation matrices under infinite fourth moment. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 60(2).
4.
Bodnar, Taras, et al.. (2023). Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio. IEEE Transactions on Signal Processing. 71. 1334–1349. 3 indexed citations
5.
Ewoldt, Tim M. J., Matthias Gijsen, Nestor Parolya, et al.. (2023). Predicting Beta-Lactam Target Non-Attainment in ICU Patients at Treatment Initiation: Development and External Validation of Three Novel (Machine Learning) Models. Antibiotics. 12(12). 1674–1674. 4 indexed citations
6.
Bodnar, Taras, et al.. (2023). Multi-period power utility optimization under stock return predictability. Computational Management Science. 20(1).
7.
Bodnar, Taras, et al.. (2023). Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?. Finance research letters. 54. 103807–103807. 1 indexed citations
8.
Bodnar, Taras, et al.. (2023). Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions. Random Matrices Theory and Application. 12(3). 1 indexed citations
9.
Parolya, Nestor, et al.. (2023). Logarithmic law of large random correlation matrices. Bernoulli. 30(1). 4 indexed citations
10.
Bodnar, Taras, et al.. (2020). Statistical Inference for the Expected Utility Portfolio in High Dimensions. IEEE Transactions on Signal Processing. 69. 1–14. 11 indexed citations
11.
Bodnar, Taras, Ostap Okhrin, & Nestor Parolya. (2018). Optimal shrinkage estimator for high-dimensional mean vector. Journal of Multivariate Analysis. 170. 63–79. 13 indexed citations
12.
Bodnar, Taras, et al.. (2018). Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios. arXiv (Cornell University). 3 indexed citations
13.
Bodnar, Taras, et al.. (2018). Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty. arXiv (Cornell University). 20 indexed citations
14.
Bodnar, Taras, et al.. (2017). Tests for the weights of the global minimum variance portfolio in a high-dimensional setting. arXiv (Cornell University). 16 indexed citations
15.
Bodnar, Taras, Holger Dette, & Nestor Parolya. (2016). Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix. Journal of Multivariate Analysis. 148. 160–172. 9 indexed citations
16.
Bodnar, Taras, Stepan Mazur, & Nestor Parolya. (2016). Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions. arXiv (Cornell University). 10 indexed citations
17.
Bodnar, Taras, Arjun K. Gupta, & Nestor Parolya. (2015). Direct shrinkage estimation of large dimensional precision matrix. Journal of Multivariate Analysis. 146. 223–236. 32 indexed citations
18.
Bodnar, Taras, Nestor Parolya, & Wolfgang Schmid. (2015). On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability. European Journal of Operational Research. 246(2). 528–542. 24 indexed citations
19.
Bodnar, Taras, Nestor Parolya, & Wolfgang Schmid. (2015). A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function. Annals of Operations Research. 229(1). 121–158. 12 indexed citations
20.
Bodnar, Taras, Arjun K. Gupta, & Nestor Parolya. (2014). On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix. Journal of Multivariate Analysis. 132. 215–228. 23 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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