Stepan Mazur

435 total citations
25 papers, 256 citations indexed

About

Stepan Mazur is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Stepan Mazur has authored 25 papers receiving a total of 256 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 13 papers in Statistics and Probability and 9 papers in Economics and Econometrics. Recurrent topics in Stepan Mazur's work include Financial Risk and Volatility Modeling (12 papers), Advanced Statistical Methods and Models (7 papers) and Stochastic processes and financial applications (7 papers). Stepan Mazur is often cited by papers focused on Financial Risk and Volatility Modeling (12 papers), Advanced Statistical Methods and Models (7 papers) and Stochastic processes and financial applications (7 papers). Stepan Mazur collaborates with scholars based in Sweden, Germany and Ukraine. Stepan Mazur's co-authors include Taras Bodnar, Yarema Okhrin, Krzysztof Podgórski, Mårten Gulliksson, Farrukh Javed, Sune Karlsson, Joanna Tyrcha, Nicola Loperfido, Nestor Parolya and Tomasz J. Kozubowski and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of the Operational Research Society.

In The Last Decade

Stepan Mazur

22 papers receiving 246 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Stepan Mazur Sweden 10 185 116 97 69 21 25 256
Nestor Parolya Sweden 11 143 0.8× 90 0.8× 65 0.7× 80 1.2× 25 1.2× 23 228
Muneya Matsui Japan 9 129 0.7× 40 0.3× 72 0.7× 93 1.3× 36 1.7× 30 228
Christa Cuchiero Austria 11 263 1.4× 52 0.4× 75 0.8× 23 0.3× 11 0.5× 25 315
Alec N. Kercheval United States 8 148 0.8× 107 0.9× 114 1.2× 30 0.4× 31 1.5× 19 273
Beatrice Acciaio Austria 8 171 0.9× 141 1.2× 104 1.1× 22 0.3× 9 0.4× 21 256
Tina Marquardt Germany 6 220 1.2× 44 0.4× 88 0.9× 56 0.8× 10 0.5× 9 258
Martin Keller‐Ressel Germany 11 333 1.8× 42 0.4× 68 0.7× 66 1.0× 19 0.9× 26 385
Jeannette H. C. Woerner Germany 10 298 1.6× 43 0.4× 106 1.1× 64 0.9× 12 0.6× 23 326
Craig A. Friedman United States 7 217 1.2× 60 0.5× 71 0.7× 33 0.5× 14 0.7× 38 277
Emmanuelle Clément France 7 295 1.6× 46 0.4× 80 0.8× 54 0.8× 12 0.6× 18 332

Countries citing papers authored by Stepan Mazur

Since Specialization
Citations

This map shows the geographic impact of Stepan Mazur'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 Stepan Mazur with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stepan Mazur more than expected).

Fields of papers citing papers by Stepan Mazur

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stepan Mazur. 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 Stepan Mazur. The network helps show where Stepan Mazur may publish in the future.

Co-authorship network of co-authors of Stepan Mazur

This figure shows the co-authorship network connecting the top 25 collaborators of Stepan Mazur. A scholar is included among the top collaborators of Stepan Mazur 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 Stepan Mazur. Stepan Mazur 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.
Gulliksson, Mårten, et al.. (2025). Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix. Results in Applied Mathematics. 26. 100557–100557.
2.
Kozubowski, Tomasz J., Stepan Mazur, & Krzysztof Podgórski. (2025). Matrix variate gamma distributions with unrestricted shape parameter. Journal of Multivariate Analysis. 209. 105457–105457.
3.
Klein, Daniel, et al.. (2025). Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations. Journal of Multivariate Analysis. 210. 105490–105490.
4.
Gulliksson, Mårten, et al.. (2023). Portfolio Selection with a Rank-Deficient Covariance Matrix. Computational Economics. 63(6). 2247–2269. 5 indexed citations
5.
Kozubowski, Tomasz J., Stepan Mazur, & Krzysztof Podgórski. (2023). Matrix variate generalized asymmetric Laplace distributions. Theory of Probability and Mathematical Statistics. 109(0). 55–80. 3 indexed citations
6.
Javed, Farrukh, et al.. (2023). Tangency portfolio weights under a skew-normal model in small and large dimensions. Journal of the Operational Research Society. 75(7). 1395–1406. 5 indexed citations
7.
Mazur, Stepan, et al.. (2022). Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations. Journal of Forecasting. 42(2). 347–368. 4 indexed citations
8.
Karlsson, Sune, et al.. (2022). Vector autoregression models with skewness and heavy tails. Journal of Economic Dynamics and Control. 146. 104580–104580. 12 indexed citations
9.
Mazur, Stepan, et al.. (2022). On the mean and variance of the estimated tangency portfolio weights for small samples. SHILAP Revista de lepidopterología. 453–482. 4 indexed citations
10.
Karlsson, Sune, et al.. (2021). Statistical inference for the tangency portfolio in high dimension. Statistics. 55(3). 532–560. 5 indexed citations
11.
Javed, Farrukh, et al.. (2020). Higher order moments of the estimated tangency portfolio weights. Journal of Applied Statistics. 48(3). 517–535. 13 indexed citations
12.
Bodnar, Taras, et al.. (2018). BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO. International Journal of Theoretical and Applied Finance. 21(8). 1850054–1850054. 15 indexed citations
13.
Mazur, Stepan, et al.. (2017). On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector. Theory of Probability and Mathematical Statistics. 93. 103–112. 7 indexed citations
14.
Loperfido, Nicola, Stepan Mazur, & Krzysztof Podgórski. (2017). Third cumulant for multivariate aggregate claim models. Scandinavian Actuarial Journal. 2018(2). 109–128. 6 indexed citations
15.
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
16.
Bodnar, Taras, Stepan Mazur, & Krzysztof Podgórski. (2016). A test for the global minimum variance portfolio for small sample and singular covariance. AStA Advances in Statistical Analysis. 101(3). 253–265. 13 indexed citations
17.
Bodnar, Taras, Stepan Mazur, & Yarema Okhrin. (2016). Distribution of the product of a singular Wishart matrix and a normal vector. Theory of Probability and Mathematical Statistics. 91(91). 1–15. 8 indexed citations
18.
Bodnar, Taras, Stepan Mazur, & Krzysztof Podgórski. (2015). Singular inverse Wishart distribution and its application to portfolio theory. Journal of Multivariate Analysis. 143. 314–326. 32 indexed citations
19.
Bodnar, Taras, Stepan Mazur, & Krzysztof Podgórski. (2015). Singular Inverse Wishart Distribution with Application to Portfolio Theory. Lund University Publications (Lund University). 2 indexed citations
20.
Bodnar, Taras, Stepan Mazur, & Yarema Okhrin. (2013). On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. Journal of Multivariate Analysis. 122. 70–81. 14 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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