Taras Bodnar

1.8k total citations
83 papers, 958 citations indexed

About

Taras Bodnar is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research. According to data from OpenAlex, Taras Bodnar has authored 83 papers receiving a total of 958 indexed citations (citations by other indexed papers that have themselves been cited), including 58 papers in Finance, 40 papers in Statistics and Probability and 23 papers in Management Science and Operations Research. Recurrent topics in Taras Bodnar's work include Financial Risk and Volatility Modeling (47 papers), Financial Markets and Investment Strategies (23 papers) and Risk and Portfolio Optimization (20 papers). Taras Bodnar is often cited by papers focused on Financial Risk and Volatility Modeling (47 papers), Financial Markets and Investment Strategies (23 papers) and Risk and Portfolio Optimization (20 papers). Taras Bodnar collaborates with scholars based in Germany, Sweden and United States. Taras Bodnar's co-authors include Wolfgang Schmid, Yarema Okhrin, Nestor Parolya, Stepan Mazur, Arjun K. Gupta, Tamás Varga, Krzysztof Podgórski, Olha Bodnar, Thorsten Dickhaus and Arjun K. Gupta and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and IEEE Transactions on Signal Processing.

In The Last Decade

Taras Bodnar

77 papers receiving 925 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Taras Bodnar Germany 17 612 361 334 266 111 83 958
Johanna F. Ziegel Switzerland 13 476 0.8× 319 0.9× 195 0.6× 353 1.3× 124 1.1× 52 900
William P. McCormick United States 16 435 0.7× 188 0.5× 360 1.1× 191 0.7× 184 1.7× 70 833
Matthias Scherer Germany 17 592 1.0× 207 0.6× 213 0.6× 218 0.8× 49 0.4× 93 856
Remigijus Leipus Lithuania 20 1.1k 1.8× 420 1.2× 350 1.0× 769 2.9× 251 2.3× 89 1.5k
Filip Lindskog Sweden 14 547 0.9× 297 0.8× 208 0.6× 216 0.8× 30 0.3× 32 819
Marine Carrasco Canada 17 706 1.2× 126 0.3× 424 1.3× 517 1.9× 495 4.5× 39 1.2k
Manuel Úbeda-Flores Spain 20 747 1.2× 374 1.0× 456 1.4× 93 0.3× 84 0.8× 77 1.1k
Josef Steinebach Germany 18 536 0.9× 315 0.9× 657 2.0× 155 0.6× 87 0.8× 106 1.2k
Joann Jasiak Canada 16 984 1.6× 173 0.5× 228 0.7× 688 2.6× 361 3.3× 48 1.3k
Lanh Tat Tran United States 20 503 0.8× 336 0.9× 928 2.8× 317 1.2× 104 0.9× 51 1.4k

Countries citing papers authored by Taras Bodnar

Since Specialization
Citations

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

Fields of papers citing papers by Taras Bodnar

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Taras Bodnar

This figure shows the co-authorship network connecting the top 25 collaborators of Taras Bodnar. A scholar is included among the top collaborators of Taras Bodnar 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 Taras Bodnar. Taras Bodnar 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, Olha & Taras Bodnar. (2024). Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies. Journal of Multivariate Analysis. 205. 105376–105376.
2.
Bodnar, Olha & Taras Bodnar. (2024). Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model. Computational Statistics & Data Analysis. 197. 107990–107990. 1 indexed citations
3.
Bodnar, Olha & Taras Bodnar. (2023). Bayesian estimation in multivariate inter-laboratory studies with unknown covariance matrices. Metrologia. 60(5). 54003–54003. 4 indexed citations
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.
Bodnar, Taras, et al.. (2023). Multi-period power utility optimization under stock return predictability. Computational Management Science. 20(1).
6.
Bodnar, Taras, et al.. (2022). Bayesian portfolio selection using VaR and CVaR. Applied Mathematics and Computation. 427. 127120–127120. 16 indexed citations
7.
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
8.
Bodnar, Taras, et al.. (2018). Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios. arXiv (Cornell University). 3 indexed citations
9.
Bodnar, Taras, et al.. (2018). Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty. arXiv (Cornell University). 20 indexed citations
10.
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
11.
Bodnar, Taras & Markus Reiß. (2016). Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications. 12 indexed citations
12.
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
13.
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
14.
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
15.
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
16.
Gupta, Arjun K. & Taras Bodnar. (2014). An exact test about the covariance matrix. Journal of Multivariate Analysis. 125. 176–189. 5 indexed citations
17.
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
18.
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
19.
Bodnar, Olha, Taras Bodnar, & Arjun K. Gupta. (2009). Estimation and inference for dependence in multivariate data. Journal of Multivariate Analysis. 101(4). 869–881. 5 indexed citations
20.
Bodnar, Taras & Yarema Okhrin. (2008). Properties of the singular, inverse and generalized inverse partitioned Wishart distributions. Journal of Multivariate Analysis. 99(10). 2389–2405. 43 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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