No 2018:3: Estimation of the linear fractional stable motion
Stepan Mazur, Dmitry Otryakhin and Mark Podolskij
No 2018:2: Bayesian inference for the tangent portfolio
David Bauder, Taras Bodnar, Stepan Mazur and Yarema Okhrin
No 2018:1: Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory
Taras Bodnar, Stepan Mazur, Krzysztof Podgórski and Joanna Tyrcha
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