Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Taras Bodnar

Taras Bodnar - Third-Party Funded Projects

1. Statistical Analysis of Portfolio Characteristics for Different Risk Measures (with W. Schmid), DFG-Project BO 3521/1-1, 2010-2013.
2. Wishart Distribution in Statistics and Econometrics: Theory and Applications (with Y. Okhrin), DFG-Project BO 3521/2-1, 2011-2013.
3. Wishart Distribution in Statistics and Econometrics: Theory and Applications (with Y. Okhrin), DFG-Project BO 3521/2-2 (continuation of DFG-Project BO 3521/2-1), 2013-2014.
4. Bayesian Estimation of the Multi-Period Optimal Portfolio Weights and Risk Measures (with W. Schmid), DFG-Project BO 3521/3-1, 2014-2017.