Stepan Mazur

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 4

Top Topics

Motion Segmentation

Linear Fractional

Top Venues

J. Oper. Res. Soc.

J. Multivar. Anal.

Eur. J. Oper. Res.

Publications

Farrukh Javed, Stepan Mazur, Erik Thorsén
Tangency portfolio weights under a skew-normal model in small and large dimensions. J. Oper. Res. Soc. 75 (7) (2024)
Stepan Mazur, Dmitry Otryakhin
Linear Fractional Stable Motion with the rlfsm R Package. R J. 12 (1) (2020)
Taras Bodnar, Stepan Mazur, Yarema Okhrin
Bayesian estimation of the global minimum variance portfolio. Eur. J. Oper. Res. 256 (1) (2017)
Taras Bodnar, Stepan Mazur, Krzysztof Podgórski
Singular inverse Wishart distribution and its application to portfolio theory. J. Multivar. Anal. 143 (2016)
Taras Bodnar, Stepan Mazur, Yarema Okhrin
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. J. Multivar. Anal. 122 (2013)