Bodnar Taras

Taras Bodnar

Information about the author Taras Bodnar will soon be added to the site.
Found 4 papers in total
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
2015
In this paper we derive the exact solution of the multi‐period portfolio choice...
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
2015
In the present paper, we derive a closed‐form solution of the...
Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?
Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?
2013
Due to estimation risk, the portfolios on the efficient frontier can be statistically...
On the equivalence of quadratic optimization problems commonly used in portfolio theory
On the equivalence of quadratic optimization problems commonly used in portfolio theory
2013
In the paper, we consider three quadratic optimization problems which are frequently...
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