Distributional properties of portfolio weights Y Okhrin, W Schmid Journal of econometrics 134 (1), 235-256, 2006 | 258 | 2006 |

On the structure and estimation of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Journal of Econometrics 173 (2), 189-204, 2013 | 199 | 2013 |

Bayesian estimation of the global minimum variance portfolio T Bodnar, S Mazur, Y Okhrin European Journal of Operational Research 256 (1), 292-307, 2017 | 90 | 2017 |

Multivariate shrinkage for optimal portfolio weights V Golosnoy, Y Okhrin The European Journal of Finance 13 (5), 441-458, 2007 | 81 | 2007 |

Tail event driven networks of SIFIs CYH Chen, WK Härdle, Y Okhrin Journal of Econometrics 208 (1), 282-298, 2019 | 77 | 2019 |

Properties of the singular, inverse and generalized inverse partitioned Wishart distributions T Bodnar, Y Okhrin Journal of Multivariate Analysis 99 (10), 2389-2405, 2008 | 74 | 2008 |

Properties of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Statistics & Risk Modeling 30 (1), 21-54, 2013 | 60 | 2013 |

On the product of inverse Wishart and normal distributions with applications to discriminant analysis and portfolio theory T Bodnar, Y Okhrin Scandinavian Journal of Statistics 38 (2), 311-331, 2011 | 45 | 2011 |

General uncertainty in portfolio selection: A case-based decision approach V Golosnoy, Y Okhrin Journal of Economic Behavior & Organization 67 (3-4), 718-734, 2008 | 43 | 2008 |

Optimal shrinkage-based portfolio selection in high dimensions T Bodnar, Y Okhrin, N Parolya Journal of Business & Economic Statistics 41 (1), 140-156, 2022 | 37 | 2022 |

Uniform confidence bands for pricing kernels WK Härdle, Y Okhrin, W Wang Journal of Financial Econometrics 13 (2), 376-413, 2015 | 35 | 2015 |

Flexible shrinkage in portfolio selection V Golosnoy, Y Okhrin Journal of Economic Dynamics and Control 33 (2), 317-328, 2009 | 34 | 2009 |

Properties of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2009 | 29 | 2009 |

Determination and estimation of risk aversion coefficients T Bodnar, Y Okhrin, V Vitlinskyy, T Zabolotskyy Computational management science 15, 297-317, 2018 | 28 | 2018 |

Distribution of the product of a singular Wishart matrix and a normal vector T Bodnar, S Mazur, Y Okhrin Theory of Probability and Mathematical Statistics 91, 1-15, 2015 | 28 | 2015 |

Surveillance of univariate and multivariate linear time series Y Okhrin, W Schmid Financial surveillance, 115-152, 2007 | 27 | 2007 |

The empirical similarity approach for volatility prediction V Golosnoy, A Hamid, Y Okhrin Journal of Banking & Finance 40, 321-329, 2014 | 26 | 2014 |

Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio? T Bodnar, Y Okhrin Applied Mathematics and Computation 219 (10), 5440-5448, 2013 | 26 | 2013 |

Comparison of different estimation techniques for portfolio selection Y Okhrin, W Schmid AStA Advances in Statistical Analysis 91, 109-127, 2007 | 23 | 2007 |

Bayesian inference for the tangent portfolio D Bauder, T Bodnar, S Mazur, Y Okhrin International Journal of Theoretical and Applied Finance 21 (08), 1850054, 2018 | 22 | 2018 |