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Golosnoy, Vasyl; Okhrin, Yarema (2009). Flexible shrinkage in portfolio selection. Journal of economic dynamics & control, 33(2), pp. 317-328. Amsterdam: Elsevier 10.1016/j.jedc.2008.06.003
Bolle, Friedel; Okhrin, Yarema; Vogel, Claudia (2009). A note on interdependent happiness. Journal of socio-economics, 38(5), pp. 713-721. Greenwich, Conn.: North-Holland 10.1016/j.socec.2009.03.007
Bodnar, Olha; Bodnar, Taras; Okhrin, Yarema (2009). Surveillance of the covariance matrix based on the properties of the singular Wishart distribution. Computational statistics & data analysis, 53(9), pp. 3372-3385. New York, N.Y.: Elsevier 10.1016/j.csda.2009.02.020
