Tagungen
| Aug. 27 - 31, 2008 |
The 63-d European Meeting of the Econometric Society (ESEM), Milan |
| July 15, 2008 |
Research Seminar at the Department of Mathematics, Weierstrass Institute for Applied Analysis and Stochastics (WIAS)
Talk: On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis |
| June 26, 2008 |
Research Seminar at the Department of Statistics and Econometrics, Christian-Albrechts-University Kiel, Kiel
Talk: Econometrical Analysis of the Sample Efficient Frontier |
| May 15 - 16, 2008 | Pfingsttagung der Deutschen Statistischen Gesellschaft 2008, Berlin Talk: Properties of the Partitioned Singular, Inverse and Generalized Inverse Wishart Distribution |
| Mar. 4 - 7, 2008 | Aachener Stochastik-Tage 2008, German Open Conference on Probability and Statistics, Aachen Talk: Econometrical Analysis of the Sample Efficient Frontier |
| Nov. 28, 2007 | Research Seminar at the Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio Talk: Econometrical Analysis of the Sample Efficient Frontier |
| Sep. 24 - 27, 2007 |
Statistische Woche, Kiel Talk: Surveillance of the Covariance Matrix based on the Properties of the Singular Wishart Distribution |
| Aug. 24 - 28, 2006 |
The 61-st European Meeting of the Econometric Society (ESEM), Vienna Talk: Mean-Variance Portfolio Analysis under Parameter Uncertainty |
| May 19 - 20, 2006 |
International Conference on High Frequency Finance, Konstanz Talk: Multivariate GARCH Process: an Elliptical Approach |
| May 26 - 28, 2005 |
The 3rd Nordic Econometric Meeting, Helsinki Talk: Exact Density of the Maximum Likelihood Estimator for the Optimal Portfolio Weights in the Sense of Maximizing the Expected Quadratic Utility |
| Apr. 21 - 23, 2005 |
The 41-st Annual Meeting of the Eastern Finance Association, Norfolk Talk: A Test for the Weights of the Global Minimum Variance Portfolio in an Elliptical Model |
| Aug. 02 - 06, 2004 |
Financial Econometrics: Realized Variation, Royal Economic Society’s Summer School in Econometrics 2004, Nuffield College, University of Oxford |
| Jun. 30 - Jul. 03, 2004 |
European Financial Management Association 2004 Conference, Basel Talk: Testing Portfolio Efficiency under Alternative Distributions |
| Jun. 03 - 04 2004 |
Pfingsttagung der Deutschen Statistischen Gesellschaft 2004, Leipzig Talk: Global Minimum Variance Estimator in Elliptical Models |
| Mar. 23 - 26, 2004 |
Karlsruher Stochastik-Tage 2004 German Open Conference on Probability and Statistics, Karlsruhe Talk: The Distribution of the Global Minimum Variance Estimator in Elliptical Models |
| Mar. 18 - 20, 2004 |
The 53-d Annual Meeting of the Midwest Finance Association, Chicago Talk: Stochastic Properties of a Risk Metrics Estimator in the Portfolio Management under Alternative Distributions |
| Nov. 28 - 29, 2003 |
The 4-th Annual Conference of International Economics and Finance Society “Finance and International Economy”, London Talk: Exact Distribution of the Global Minimum Variance Estimator under Alternative Distributions |
| Sep. 20 - 24, 2001 |
International Conference “Prediction and Decision Making under Uncertainties”, Kyiv National University, Kyiv Talk: Markov Decision Processes in the Transition Economics |
| Apr. 28 - 29, 2001 |
International Scientific Student Conference EERC “Property Rights in the Transient Economics ”, National University “Kyiv-Mohyla Academy”, Kyiv Talk: On the Family of Vectors of the Average Profits in the Transient Period |
| Mar. 27 - 28, 2001 |
International Scientific-Practical Conference “Risk at Economy and Enterprise“, Kyiv National Economical University, Kyiv Talk: Convergence and Risk of Optimal Portfolio in the Transient Period |
| May 11, 1999 |
"Secound Student Scientific Conference in Applied Mathematics and Informatics", Lviv National University, Lviv
Talk: An Economical Model of the Making Decision in Transient Period |