Stepan Mazur

Stepan is an Assistant Professor of Statistics at the Örebro University School of Business. He has Ph.D. in Economics from European University Viadrina Frankfurt (Oder) (2014, Germany). During his Ph.D. program, he worked as a research assistant at European University Viadrina Frankfurt (Oder) (2011-2013, Germany), University of Augsburg (2013, Germany), and Humboldt University of Berlin (2014, Germany). He also worked as a PostDoc at Lund University (2014-2016, Sweden) and Aarhus University (2016, Denmark). The main purpose of his current research is to make a series of theoretical and practical contributions in two major fields. The first field deals with distributional properties of the (singular) Wishart random matrix and its applications in statistics and econometrics. The second field deals with the estimation of optimal portfolio weights and their risk measures from the Bayesian perspective as well as from the frequentist point of view. He is also interested in the multivariate statistical models in insurance, high-dimensional data analysis, matrix variate processes,  copulas, and dynamical stochastic models in spatial econometrics.

Curriculum Vitae (pdf)