Estimation of confidence level for Value-at-Risk: statistical analysis
Zabolotskyy, T. (2016). Estimation of confidence level for Value-at-Risk: statistical analysis. Economic Annals-XXI, 158(3-4(2)), 83-87. doi: https://doi.org/10.21003/ea.V158-19
Maximization of the Sharpe ratio of an asset portfolio in the context of risk minimization
Bodnar, T., & Zabolotskyy, T. (2013). Maximization of the Sharpe ratio of an asset portfolio in the context of risk minimization. Economic Annals-XXI, 11-12(1), 110-113. http://ea21journal.world/index.php/ea-v135-28/