International Research Journal, Open Access
Zabolotskyy, T., Vitlinskyy, V., & Shvets, V. (2018). Optimality of the minimum VaR portfolio using CVaR as a risk proxy in the context of transition to Basel III: methodology and…
Nor, S. M., & Zawawi, N. H. M. (2018). Optimal portfolios vis-à-vis corporate governance ratings: some UK evidence. Economic Annals-XXI, 170(3-4), 57-63. doi: https://doi.org/10.21003/ea.V170-10
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
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/