The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem
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Language: English
Page range: 19 - 31
Submitted on: Dec 21, 2020
Accepted on: Feb 19, 2021
Published on: Mar 30, 2021
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
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© 2021 Todor Stoilov, Krasimira Stoilova, Miroslav Vladimirov, published by Bulgarian Academy of Sciences, Institute of Information and Communication Technologies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.