The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem
Stoilov, Todor, Stoilova, Krasimira, Vladimirov, Miroslav
Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization
Stoilov, Todor, Stoilova, Krasimira, Vladimirov, Miroslav
New Formal Description of Expert Views of Black-Litterman Asset Allocation Model
Vladimirov, Miroslav, Stoilov, Todor, Stoilova, Krasimira
Decision Making in Real Estate: Portfolio Approach
Stoilov, Todor, Stoilova, Krasimira, Vladimirov, Miroslav