Zabolotskyy, Taras, Lviv Institute of Banking, Ukraine

• Economic Cybernetics No. 4-6(76-78) (2012) - Theoretical and methodological problems of economic cybernetics
  Portfolio choice problem with the Value-at-Risk utility function under general linear constraints
  Abstract  PDF
• Economic Cybernetics No. 4-6(82-84) (2013) - Modeling in micro- and macroeconomic systems
  The distribution of the characteristics of the maximum expected utility portfolio based on VaR: the impact of investor’s risk aversion coefficient
  Abstract  PDF
• Economic Cybernetics No. 1-3(85-87) (2014) - Decision-making
  The relation between Value-at-Risk minimization and the return level of financial assets portfolio
  Abstract  PDF (Українська)