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The relation between Value-at-Risk minimization and the return level of financial assets portfolio

Taras Zabolotskyy, Orest Bilyy

23-30

2014-07-04

The distribution of the characteristics of the maximum expected utility portfolio based on VaR: the impact of investor’s risk aversion coefficient

Taras Zabolotskyy, Valdemar Vitlinskyy

4-10

2013-12-30

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