Behavior of subharmonic functions of slow growth outside exclusive sets by M. Zabolotskyy, T. Zabolotskyy

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Estimation of confidence level for Value-at-Risk: statistical analysis by T. Zabolotskyy

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Properties of the beta coefficient of the global minimum variance portfolio by S. M. Yaroshko, M. V. Zabolotskyy, T. M. Zabolotskyy

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Behavior of subharmonic functions of slow growth outside exclusive sets by Zabolotskyy, M., Zabolotskyy, T., Заболоцький, Микола, Заболоцький, Тарас

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On a property of the Nevanlinna characteristic by Zabolotskyy, M. V., Zabolotskyy , T. M., Заболоцький, М. В., Заболоцький, Т. М.

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Optimality of the minimum VaR portfolio using CVaR as a risk proxy in the context of transition to Basel III: methodology and empirical study by T. Zabolotskyy, V. Vitlinskyy, V. Shvets

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Valiron-type and Valiron–Titchmarsh-type theorems for subharmonic functions of slow growth by Zabolotskyy, M. V., Zabolotskyy, T. M., Tarasyuk, S. I., Заболоцький, М. В., Заболоцький, Т. М., Тарасюк, С. І.

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