Zabolotskyy, T., Vitlinskyy, V., & Shvets, V. (2018). Optimality of the minimum VaR portfolio using CVaR as a risk proxy in the context of transition to Basel III: Methodology and empirical study.
Chicago-Zitierstil (17. Ausg.)Zabolotskyy, T., V. Vitlinskyy, und V. Shvets. Optimality of the Minimum VaR Portfolio Using CVaR as a Risk Proxy in the Context of Transition to Basel III: Methodology and Empirical Study. 2018.
MLA-Zitierstil (8. Ausg.)Zabolotskyy, T., et al. Optimality of the Minimum VaR Portfolio Using CVaR as a Risk Proxy in the Context of Transition to Basel III: Methodology and Empirical Study. 2018.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.