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 Style (17th ed.) CitationZabolotskyy, T., V. Vitlinskyy, and 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 (8th ed.) CitationZabolotskyy, 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.
Warning: These citations may not always be 100% accurate.