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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

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Bibliographic Details
Date:	2018
Main Authors:	T. Zabolotskyy, V. Vitlinskyy, V. Shvets
Format:	Article
Language:	English
Published:	2018
Series:	Economic annals-XXI
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0001055262
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Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS

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