Randomizat︠s︡ii︠a︡ portfeli︠a︡ opt︠s︡ionov pri ispolʹzovanii kontinualʹnogo kriterii︠a︡ VaR
By: G.A. Agasandi︠a︡n
Series: Soobshchenii︠a︡ po prikladnoĭ matematike
Publisher: Vychislitelʹnyĭ t︠s︡entr im. A.A. Dorodnit︠s︡yna RAN
Published: 2009
Place of publication: Moskva
Language: rus
Number of pages: 41
Subjects: Risk management; Financial risk management; Mathematical models
Notes: Includes bibliographical references (p. 41).