Stoilov, T., Stoilova, K., Vladimirov, M. The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem. Sofia: Inst. of Inform. a. Communication Technologies.BAS, 2021 pp. 19-31, ISSN 1311-9702 (print) ; 1314-4081 (online).
Stoilov, T., Stoilova, K., Vladimirov, M. The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem. Sofia: Inst. of Inform. a. Communication Technologies.BAS, 2021 pp. 19-31, ISSN 1311-9702 (print) ; 1314-4081 (online).
Stoilov, T., Stoilova, K., Vladimirov, M. (2021) The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem, Sofia: Inst. of Inform. a. Communication Technologies.BAS pp. 19-31, ISSN 1311-9702 (print) ; 1314-4081 (online).
Stoilov, T., Stoilova, K., & Vladimirov, M. (2021). The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem. Sofia: Inst. of Inform. a. Communication Technologies.BAS, pp. 19-31.
Stoilov T, Stoilova K, Vladimirov M. The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem. Sofia: Inst. of Inform. a. Communication Technologies.BAS; 2021. p. pp. 19-31. ISBN: ISSN 1311-9702 (print) ; 1314-4081 (online).
