V. Khokhlov

Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation

S. Uryasev, Matthew Norton, V. Khokhlov, 2018, Annals of Operations Research.

Alpha-Beta Separation Portfolio Strategies For Islamic Finance

V. Khokhlov, 2016 .

Tracking Portfolio Optimization

V. Khokhlov, 2011 .

Black Swans are Not that Black

V. Khokhlov, 2011 .

Conditional Value-at-Risk for Elliptical Distributions

V. Khokhlov, 2018 .