E. A. Kuznetsov

Analysis of criteria VaR and CVaR

A. I. Kibzun, E. A. Kuznetsov, A. Kibzun, 2006 .

Positional Strategy of Forming the Investment Portfolio

Andrey I. Kibzun, E. A. Kuznetsov, A. Kibzun, 2003 .

Optimal Control of the Portfolio

A. I. Kibzun, E. A. Kuznetsov, 2001 .

Convex Properties of the Quantile Function in Stochastic Programming

E. A. Kuznetsov, A. Kibzun, 2004 .