Agasandyan Gennady Arshavirovich

Publications in Math-Net.Ru

1. Multidimensional butterflies in problems of optimization on CC-VaR
   
   Inform. Primen., 17:1 (2023),  107–115
2. Multidimensional binary markets and CC-VaR
   
   Inform. Primen., 16:2 (2022),  2–10
3. Collections of multidimensional option markets and optimization on cc-var
   
   UBS, 100 (2022),  36–58
4. Continuous VaR-criterion and investor's optimal portfolio
   
   UBS, 98 (2022),  22–43
5. Minimum yield principle and CC-VaR under partial market forecast
   
   UBS, 92 (2021),  5–27
6. Computational aspects of optimization on CC-VaR in a complex of markets
   
   Inform. Primen., 14:3 (2020),  62–70
7. Continuous var-criterion and investor's optimal portfolio
   
   UBS, 88 (2020),  5–25
8. Theoretical foundations of continuous VaR criterion optimization in the collection of markets
   
   Inform. Primen., 13:4 (2019),  36–41
9. Performance estimations for optimal-on-CC-VaR portfolios in option markets
   
   Inform. Primen., 13:3 (2019),  72–81
10. Continuous VaR-criterion and investor's optimal portfolio
    
    UBS, 80 (2019),  40–56
11. On peculiarities of families of risk-preference functions for cc-var
    
    UBS, 79 (2019),  10–26
12. Continuous VaR-criterion in scenario markets
    
    Inform. Primen., 12:1 (2018),  31–39
13. Continuous var-criterion and investor's optimal portfolio
    
    UBS, 73 (2018),  6–26
14. Adaptive systems for homogeneous processes with continuous sets of states and control parameters
    
    Teor. Veroyatnost. i Primenen., 24:3 (1979),  515–528
15. An adaptive system for a class of homogeneous sequences
    
    Dokl. Akad. Nauk SSSR, 228:2 (1976),  329–331
16. Some Aspects of the Theory of Automata with Variable Structure
    
    Probl. Peredachi Inf., 5:1 (1969),  71–78
17. Variable-structure automata
    
    Dokl. Akad. Nauk SSSR, 174:3 (1967),  529–530
18. The synthesis of a class of automatic control systems influenced by random factors
    
    Dokl. Akad. Nauk SSSR, 153:4 (1963),  768–771


19. Wahrscheinlichkeitsrechnung: W. Walser. 164 p. B. G. Teubner, Stuttgart. Book review
    
    Zh. Vychisl. Mat. Mat. Fiz., 16:1 (1976),  273