Kuznetsov Evgeniy Aleksandrovich

Publications in Math-Net.Ru

1. Convex properties of the quantile function in stochastic programming
   
   Avtomat. i Telemekh., 2004, no. 2,  33–42
2. Comparison of VaR and CVaR Criteria
   
   Avtomat. i Telemekh., 2003, no. 7,  153–164
3. Positional Strategy of Forming the Investment Portfolio
   
   Avtomat. i Telemekh., 2003, no. 1,  151–166
4. Optimal Control of Discretionary Portfolio
   
   Avtomat. i Telemekh., 2001, no. 9,  101–113