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Publications in Math-Net.Ru |
Citations |
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2004 |
| 1. |
A. I. Kibzun, E. A. Kuznetsov, “Convex properties of the quantile function in stochastic programming”, Avtomat. i Telemekh., 2004, no. 2, 33–42    ; Autom. Remote Control, 65:2 (2004), 184–192   |
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2003 |
| 2. |
A. I. Kibzun, E. A. Kuznetsov, “Comparison of VaR and CVaR Criteria”, Avtomat. i Telemekh., 2003, no. 7, 153–164 ; Autom. Remote Control, 64:7 (2003), 1154–1164 |
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| 3. |
A. I. Kibzun, E. A. Kuznetsov, “Positional Strategy of Forming the Investment Portfolio”, Avtomat. i Telemekh., 2003, no. 1, 151–166 ; Autom. Remote Control, 64:1 (2003), 138–152 |
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2001 |
| 4. |
A. I. Kibzun, E. A. Kuznetsov, “Optimal Control of Discretionary Portfolio”, Avtomat. i Telemekh., 2001, no. 9, 101–113 ; Autom. Remote Control, 62:9 (2001), 1489–1501 |
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