Valentyn Khokhlov

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Person:2241121



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
Annals of Operations Research
2021-11-08Paper
Conditional Value at Risk and Partial Moments for the Metalog Distributions2021-02-02Paper


Research outcomes over time


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