Optimizing the Model Investment Portfolios Based on Coherent Risk Measures under Conditions of Asymmetric Financial Market Volatility
National Technical University «Kharkiv Polytechnic Institute»; Oleksandr V. Manoilenko; Svitlana O. Kuznetsova; National Technical University «Kharkiv Polytechnic Institute»; Fedir Yu. Koreshnikov; National Technical University «Kharkiv Polytechnic Institute»
- Published
- Publisher
- Research Centre of Industrial Problems of Development of NAS of Ukraine
- Journal / collection
- The Problems of Economy
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.32983/2222-0712-2025-4-373-380
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Cite this source
National Technical University «Kharkiv Polytechnic Institute»; Oleksandr V. Manoilenko; Svitlana O. Kuznetsova; National Technical University «Kharkiv Polytechnic Institute»; Fedir Yu. Koreshnikov; National Technical University «Kharkiv Polytechnic Institute». Optimizing the Model Investment Portfolios Based on Coherent Risk Measures under Conditions of Asymmetric Financial Market Volatility. The Problems of Economy. 2026-02-01. https://doi.org/10.32983/2222-0712-2025-4-373-380