Transformation of Various Measures of Financial Risks with their Limitation on Outcomes Associated with Losses
Finance: Theory and Practice
journal-article | 2024
DOI: 10.26794/2587-5671-2024-28-2-143-165 | источник

New Ways of Measuring Catastrophic Risk

book-chapter | 2024
DOI: 10.1007/978-3-031-54809-3_6 | источник

Upper limits of financial risk measures of various degrees of catastrophicity
Finance: Theory and Practice
journal-article | 2023
DOI: 10.26794/2587-5671-2023-27-3-221-238 | источник

New risk measures for variance distortion and catastrophic financial risk measures
Finance: Theory and Practice
journal-article | 2021
DOI: 10.26794/2587-5671-2021-25-6-165-184 | источник

New Ways to Measure Catastrophic Financial Risks: “<i>VaR</i>  to the power of <i> t</i>” Measures and How to Calculate Them
Finance: Theory and Practice
journal-article | 2020
DOI: 10.26794/2587-5671-2020-24-3-92-109 | источник

New Risk Measures “<i>VaR</i> to the Power of <i>t</i>” and “<i>ES</i> to the Power of <i>t</i>” and Distortion Risk Measures
Finance: Theory and Practice
journal-article | 2020
DOI: 10.26794/2587-5671-2020-24-6-92-107 | источник

Risk Assessment Models of the Companies Implementing R&D Projects
Finance: Theory and Practice
journal-article | 2019
DOI: 10.26794/2587-5671-2019-23-1-133-146 | источник

Model Risk Analysis of Multiplier Technology Applied at Stock Valuation of Russian Companies
Finance: Theory and Practice
journal-article | 2019
DOI: 10.26794/2587-5671-2019-23-6-91-116 | источник

ASSESSMENT OF RISKS ARISING FROM THE USE OF MULTIPLIER TECHNOLOGY TO ASSESS THE SHARES
Finance: Theory and Practice
journal-article | 2018
DOI: 10.26794/2587-5671-2018-22-3-124-135 | источник

Minimization of Costs for Redemption of Shares at Request of Shareholders
Journal of Insurance and Financial Management
journal-article | 2016