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Cochrane, John H. - In: Journal of financial economics 75 (2005) 1, pp. 3-52

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Biglova, Almira; Ortobelli, Sergio; Račev, Svetlozar T.; … - In: Optimizing optimization : the next generation of …, (pp. 117-141). 2010

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Kim, Young Shin; Giacometti, Rosella; Račev, Svetlozar T. - 2012

used by portfolio managers in portfolio construction: the marginal VaR and the marginal AVaR. We illustrate the proposed …

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