In this article we present a detailed review of methodological foundations, describe the methodological mathematical toolset that we used as well as the research procedure at input data stage, i.e., final stage of search which gives scientific grounds for substantiation of conclusions relating...

Article it is devoted development of integrovanogoof methodical approach to determination of economic strength of enterprises security on the basis of analysis and estimation of their financial constituent which can be used guidance of enterprises of a transport engineer within the framework of...

Assumptions about the dynamic and distributional behavior of risk factors are crucial for the construction of optimal portfolios and for risk assessment. Although asset returns are generally characterized by conditionally varying volatilities and fat tails, the normal distribution with constant...

Assumptions about the dynamic and distributional behavior of risk factors are crucial for the construction of optimal portfolios and for risk assessment. Although asset returns are generally characterized by conditionally varying volatilities and fat tails, the normal distribution with constant...