1. Sharpe, W., Alexander, G., Bailey, G.: Investments. Infra-M Publ., Moscow (2001) (translated to Russian)
2. Belsner, O.A., Kritski, O.L.: Optimizing a portfolio of risky assets. Financ. Credit 36, 35–41 (2013) (in Russian)
3. Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent measures of risk. Math. Financ. 9(3), 203–228 (1998).
https://doi.org/10.1111/1467-9965.00068
4. Kritski, O.L., Ulyanova, M.K.: Assessing of multivariate financial risks of stock share portfolio. Appl. Econom. 2(4), 3–18 (2007) (In Russian)
5. Basel Committee on Banking Supervision: Fundamental Review of the Trading Book. 2nd Consultative Document. Bank for International Settlements, Switzerland (2013)