@article{VTPMK_2017_3_a2, author = {O. I. Rumyantseva and Yu. S. Khokhlov}, title = {Estimation of the contribution of a component to the overall risk for a portfolio defined by the multivariate fractional {Levy} motion}, journal = {Vestnik Tverskogo gosudarstvennogo universiteta. Seri\^a Prikladna\^a matematika}, pages = {27--44}, publisher = {mathdoc}, number = {3}, year = {2017}, language = {ru}, url = {http://geodesic.mathdoc.fr/item/VTPMK_2017_3_a2/} }