%0 Journal Article %A O. I. Rumyantseva %A Yu. S. Khokhlov %T Estimation of the contribution of a component to the overall risk for a portfolio defined by the multivariate fractional Levy motion %J Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika %D 2017 %P 27-44 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/VTPMK_2017_3_a2/ %G ru %F VTPMK_2017_3_a2