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In this work two Value-at-Risk (VaR) estimation models are compared: covariance method that is commonly used in Ukrainian banks and optimization one suggested by Uryasev and Rockafellar. Conditional Value-at-Risk (CVaR) that is an alternative risk measure to VaR, that permits to estimate the expected loss beyond VaR, is considered. Our work extends the Uryasev-Rockafellar approach to the quadratic portfolio containing derivative financial instruments. VaR estimation model's behaviour is examined as based on the hypothesis that the risk factors have elliptical distribution. [ABSTRACT FROM AUTHOR]

Copyright of Law of Ukraine / Pravo Ukraini is the property of Editorial Board of Journal "Law of Ukraine" and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Law of Ukraine / Pravo Ukraini is the property of Editorial Board of Journal "Law of Ukraine" and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Th e paper explores the story of "Bokhmite" (Mohammed) placed in the texts of the Chronic le by George Monk / Hamartolos and the family of the Chronograph according to the great narration. "Bokhmit" for denotation of the prophet Mohammed appeared in the early East Slavic writings only; South Slavic ones have no traces of such a name. While there are few sources about Muslim prophet in the Old Rus'ian period, the Hamartolos' Chronicle tells on this topic in detail. Th e story includes a biography and a medieval description of the teachings of Mohammed, as well as the "Bokhmitic" concept for paradise. Th e Chronicle infl uenced the Tale of Bygone Years in its account of the preparation for the baptism of Rus' (986--987) and other Old Russian texts through it. Also, the Hamartolos' story was included fragmentarily in the Trinity Chronograph, Chronographic Palea, the Ellinsky (Hellenic) Chronicle of the se cond redaction, etc. Th e aim of this study is to provide a comparative analysis of chronogra phic texts, as well as to make these sources of the Primary Chronicle easily available to scholars working in the fi eld of medieval Ukraine and Russia. In terms of methods, this study applied textual and literary criticism. Th e academic novelty outputs a prime comparative analysis of the story about "Bokhmit" in chronographic texts. Versions useful in further work on sources are published in the attached tables. Conclusions. Whereas the author of the Tale of Bygone Years borrowed only content from the Hamartolos' Chronicle (there are no direct citations), long fragments of later are refl ected in the chronographic family. Th ough the text did not avoid abbreviations of phrases and words and plentiful changes in grammatical forms, there are practically no lexical substitutions. In general, the compiler of the hronograph tried to simplify the narration, avoiding opacity and making it more understandable for the reader. ranches of the Chronograph uncover further transformations of the text. In particular, the Complete Palaea has some of its own omissions, and Ellinsky Chronicle contaminates two versions. Th e study reveals interesting features of the chronographic texts that clearly indicate that medieval Christian bookmen hard worked with the narration about the teacher of their Muslim neighbors, demonstrating, at the same time, the typical manner of treatment of the sources by the chronographer, which concerned the problems of early Old Russian chronicles. [ABSTRACT FROM AUTHOR]

Copyright of Scientific Bulletin of Polissia is the property of Chernihiv State Institute of Economics & Management and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Microbiological Journal / Mikrobiolohichnyi Zhurnal is the property of D.K. Zabolotny Institute of Microbiology & Virology of the National Academy of Sciences of Ukraine and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Ukrainian Historical Journal / Ukraïnsʹkij Ìstoričnij Žurnal is the property of Institute of History of Ukraine, National Academy of Sciences of Ukraine and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Ukrainian Historical Journal / Ukraïnsʹkij Ìstoričnij Žurnal is the property of Institute of History of Ukraine, National Academy of Sciences of Ukraine and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Economics: Time Realities is the property of Odessa Polytechnic University and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Chemistry, Physics & Technology of Surface / Khimiya, Fizyka ta Tekhnologiya Poverhni is the property of National Academy of Sciences of Ukraine, Chuiko Institute of Surface Chemistry and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of History Pages is the property of National Technical University of Ukraine KPI and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Purpose. To analyze the structure and types of scientific sectors in Ukraine. To determine the influence of scientific and technical, and innovative project activity indicators of the university on its competitiveness and position in rating. Methodology. The methodological basis of paper is general scientific principles of research (methods of scientific analysis and synthesis), the theoretical and methodological foundations of the system and process approaches, and methods of ranking. Information sources of paper are statistical report data and studies of native scientists. Findings. This article provides general characteristics of some methods of creation of universities rating in Ukraine. In detail, we examined rating of universities in Ukraine of III, IV levels of accreditation "Top-200 Ukraine", in which significant role is assigned to scientific activity, and we studied the method of its creation. The article presents diagrams of weight distribution between the indicators in the indices of scientific and educational potential quality, the quality of education and international recognition. It identifies the dependence between the scientific and pedagogical potential quality and the rating place of the university, its competitiveness in the education sector in Ukraine. It presents characteristic of scientific sectors (academic, industry, educational, factory, and business), examines the organizational and legal forms of non-departmental science enterprises (incubator, technopark, technopolis), describes the structure of the education sector, and identifies the types of studies in accordance with the sector of science. Originality. The main scientific result is the theoretical substantiation of the influence of innovative activity at the university on his competitiveness. Rating features of a university are analyzed, and revealed the lack of indicators concerning implementation of the scientific developments performed by research and pedagogical workers. Practical value. The results of the research have been implemented during the teaching discipline "Marketing of Intellectual Property" to improve the economic efficiency of innovative projects of the National Metallurgical Academy of Ukraine [ABSTRACT FROM AUTHOR]

Copyright of Economy of Industry is the property of National Academy of Sciences of Ukraine, Institute of the Economy of Industry and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Stratum Plus Journal is the property of P.P. Stratum plus and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

At the present time, there are less than 5000 Albanians in the Ukraine and only half of them can speak their native language. For the most part, they live in four villages in the south of the country. The culture, history and dialect of Albanians in the Ukraine excited much interest in the 20th century. However, this interest has waned, and during the first two decades of the 21st century this subject is only still popular with specialists in Balkan studies, linguistics, ethnography, social and cultural anthropology, as well as some local amateur researchers. Several important studies on Albanians in the Ukraine have been published recently both by Ukrainian and Russian scholars. Some of them reveal data from the archives that were collected about seventy years ago, while others are based on the most recent field research. In our paper we attempt to analyze three monographs that appeared in 2014 and in 2017. Our goal is to attract more attention to these editions, and not to commend or criticize our colleagues. Using these publications, we reviewed relevant and some possibly problematic issues in Balkan Studies today. In our opinion, these issues could be expressed in three statements: a) it is impossible to get the relevant image of local ethnography, culture, inter-ethnic/interconfessional relations if the linguistic data is not fully involved in the research; b) it is not possible to provide a relevant analysis of linguistic peculiarities of the local dialect since the issues of cultural code and local identity are not taken into account; c) the archives of our predecessors should not be regarded as museum heritage, but they should instead be modified and analyzed in the context of the most recent theories and technologies. We all face the problem of how to save our field research data from becoming museum objects, and how to make it useful and accessible to our colleagues and subsequent generations. Today, there are no readily available solutions, but we believe that language corpora supported by a strong network of various historical, ethnographical, anthropological, etc. commentaries could be a helpful way forward. [ABSTRACT FROM AUTHOR]

Copyright of Bylye Gody is the property of Cherkas Global University Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)