ZHANG, Junwen. Value-at-Risk (VaR) Based Portfolio Optimization and Risk Decomposition. The Journal of FinTech and Digital Assets, [S. l.], v. 1, n. 1, p. 26–44, 2026. DOI: 10.34900/jfda.v1i1.1376. Disponível em: https://journals.lincoln.ac.nz/index.php/JFDA/article/view/1376. Acesso em: 17 jun. 2026.