TURNIKA AFDATUL RAFNI; DINA AGUSTINA. Risk Comparison in Optimal Portfolios: A Study of Value at Risk (VaR) and Tail Value at Risk (TVaR). Mathematical Journal of Modelling and Forecasting, [S. l.], v. 3, n. 1, p. 47–55, 2025. DOI: 10.24036/mjmf.v3i1.40. Disponível em: https://mjomaf.ppj.unp.ac.id/index.php/mjmf/article/view/40. Acesso em: 30 jun. 2025.