### Abstract

Review of: Kilianová, Soňa; Ševčovič, Daniel. Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. Kybernetika (Prague) 54 (2018), no. 6, 1167–1183.

Original language | English |
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Article number | MR3902627 |

Number of pages | 2 |

Journal | Mathematical Reviews |

Publication status | Published - 20 Aug 2019 |