Review: Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization

Research output: Contribution to journalReview article

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 languageEnglish
Article numberMR3902627
Number of pages2
JournalMathematical Reviews
Publication statusPublished - 20 Aug 2019

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