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 |
|---|---|
| Article number | MR3902627 |
| Number of pages | 2 |
| Journal | Mathematical Reviews |
| Publication status | Published - 20 Aug 2019 |