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

Research output: Contribution to journalReview articleResearch

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

Cite this

@article{50cfdff4afaf433ebb775796a34549c3,
title = "Review: Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization",
author = "Perera, {Ryle S}",
year = "2019",
month = "8",
day = "20",
language = "English",
journal = "Mathematical Reviews",
issn = "2167-5163",

}

TY - JOUR

T1 - Review: Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization

AU - Perera, Ryle S

PY - 2019/8/20

Y1 - 2019/8/20

M3 - Review article

JO - Mathematical Reviews

T2 - Mathematical Reviews

JF - Mathematical Reviews

SN - 2167-5163

M1 - MR3902627

ER -