@article{10_14736_kyb_2014_6_1032,
     author = {Krommerov\'a, Csilla and Melicher\v{c}{\'\i}k, Igor},
     title = {Dynamic portfolio optimization with risk management and strategy constraints},
     journal = {Kybernetika},
     pages = {1032--1048},
     publisher = {mathdoc},
     volume = {50},
     number = {6},
     year = {2014},
     doi = {10.14736/kyb-2014-6-1032},
     mrnumber = {3301784},
     zbl = {06416872},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2014-6-1032/}
}