@article{10_14736_kyb_2018_6_1167,
     author = {Kilianov\'a, So\v{n}a and \v{S}ev\v{c}ovi\v{c}, Daniel},
     title = {Expected utility maximization and conditional value-at-risk deviation-based {Sharpe} ratio in dynamic stochastic portfolio optimization},
     journal = {Kybernetika},
     pages = {1167--1183},
     publisher = {mathdoc},
     volume = {54},
     number = {6},
     year = {2018},
     doi = {10.14736/kyb-2018-6-1167},
     mrnumber = {3902627},
     zbl = {07031767},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-6-1167/}
}