%0 Journal Article
%A Kilianová, Soňa
%A Ševčovič, Daniel
%T Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
%J Kybernetika
%D 2018
%P 1167-1183
%V 54
%N 6
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-6-1167/
%R 10.14736/kyb-2018-6-1167
%G en
%F 10_14736_kyb_2018_6_1167