TY  - JOUR
AU  - Kilianová, Soňa
AU  - Ševčovič, Daniel
TI  - Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
JO  - Kybernetika
PY  - 2018
SP  - 1167
EP  - 1183
VL  - 54
IS  - 6
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-6-1167/
DO  - 10.14736/kyb-2018-6-1167
LA  - en
ID  - 10_14736_kyb_2018_6_1167
ER  -