@article{RO_2017__51_4_921_0,
     author = {Keykhaei, Reza},
     title = {A note on optimal portfolio corresponding to the {CVaR} ratio},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {921--930},
     publisher = {EDP-Sciences},
     volume = {51},
     number = {4},
     year = {2017},
     doi = {10.1051/ro/2016055},
     mrnumber = {3783927},
     zbl = {1408.91197},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ro/2016055/}
}