TY  - JOUR
AU  - Keykhaei, Reza
TI  - A note on optimal portfolio corresponding to the CVaR ratio
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 2017
SP  - 921
EP  - 930
VL  - 51
IS  - 4
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ro/2016055/
DO  - 10.1051/ro/2016055
LA  - en
ID  - RO_2017__51_4_921_0
ER  -