%0 Journal Article
%A Keykhaei, Reza
%T A note on optimal portfolio corresponding to the CVaR ratio
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 2017
%P 921-930
%V 51
%N 4
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/ro/2016055/
%R 10.1051/ro/2016055
%G en
%F RO_2017__51_4_921_0