Author Daniel Ševčovič

Articles

S. Kilianová and D. Ševčovič	Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization Volume 54 no. 6, 1167-1183, 2018
B. Stehlíková and D. Ševčovič	On the Singular Limit of Solutions to the Cox-Ingersoll-Ross Interest Rate Model with Stochastic Volatility Volume 45 no. 4, 670-680, 2009

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