Security portfolio management based on combined entropic risk measures. (English. Russian original) Zbl 1307.91158
J. Comput. Syst. Sci. Int. 52, No. 5, 837-841 (2013); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2013, No. 5, 172-176 (2013).