Autori: Kumaresan Miles
| Naslov | Optimal trading of algorithmic orders in a liquidity fragmented market place (Article) |
| Autori | Kumaresan Miles Krejic Natasa |
| Info | ANNALS OF OPERATIONS RESEARCH, (2015), vol. 229 br. 1, str. 521-540 |
| Projekat | Ministry of Education and Science, Republic of Serbia [174030] |
| Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science |
     |
| Naslov | VaR optimal portfolio with transaction costs (Article) |
| Autori | Krejic Natasa Kumaresan Miles Roznjik Andrea |
| Info | APPLIED MATHEMATICS AND COMPUTATION, (2011), vol. 218 br. 8, str. 4626-4637 |
| Projekat | Central European University (CEU); Ministry of Education and Science, Republic of Serbia[174030] |
| Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
|
|
| Naslov | A model for optimal execution of atomic orders (Proceedings Paper) |
| Autori | Kumaresan Miles Krejic Natasa |
| Info | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, (2010), vol. 46 br. 2, str. 369-389 |
| Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
|
|
