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 |
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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 |
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