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Autori: Kumaresan Miles

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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 ISI/Web of Science   Članak   Elečas   Rang časopisa   Citati: ISI/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 ISI/Web of Science   Članak   Elečas   Rang časopisa   Citati: ISI/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 ISI/Web of Science   Članak   Elečas   Rang časopisa   Citati: ISI/Web of Science   Scopus  
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