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Browsing by Author Kumaresan, Miles
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) | Type | М-cat. |
|---|---|---|---|---|
| 2010 | A Model for Optimal Execution of Atomic Orders | Kumaresan, Miles; Krejić, Nataša   | Article | 21M21 |
| 2015 | Optimal trading of algorithmic orders in a liquidity fragmented market place | Kumaresan, Miles; Krejić, Nataša | Article | 22M22 |
| 2010 | Optimization of Conditional Trajectories in a Market Place of Multiple Liquidity Pools | Kumaresan, Miles | Doctoral theses | 70M70 |
| 2011 | VaR optimal portfolio with transaction costs | Krejić, Nataša ; Kumaresan, Miles; Rožnjik, Andrea | Article | 21M21 |