Results
| Title: | VaR optimal portfolio with transaction costs | Authors: | Krejić, Nataša   ; Kumaresan, Miles; Rožnjik, Andrea |
Issue Date: | 2011 | Publication: | Applied Mathematics and Computation | ISSN: | 0096-3003 Applied Mathematics and Computation Search Idenfier |
Type: | Article | Collation: | vol. 218 br. 8 str. 4626-4637 | DOI: | 10.1016/j.amc.2011.10.047 | WoS-ID: | 000297375600065 | Scopus-ID: | 2-s2.0-81855164676 | URI: | https://enauka.gov.rs/handle/123456789/196110 https://www.cris.uns.ac.rs/record.jsf?recordId=68294&source=eNauka&language=en |
Project: | Central European University (CEU) Ministry of Education and Science, Republic of Serbia[174030] |
Metadata source: | Migracija | M-category: | 21aM21a |
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