Kumaresan Miles

Miles Kumaresan

Information about the author Miles Kumaresan will soon be added to the site.
Found 2 papers in total
Optimal trading of algorithmic orders in a liquidity fragmented market place
Optimal trading of algorithmic orders in a liquidity fragmented market place
2015
An optimization model for the execution of algorithmic orders at multiple trading...
VaR optimal portfolio with transaction costs
VaR optimal portfolio with transaction costs
2011
We consider the problem of portfolio optimization under VaR risk measure taking into...
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