List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal portfolios of mean-reverting instruments SIAM Journal on Financial Mathematics | 2012-04-19 | Paper |
| Dynamic portfolio selection under capital-at-risk with no short-selling constraints International Journal of Theoretical and Applied Finance | 2011-11-22 | Paper |
| Continuous time portfolio selection under conditional capital at risk Journal of Probability and Statistics | 2010-12-01 | Paper |
Research outcomes over time
This page was built for person: Gordana Dmitrasinovic-Vidovic
