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Gordana Dmitrasinovic-Vidovic
Publication Activity (10 Years)
Years Active: 2006-2011
Publications (10 Years): 0
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Publications
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Gordana Dmitrasinovic-Vidovic
,
Antony Ware
Optimal Portfolios of Mean-Reverting Instruments.
SIAM J. Financial Math.
2 (1) (2011)
Gordana Dmitrasinovic-Vidovic
,
Antony Ware
Asymptotic behaviour of mean-quantile efficient portfolios.
Finance Stochastics
10 (4) (2006)