Gordana Dmitrasinovic-Vidovic, Ph.D.
Affiliations: | 2004 | University of Calgary, Calgary, Alberta, Canada |
Area:
MathematicsGoogle:
"Gordana Dmitrasinovic-Vidovic"Parents
Sign in to add mentor| Antony Ware | grad student | 2004 | University of Calgary | |
| (Portfolio optimization under downside risk measures.) | ||||
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Publications
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| Dmitrašinović-Vidović G, Lari-Lavassani A, Li X, et al. (2011) Dynamic Portfolio Selection Under Capital-At-Risk With No Short-Selling Constraints International Journal of Theoretical and Applied Finance. 14: 957-977 |
| Dmitrašinović-Vidović G, Ware A. (2011) Optimal Portfolios of Mean-Reverting Instruments Siam Journal On Financial Mathematics. 2: 748-767 |
| Dmitrasinovic-Vidovic G, Lari-Lavassani A, Li X, et al. (2010) Continuous time portfolio selection under conditional capital at risk Journal of Probability and Statistics |
| Dmitrašinović-Vidović G, Ware A. (2006) Asymptotic behaviour of mean-quantile efficient portfolios Finance and Stochastics. 10: 529-551 |