A model for optimal execution of atomic orders. - Miles Kumaresan; Natasa Krejic (Comput. Optim. Appl., 2010)

VaR optimal portfolio with transaction costs. - Natasa Krejic; Miles Kumaresan; Andrea Roznjik (Appl. Math. Comput., 2011)

Optimal trading of algorithmic orders in a liquidity fragmented market place. - Miles Kumaresan; Natasa Krejic (Ann. Oper. Res., 2015)