PhD. Applied Mathematical Finance, Imperial College, London.

MSci. Mathematics, Imperial College, London.

Atkinson, C. and Mokkhavesa, S. (2004) Multi-asset Portfolio Optimisation with Transaction Costs. Applied Mathematical Finance 11, 95-123..

Mokkhavesa, S. (2003) Detection and Influence of Utility Preference on Optimal Portfolio Selection and Effect of Transaction Costs. PhD Thesis.

Atkinson, C. and Mokkhavesa, S. (2003) Intertemporal portfolio optimisation with small transaction costs and stochastic variance. Applied Mathematical Finance 10, 267-302.

Mokkhavesa, S. and Atkinson, C. (2002) Perturbation solution of optimal portfolio theory with transaction costs for any utility function. IMA Journal of Management Mathematics 13, 131-151.

Atkinson, C. and Mokkhavesa, S. (2001) Towards the determination of utility preference from optimal portfolio selection. Applied Mathematical Finance 8, 1-26.

Mokkhavesa, S. (1999) “Modelling the Volatility of Financial Assets” 4th Year MSci. Dissertation (under the supervision of Dr. P. Wilmott).