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Drenovak Mikica

 
article
 1. Drenovak Mikica, Urosevic B., Modelling the benchmark spot curve for the Serbian market, null, 10.2298/EKA1084029D (ISSN 0013-3264)

 2. Drenovak Mikica, Urosevic B., Exchange-traded funds of the eurozone sovereign debt, null, 10.2298/EKA1087031D (ISSN 0013-3264)

 3. Ranković Vladimir, Drenovak Mikica, Stojanović Boban, Kalinić Zoran, Arsovski Zora, The mean-Value at Risk static portfolio optimization using genetic algorithm, null, 10.2298/CSIS121024017R (ISSN 1820-0214)

 4. Drenovak Mikica, Urosevic B., Jelic Ratomir, European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis, null, 10.1111/j.1468-036X.2012.00649.x (ISSN 1354-7798)

 5. Drenovak Mikica, Ranković Vladimir, Markowitz portfolio rebalancing with turnover monitoring, null, Ekonomski horizonti, 10.5937/ekonhor1403211d (ISSN 1450-863X) Drenovak_Rankovic_EN.pdf

 6. Ranković Vladimir, Drenovak Mikica, Urosevic B., Jelic Ratomir, Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach, null, 10.1016/j.cor.2016.01.014 (ISSN 0305-0548)

 7. Drenovak Mikica, Ranković Vladimir, Ivanović Miloš, Urosevic B., Jelic Ranko, Market risk management in a post-Basel II regulatory environment, null, 10.1016/j.ejor.2016.08.034 (ISSN 0377-2217) 10.1016-j.ejor.2016.08.034.pdf

 8. Drenovak Mikica, Ranković Vladimir, Urosevic B., Jelic Ratomir, Bond portfolio management under Solvency II regulation, null, 10.1080/1351847X.2020.1850499 (ISSN 1351-847X)

 9. Drenovak Mikica, Ranković Vladimir, Urosevic B., Jelic Ratomir, Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm, null, 10.1016/j.frl.2021.102328 (ISSN 1544-6123)