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Browsing by Author Drenovak, Mikica

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Showing results 1 to 9 of 9
PreviewIssue DateTitleAuthor(s)
PaperMissing.pdf.jpg2020Bond portfolio management under Solvency II regulationDrenovak, Mikica; Ranković, Vladimir; Urosevic B.; Jelic, Ratomir
PaperMissing.pdf.jpg2014European Bond ETFs: Tracking Errors and the Sovereign Debt CrisisDrenovak, Mikica; Urosevic B.; Jelic, Ratomir
PaperMissing.pdf.jpg2010Exchange-traded funds of the eurozone sovereign debtDrenovak, Mikica; Urosevic B.
10.1016-j.ejor.2016.08.034.pdf.jpg2017Market risk management in a post-Basel II regulatory environmentDrenovak, Mikica; Ranković, Vladimir; Ivanović, Miloš; Urosevic B.; Jelic, Ranko
Drenovak_Rankovic_EN.pdf.jpg2014Markowitz portfolio rebalancing with turnover monitoringDrenovak, Mikica; Ranković, Vladimir
PaperMissing.pdf.jpg2021Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary AlgorithmDrenovak, Mikica; Ranković, Vladimir; Urosevic B.; Jelic, Ratomir
PaperMissing.pdf.jpg2016Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approachRanković, Vladimir; Drenovak, Mikica; Urosevic B.; Jelic, Ratomir
PaperMissing.pdf.jpg2010Modelling the benchmark spot curve for the Serbian marketDrenovak, Mikica; Urosevic B.
PaperMissing.pdf.jpg2014The mean-Value at Risk static portfolio optimization using genetic algorithmRanković, Vladimir; Drenovak, Mikica; Stojanović, Boban; Kalinić, Zoran; Arsovski, Zora
Showing results 1 to 9 of 9