Skip navigation
Home
Browse
Communities
& Collections
Browse Items by:
Issue Date
Author
Title
Subject
Bibliography by ORCID
Instructions
Language
Српски
English
Sign on to:
My SCIDAR
Receive email
updates
Edit Profile
SCIDAR - A Digital Archive of the University of Kragujevac
A digital archive of the University of Kragujevac contains easily searchable and up-to-date research results.
University of Kragujevac Digital Archive
Search
Search:
All of SCIDAR
University of Kragujevac
Faculty of Economics, Kragujevac
for
Current filters:
Title
Author
Subject
Date Issued
Type
Journal
Filename
File description
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
Date Issued
Type
Journal
Filename
File description
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 1-9 of 9 (Search time: 0.004 seconds).
previous
1
next
Item hits:
Preview
Issue Date
Title
Author(s)
2010
Modelling the benchmark spot curve for the Serbian market
Drenovak, Mikica
;
Urosevic B.
2016
Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach
Ranković, Vladimir
;
Drenovak, Mikica
;
Urosevic B.
;
Jelic, Ratomir
2014
European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis
Drenovak, Mikica
;
Urosevic B.
;
Jelic, Ratomir
2014
The mean-Value at Risk static portfolio optimization using genetic algorithm
Ranković, Vladimir
;
Drenovak, Mikica
;
Stojanović, Boban
;
Kalinić, Zoran
;
Arsovski, Zora
2017
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanović, Miloš
;
Urosevic B.
;
Jelic, Ranko
2021
Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm
Drenovak, Mikica
;
Ranković, Vladimir
;
Urosevic B.
;
Jelic, Ratomir
2014
Markowitz portfolio rebalancing with turnover monitoring
Drenovak, Mikica
;
Ranković, Vladimir
2010
Exchange-traded funds of the eurozone sovereign debt
Drenovak, Mikica
;
Urosevic B.
2020
Bond portfolio management under Solvency II regulation
Drenovak, Mikica
;
Ranković, Vladimir
;
Urosevic B.
;
Jelic, Ratomir
Discover
Author
7
Urosevic B.
6
Ranković, Vladimir
5
Jelic, Ratomir
1
Arsovski, Zora
1
Ivanović, Miloš
1
Kalinić, Zoran
1
Stojanović, Boban
Subject
1
portfolio management
1
portfolio rebalancing
1
Sharpe ratio
1
turnover
1
volatility
Date issued
2
2020 - 2021
7
2010 - 2019
Type
9
article
Journal
1
Ekonomski horizonti