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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
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Issue Date
Title
Author(s)
2010
Modelling the benchmark spot curve for the Serbian market
Drenovak, Mikica
;
Urosevic B.
2014
European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis
Drenovak, Mikica
;
Urosevic B.
;
Jelic, Ratomir
2016
Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach
Ranković, Vladimir
;
Drenovak, Mikica
;
Urosevic B.
;
Jelic, Ratomir
2021
Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm
Drenovak, Mikica
;
Ranković, Vladimir
;
Urosevic B.
;
Jelic, Ratomir
2017
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanović, Miloš
;
Urosevic B.
;
Jelic, Ranko
2014
The mean-Value at Risk static portfolio optimization using genetic algorithm
Ranković, Vladimir
;
Drenovak, Mikica
;
Stojanović, Boban
;
Kalinić, Zoran
;
Arsovski, Zora
2014
Markowitz portfolio rebalancing with turnover monitoring
Drenovak, Mikica
;
Ranković, Vladimir
2020
Bond portfolio management under Solvency II regulation
Drenovak, Mikica
;
Ranković, Vladimir
;
Urosevic B.
;
Jelic, Ratomir
2010
Exchange-traded funds of the eurozone sovereign debt
Drenovak, Mikica
;
Urosevic B.
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