@ARTICLE{
author={Damjanovic Aleksandar,Drenovak Mikica,Urosevic Branko,Jelic Ranko},
year={2025},
title={Price vs. market-cap-weighted portfolio diversification: does it matter?},
journal={EUROPEAN JOURNAL OF FINANCE},
volume={},
number={},
pages={-},
document_type={Article; Early Access},
} 

@ARTICLE{
author={Drenovak Mikica,Rankovic Vladimir,Urosevic Branko,Jelic Ranko},
year={2022},
title={Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm},
journal={FINANCE RESEARCH LETTERS},
volume={46},
number={},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Drenovak Mikica,Rankovic Vladimir,Urosevic Branko,Jelic Ranko},
year={2022},
title={Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm},
journal={FINANCE RESEARCH LETTERS},
volume={46},
number={},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Drenovak Mikica,Rankovic Vladimir,Urosevic Branko,Jelic Ranko},
year={2021},
title={Bond portfolio management under Solvency II regulation},
journal={EUROPEAN JOURNAL OF FINANCE},
volume={27},
number={9},
pages={857-879},
document_type={Article},
} 

@ARTICLE{
author={Drenovak Mikica,Rankovic Vladimir,Ivanovic Milos R,Urosevic Branko,Jelic Ranko},
year={2017},
title={Market risk management in a post-Basel II regulatory environment},
journal={EUROPEAN JOURNAL OF OPERATIONAL RESEARCH},
volume={257},
number={3},
pages={1030-1044},
document_type={Article},
} 

@ARTICLE{
author={Rankovic Vladimir,Drenovak Mikica,Urosevic Branko,Jelic Ranko},
year={2016},
title={Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach},
journal={COMPUTERS & OPERATIONS RESEARCH},
volume={72},
number={},
pages={83-92},
document_type={Article},
} 

@ARTICLE{
author={Drenovak Mikica,Urosevic Branko,Jelic Ranko},
year={2014},
title={European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis},
journal={EUROPEAN FINANCIAL MANAGEMENT},
volume={20},
number={5},
pages={958-994},
document_type={Article},
}