@ARTICLE{
author={Zivkov Dejan M,Loncar Sanja},
year={2026},
title={International diversification with parametric value-at-risk portfolios beyond normality},
journal={RISK MANAGEMENT-AN INTERNATIONAL JOURNAL},
volume={28},
number={2},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Loncar Sanja,Djuraskovic Jasmina,Balaban Suzana},
year={2025},
title={How do non-normal parametric VaR models perform in risk-minimizing portfolios?},
journal={QUARTERLY REVIEW OF ECONOMICS AND FINANCE},
volume={102},
number={},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Loncar Sanja,Stankov Biljana M},
year={2024},
title={Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={74},
number={3},
pages={342-365},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Loncar Sanja,Stankov Biljana M},
year={2023},
title={Idiosyncratic Volatility Transmission Between Visegrad Stock Markets-The Robust Quantile Estimates},
journal={ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH},
volume={57},
number={1},
pages={251-266},
document_type={Article},
} 

@ARTICLE{
author={Kumaresan Miles,Krejic Natasa,Loncar Sanja},
year={2021},
title={Negative selection-a new performance measure for automated order execution},
journal={JOURNAL OF MATHEMATICS IN INDUSTRY},
volume={11},
number={1},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Gajic-Glamoclija Marina,Kovacevic Jelena Lj,Loncar Sanja},
year={2020},
title={Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={70},
number={5},
pages={461-486},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kovacevic Jelena Lj,Loncar Sanja},
year={2020},
title={Is Inflation a Monetary Phenomenon in the East European Economies? - Multifrequency Bayesian Quantile Inference},
journal={EKONOMICKY CASOPIS},
volume={68},
number={8},
pages={787-810},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Papic-Blagojevic Natasa,Loncar Sanja},
year={2019},
title={The Effect of Agricultural Futures Price Changes on the Agricultural Production in Ap Vojvodina},
journal={EKONOMIKA POLJOPRIVREDA-ECONOMICS OF AGRICULTURE},
volume={66},
number={3},
pages={755-770},
document_type={Article},
} 

@ARTICLE{
author={Krejic Natasa,Loncar Sanja},
year={2018},
title={A Nonmonotone Line Search Method for Stochastic Optimization Problems},
journal={FILOMAT},
volume={32},
number={19},
pages={6799-6807},
document_type={Article},
}